S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Feb-1987
Day Change Summary
Previous Current
12-Feb-1987 13-Feb-1987 Change Change % Previous Week
Open 277.54 275.62 -1.92 -0.7% 280.04
High 278.04 280.91 2.87 1.0% 280.91
Low 273.89 275.01 1.12 0.4% 273.49
Close 275.62 279.70 4.08 1.5% 279.70
Range 4.15 5.90 1.75 42.2% 7.42
ATR 3.80 3.95 0.15 3.9% 0.00
Volume
Daily Pivots for day following 13-Feb-1987
Classic Woodie Camarilla DeMark
R4 296.24 293.87 282.95
R3 290.34 287.97 281.32
R2 284.44 284.44 280.78
R1 282.07 282.07 280.24 283.26
PP 278.54 278.54 278.54 279.13
S1 276.17 276.17 279.16 277.36
S2 272.64 272.64 278.62
S3 266.74 270.27 278.08
S4 260.84 264.37 276.46
Weekly Pivots for week ending 13-Feb-1987
Classic Woodie Camarilla DeMark
R4 300.29 297.42 283.78
R3 292.87 290.00 281.74
R2 285.45 285.45 281.06
R1 282.58 282.58 280.38 280.31
PP 278.03 278.03 278.03 276.90
S1 275.16 275.16 279.02 272.89
S2 270.61 270.61 278.34
S3 263.19 267.74 277.66
S4 255.77 260.32 275.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 280.91 273.49 7.42 2.7% 4.10 1.5% 84% True False
10 282.26 273.16 9.10 3.3% 3.98 1.4% 72% False False
20 282.26 264.00 18.26 6.5% 4.43 1.6% 86% False False
40 282.26 241.28 40.98 14.7% 3.58 1.3% 94% False False
60 282.26 235.51 46.75 16.7% 3.31 1.2% 95% False False
80 282.26 235.51 46.75 16.7% 3.05 1.1% 95% False False
100 282.26 228.08 54.18 19.4% 2.96 1.1% 95% False False
120 282.26 228.08 54.18 19.4% 3.06 1.1% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 305.99
2.618 296.36
1.618 290.46
1.000 286.81
0.618 284.56
HIGH 280.91
0.618 278.66
0.500 277.96
0.382 277.26
LOW 275.01
0.618 271.36
1.000 269.11
1.618 265.46
2.618 259.56
4.250 249.94
Fisher Pivots for day following 13-Feb-1987
Pivot 1 day 3 day
R1 279.12 278.93
PP 278.54 278.17
S1 277.96 277.40

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

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