S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Feb-1987
Day Change Summary
Previous Current
06-Feb-1987 09-Feb-1987 Change Change % Previous Week
Open 281.16 280.04 -1.12 -0.4% 274.08
High 281.16 280.04 -1.12 -0.4% 282.26
Low 275.99 277.24 1.25 0.5% 273.16
Close 280.04 278.16 -1.88 -0.7% 280.04
Range 5.17 2.80 -2.37 -45.8% 9.10
ATR 3.84 3.77 -0.07 -1.9% 0.00
Volume
Daily Pivots for day following 09-Feb-1987
Classic Woodie Camarilla DeMark
R4 286.88 285.32 279.70
R3 284.08 282.52 278.93
R2 281.28 281.28 278.67
R1 279.72 279.72 278.42 279.10
PP 278.48 278.48 278.48 278.17
S1 276.92 276.92 277.90 276.30
S2 275.68 275.68 277.65
S3 272.88 274.12 277.39
S4 270.08 271.32 276.62
Weekly Pivots for week ending 06-Feb-1987
Classic Woodie Camarilla DeMark
R4 305.79 302.01 285.05
R3 296.69 292.91 282.54
R2 287.59 287.59 281.71
R1 283.81 283.81 280.87 285.70
PP 278.49 278.49 278.49 279.43
S1 274.71 274.71 279.21 276.60
S2 269.39 269.39 278.37
S3 260.29 265.61 277.54
S4 251.19 256.51 275.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 282.26 275.35 6.91 2.5% 3.57 1.3% 41% False False
10 282.26 269.61 12.65 4.5% 3.66 1.3% 68% False False
20 282.26 259.21 23.05 8.3% 4.11 1.5% 82% False False
40 282.26 241.28 40.98 14.7% 3.39 1.2% 90% False False
60 282.26 235.51 46.75 16.8% 3.27 1.2% 91% False False
80 282.26 234.78 47.48 17.1% 2.94 1.1% 91% False False
100 282.26 228.08 54.18 19.5% 2.86 1.0% 92% False False
120 282.26 228.08 54.18 19.5% 3.00 1.1% 92% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 291.94
2.618 287.37
1.618 284.57
1.000 282.84
0.618 281.77
HIGH 280.04
0.618 278.97
0.500 278.64
0.382 278.31
LOW 277.24
0.618 275.51
1.000 274.44
1.618 272.71
2.618 269.91
4.250 265.34
Fisher Pivots for day following 09-Feb-1987
Pivot 1 day 3 day
R1 278.64 279.13
PP 278.48 278.80
S1 278.32 278.48

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

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