S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Mar-1987
Day Change Summary
Previous Current
02-Mar-1987 03-Mar-1987 Change Change % Previous Week
Open 284.20 283.00 -1.20 -0.4% 285.48
High 284.83 284.19 -0.64 -0.2% 285.50
Low 282.30 282.92 0.62 0.2% 279.37
Close 283.00 284.12 1.12 0.4% 284.20
Range 2.53 1.27 -1.26 -49.8% 6.13
ATR 3.57 3.40 -0.16 -4.6% 0.00
Volume
Daily Pivots for day following 03-Mar-1987
Classic Woodie Camarilla DeMark
R4 287.55 287.11 284.82
R3 286.28 285.84 284.47
R2 285.01 285.01 284.35
R1 284.57 284.57 284.24 284.79
PP 283.74 283.74 283.74 283.86
S1 283.30 283.30 284.00 283.52
S2 282.47 282.47 283.89
S3 281.20 282.03 283.77
S4 279.93 280.76 283.42
Weekly Pivots for week ending 27-Feb-1987
Classic Woodie Camarilla DeMark
R4 301.41 298.94 287.57
R3 295.28 292.81 285.89
R2 289.15 289.15 285.32
R1 286.68 286.68 284.76 284.85
PP 283.02 283.02 283.02 282.11
S1 280.55 280.55 283.64 278.72
S2 276.89 276.89 283.08
S3 270.76 274.42 282.51
S4 264.63 268.29 280.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 285.35 280.73 4.62 1.6% 2.49 0.9% 73% False False
10 287.55 279.37 8.18 2.9% 2.91 1.0% 58% False False
20 287.55 273.49 14.06 4.9% 3.52 1.2% 76% False False
40 287.55 252.14 35.41 12.5% 3.71 1.3% 90% False False
60 287.55 241.28 46.27 16.3% 3.39 1.2% 93% False False
80 287.55 235.51 52.04 18.3% 3.21 1.1% 93% False False
100 287.55 234.37 53.18 18.7% 2.98 1.0% 94% False False
120 287.55 228.08 59.47 20.9% 3.06 1.1% 94% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 289.59
2.618 287.51
1.618 286.24
1.000 285.46
0.618 284.97
HIGH 284.19
0.618 283.70
0.500 283.56
0.382 283.41
LOW 282.92
0.618 282.14
1.000 281.65
1.618 280.87
2.618 279.60
4.250 277.52
Fisher Pivots for day following 03-Mar-1987
Pivot 1 day 3 day
R1 283.93 283.94
PP 283.74 283.75
S1 283.56 283.57

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

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