S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Feb-1987
Day Change Summary
Previous Current
04-Feb-1987 05-Feb-1987 Change Change % Previous Week
Open 275.99 279.64 3.65 1.3% 270.10
High 279.65 282.26 2.61 0.9% 276.85
Low 275.35 278.66 3.31 1.2% 267.73
Close 279.64 281.16 1.52 0.5% 274.08
Range 4.30 3.60 -0.70 -16.3% 9.12
ATR 3.75 3.74 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 05-Feb-1987
Classic Woodie Camarilla DeMark
R4 291.49 289.93 283.14
R3 287.89 286.33 282.15
R2 284.29 284.29 281.82
R1 282.73 282.73 281.49 283.51
PP 280.69 280.69 280.69 281.09
S1 279.13 279.13 280.83 279.91
S2 277.09 277.09 280.50
S3 273.49 275.53 280.17
S4 269.89 271.93 279.18
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
5 282.26 271.38 10.88 3.9% 3.39 1.2% 90% True False
10 282.26 267.73 14.53 5.2% 4.39 1.6% 92% True False
20 282.26 256.11 26.15 9.3% 4.03 1.4% 96% True False
40 282.26 241.28 40.98 14.6% 3.35 1.2% 97% True False
60 282.26 235.51 46.75 16.6% 3.18 1.1% 98% True False
80 282.26 234.37 47.89 17.0% 2.91 1.0% 98% True False
100 282.26 228.08 54.18 19.3% 2.84 1.0% 98% True False
120 282.26 228.08 54.18 19.3% 2.97 1.1% 98% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 297.56
2.618 291.68
1.618 288.08
1.000 285.86
0.618 284.48
HIGH 282.26
0.618 280.88
0.500 280.46
0.382 280.04
LOW 278.66
0.618 276.44
1.000 275.06
1.618 272.84
2.618 269.24
4.250 263.36
Fisher Pivots for day following 05-Feb-1987
Pivot 1 day 3 day
R1 280.93 280.38
PP 280.69 279.59
S1 280.46 278.81

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

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