S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Feb-1987
Day Change Summary
Previous Current
03-Feb-1987 04-Feb-1987 Change Change % Previous Week
Open 276.45 275.99 -0.46 -0.2% 270.10
High 277.83 279.65 1.82 0.7% 276.85
Low 275.84 275.35 -0.49 -0.2% 267.73
Close 275.99 279.64 3.65 1.3% 274.08
Range 1.99 4.30 2.31 116.1% 9.12
ATR 3.71 3.75 0.04 1.1% 0.00
Volume
Daily Pivots for day following 04-Feb-1987
Classic Woodie Camarilla DeMark
R4 291.11 289.68 282.01
R3 286.81 285.38 280.82
R2 282.51 282.51 280.43
R1 281.08 281.08 280.03 281.80
PP 278.21 278.21 278.21 278.57
S1 276.78 276.78 279.25 277.50
S2 273.91 273.91 278.85
S3 269.61 272.48 278.46
S4 265.31 268.18 277.28
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
5 279.65 271.38 8.27 3.0% 3.53 1.3% 100% True False
10 280.96 267.32 13.64 4.9% 4.70 1.7% 90% False False
20 280.96 254.97 25.99 9.3% 3.97 1.4% 95% False False
40 280.96 241.28 39.68 14.2% 3.31 1.2% 97% False False
60 280.96 235.51 45.45 16.3% 3.15 1.1% 97% False False
80 280.96 234.37 46.59 16.7% 2.88 1.0% 97% False False
100 280.96 228.08 52.88 18.9% 2.84 1.0% 98% False False
120 280.96 228.08 52.88 18.9% 2.95 1.1% 98% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 297.93
2.618 290.91
1.618 286.61
1.000 283.95
0.618 282.31
HIGH 279.65
0.618 278.01
0.500 277.50
0.382 276.99
LOW 275.35
0.618 272.69
1.000 271.05
1.618 268.39
2.618 264.09
4.250 257.08
Fisher Pivots for day following 04-Feb-1987
Pivot 1 day 3 day
R1 278.93 278.56
PP 278.21 277.48
S1 277.50 276.41

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

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