S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Feb-1987
Day Change Summary
Previous Current
09-Feb-1987 10-Feb-1987 Change Change % Previous Week
Open 280.04 278.16 -1.88 -0.7% 274.08
High 280.04 278.16 -1.88 -0.7% 282.26
Low 277.24 273.49 -3.75 -1.4% 273.16
Close 278.16 275.07 -3.09 -1.1% 280.04
Range 2.80 4.67 1.87 66.8% 9.10
ATR 3.77 3.83 0.06 1.7% 0.00
Volume
Daily Pivots for day following 10-Feb-1987
Classic Woodie Camarilla DeMark
R4 289.58 287.00 277.64
R3 284.91 282.33 276.35
R2 280.24 280.24 275.93
R1 277.66 277.66 275.50 276.62
PP 275.57 275.57 275.57 275.05
S1 272.99 272.99 274.64 271.95
S2 270.90 270.90 274.21
S3 266.23 268.32 273.79
S4 261.56 263.65 272.50
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
5 282.26 273.49 8.77 3.2% 4.11 1.5% 18% False True
10 282.26 271.38 10.88 4.0% 3.66 1.3% 34% False False
20 282.26 259.62 22.64 8.2% 4.28 1.6% 68% False False
40 282.26 241.28 40.98 14.9% 3.48 1.3% 82% False False
60 282.26 235.51 46.75 17.0% 3.28 1.2% 85% False False
80 282.26 234.78 47.48 17.3% 2.98 1.1% 85% False False
100 282.26 228.08 54.18 19.7% 2.88 1.0% 87% False False
120 282.26 228.08 54.18 19.7% 3.02 1.1% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 298.01
2.618 290.39
1.618 285.72
1.000 282.83
0.618 281.05
HIGH 278.16
0.618 276.38
0.500 275.83
0.382 275.27
LOW 273.49
0.618 270.60
1.000 268.82
1.618 265.93
2.618 261.26
4.250 253.64
Fisher Pivots for day following 10-Feb-1987
Pivot 1 day 3 day
R1 275.83 277.33
PP 275.57 276.57
S1 275.32 275.82

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

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