S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Feb-1987
Day Change Summary
Previous Current
23-Feb-1987 24-Feb-1987 Change Change % Previous Week
Open 285.48 282.38 -3.10 -1.1% 279.70
High 285.50 283.33 -2.17 -0.8% 287.55
Low 279.37 281.45 2.08 0.7% 279.70
Close 282.38 282.88 0.50 0.2% 285.48
Range 6.13 1.88 -4.25 -69.3% 7.85
ATR 3.99 3.84 -0.15 -3.8% 0.00
Volume
Daily Pivots for day following 24-Feb-1987
Classic Woodie Camarilla DeMark
R4 288.19 287.42 283.91
R3 286.31 285.54 283.40
R2 284.43 284.43 283.22
R1 283.66 283.66 283.05 284.05
PP 282.55 282.55 282.55 282.75
S1 281.78 281.78 282.71 282.17
S2 280.67 280.67 282.54
S3 278.79 279.90 282.36
S4 276.91 278.02 281.85
Weekly Pivots for week ending 20-Feb-1987
Classic Woodie Camarilla DeMark
R4 307.79 304.49 289.80
R3 299.94 296.64 287.64
R2 292.09 292.09 286.92
R1 288.79 288.79 286.20 290.44
PP 284.24 284.24 284.24 285.07
S1 280.94 280.94 284.76 282.59
S2 276.39 276.39 284.04
S3 268.54 273.09 283.32
S4 260.69 265.24 281.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 287.55 279.37 8.18 2.9% 3.33 1.2% 43% False False
10 287.55 273.49 14.06 5.0% 4.02 1.4% 67% False False
20 287.55 269.61 17.94 6.3% 3.84 1.4% 74% False False
40 287.55 241.28 46.27 16.4% 3.84 1.4% 90% False False
60 287.55 241.28 46.27 16.4% 3.40 1.2% 90% False False
80 287.55 235.51 52.04 18.4% 3.19 1.1% 91% False False
100 287.55 232.77 54.78 19.4% 2.97 1.1% 91% False False
120 287.55 228.08 59.47 21.0% 3.09 1.1% 92% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 291.32
2.618 288.25
1.618 286.37
1.000 285.21
0.618 284.49
HIGH 283.33
0.618 282.61
0.500 282.39
0.382 282.17
LOW 281.45
0.618 280.29
1.000 279.57
1.618 278.41
2.618 276.53
4.250 273.46
Fisher Pivots for day following 24-Feb-1987
Pivot 1 day 3 day
R1 282.72 282.81
PP 282.55 282.74
S1 282.39 282.68

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

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