S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Feb-1987
Day Change Summary
Previous Current
02-Feb-1987 03-Feb-1987 Change Change % Previous Week
Open 274.08 276.45 2.37 0.9% 270.10
High 277.35 277.83 0.48 0.2% 276.85
Low 273.16 275.84 2.68 1.0% 267.73
Close 276.45 275.99 -0.46 -0.2% 274.08
Range 4.19 1.99 -2.20 -52.5% 9.12
ATR 3.84 3.71 -0.13 -3.4% 0.00
Volume
Daily Pivots for day following 03-Feb-1987
Classic Woodie Camarilla DeMark
R4 282.52 281.25 277.08
R3 280.53 279.26 276.54
R2 278.54 278.54 276.35
R1 277.27 277.27 276.17 276.91
PP 276.55 276.55 276.55 276.38
S1 275.28 275.28 275.81 274.92
S2 274.56 274.56 275.63
S3 272.57 273.29 275.44
S4 270.58 271.30 274.90
Weekly Pivots for week ending 30-Jan-1987
Classic Woodie Camarilla DeMark
R4 300.25 296.28 279.10
R3 291.13 287.16 276.59
R2 282.01 282.01 275.75
R1 278.04 278.04 274.92 280.03
PP 272.89 272.89 272.89 273.88
S1 268.92 268.92 273.24 270.91
S2 263.77 263.77 272.41
S3 254.65 259.80 271.57
S4 245.53 250.68 269.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 277.83 271.38 6.45 2.3% 3.21 1.2% 71% True False
10 280.96 267.32 13.64 4.9% 4.62 1.7% 64% False False
20 280.96 252.65 28.31 10.3% 3.91 1.4% 82% False False
40 280.96 241.28 39.68 14.4% 3.30 1.2% 87% False False
60 280.96 235.51 45.45 16.5% 3.10 1.1% 89% False False
80 280.96 234.37 46.59 16.9% 2.84 1.0% 89% False False
100 280.96 228.08 52.88 19.2% 2.86 1.0% 91% False False
120 280.96 228.08 52.88 19.2% 2.93 1.1% 91% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.17
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 286.29
2.618 283.04
1.618 281.05
1.000 279.82
0.618 279.06
HIGH 277.83
0.618 277.07
0.500 276.84
0.382 276.60
LOW 275.84
0.618 274.61
1.000 273.85
1.618 272.62
2.618 270.63
4.250 267.38
Fisher Pivots for day following 03-Feb-1987
Pivot 1 day 3 day
R1 276.84 275.53
PP 276.55 275.07
S1 276.27 274.61

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

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