S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Mar-1987
Day Change Summary
Previous Current
04-Mar-1987 05-Mar-1987 Change Change % Previous Week
Open 284.12 288.62 4.50 1.6% 285.48
High 288.62 291.24 2.62 0.9% 285.50
Low 284.12 288.60 4.48 1.6% 279.37
Close 288.62 290.52 1.90 0.7% 284.20
Range 4.50 2.64 -1.86 -41.3% 6.13
ATR 3.48 3.42 -0.06 -1.7% 0.00
Volume
Daily Pivots for day following 05-Mar-1987
Classic Woodie Camarilla DeMark
R4 298.04 296.92 291.97
R3 295.40 294.28 291.25
R2 292.76 292.76 291.00
R1 291.64 291.64 290.76 292.20
PP 290.12 290.12 290.12 290.40
S1 289.00 289.00 290.28 289.56
S2 287.48 287.48 290.04
S3 284.84 286.36 289.79
S4 282.20 283.72 289.07
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
5 291.24 282.30 8.94 3.1% 2.54 0.9% 92% True False
10 291.24 279.37 11.87 4.1% 2.93 1.0% 94% True False
20 291.24 273.49 17.75 6.1% 3.57 1.2% 96% True False
40 291.24 254.97 36.27 12.5% 3.77 1.3% 98% True False
60 291.24 241.28 49.96 17.2% 3.40 1.2% 99% True False
80 291.24 235.51 55.73 19.2% 3.25 1.1% 99% True False
100 291.24 234.37 56.87 19.6% 3.02 1.0% 99% True False
120 291.24 228.08 63.16 21.7% 2.96 1.0% 99% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 302.46
2.618 298.15
1.618 295.51
1.000 293.88
0.618 292.87
HIGH 291.24
0.618 290.23
0.500 289.92
0.382 289.61
LOW 288.60
0.618 286.97
1.000 285.96
1.618 284.33
2.618 281.69
4.250 277.38
Fisher Pivots for day following 05-Mar-1987
Pivot 1 day 3 day
R1 290.32 289.37
PP 290.12 288.23
S1 289.92 287.08

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

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