S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Feb-1988
Day Change Summary
Previous Current
02-Feb-1988 03-Feb-1988 Change Change % Previous Week
Open 255.04 255.57 0.53 0.2% 246.50
High 256.08 256.98 0.90 0.4% 257.07
Low 252.80 250.56 -2.24 -0.9% 246.50
Close 255.57 252.21 -3.36 -1.3% 257.07
Range 3.28 6.42 3.14 95.7% 10.57
ATR 5.13 5.22 0.09 1.8% 0.00
Volume
Daily Pivots for day following 03-Feb-1988
Classic Woodie Camarilla DeMark
R4 272.51 268.78 255.74
R3 266.09 262.36 253.98
R2 259.67 259.67 253.39
R1 255.94 255.94 252.80 254.60
PP 253.25 253.25 253.25 252.58
S1 249.52 249.52 251.62 248.18
S2 246.83 246.83 251.03
S3 240.41 243.10 250.44
S4 233.99 236.68 248.68
Weekly Pivots for week ending 29-Jan-1988
Classic Woodie Camarilla DeMark
R4 285.26 281.73 262.88
R3 274.69 271.16 259.98
R2 264.12 264.12 259.01
R1 260.59 260.59 258.04 262.36
PP 253.55 253.55 253.55 254.43
S1 250.02 250.02 256.10 251.79
S2 242.98 242.98 255.13
S3 232.41 239.45 254.16
S4 221.84 228.88 251.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 258.27 249.38 8.89 3.5% 4.34 1.7% 32% False False
10 258.27 240.17 18.10 7.2% 4.31 1.7% 67% False False
20 261.32 240.17 21.15 8.4% 5.71 2.3% 57% False False
40 261.78 228.69 33.09 13.1% 5.39 2.1% 71% False False
60 261.78 221.24 40.54 16.1% 5.45 2.2% 76% False False
80 314.53 216.46 98.07 38.9% 7.62 3.0% 36% False False
100 328.94 216.46 112.48 44.6% 7.00 2.8% 32% False False
120 337.89 216.46 121.43 48.1% 6.62 2.6% 29% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 284.27
2.618 273.79
1.618 267.37
1.000 263.40
0.618 260.95
HIGH 256.98
0.618 254.53
0.500 253.77
0.382 253.01
LOW 250.56
0.618 246.59
1.000 244.14
1.618 240.17
2.618 233.75
4.250 223.28
Fisher Pivots for day following 03-Feb-1988
Pivot 1 day 3 day
R1 253.77 254.42
PP 253.25 253.68
S1 252.73 252.95

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols