S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Feb-1988
Day Change Summary
Previous Current
03-Feb-1988 04-Feb-1988 Change Change % Previous Week
Open 255.57 252.21 -3.36 -1.3% 246.50
High 256.98 253.03 -3.95 -1.5% 257.07
Low 250.56 250.34 -0.22 -0.1% 246.50
Close 252.21 252.21 0.00 0.0% 257.07
Range 6.42 2.69 -3.73 -58.1% 10.57
ATR 5.22 5.04 -0.18 -3.5% 0.00
Volume
Daily Pivots for day following 04-Feb-1988
Classic Woodie Camarilla DeMark
R4 259.93 258.76 253.69
R3 257.24 256.07 252.95
R2 254.55 254.55 252.70
R1 253.38 253.38 252.46 253.56
PP 251.86 251.86 251.86 251.95
S1 250.69 250.69 251.96 250.87
S2 249.17 249.17 251.72
S3 246.48 248.00 251.47
S4 243.79 245.31 250.73
Weekly Pivots for week ending 29-Jan-1988
Classic Woodie Camarilla DeMark
R4 285.26 281.73 262.88
R3 274.69 271.16 259.98
R2 264.12 264.12 259.01
R1 260.59 260.59 258.04 262.36
PP 253.55 253.55 253.55 254.43
S1 250.02 250.02 256.10 251.79
S2 242.98 242.98 255.13
S3 232.41 239.45 254.16
S4 221.84 228.88 251.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 258.27 250.34 7.93 3.1% 4.02 1.6% 24% False True
10 258.27 243.14 15.13 6.0% 4.17 1.7% 60% False False
20 261.07 240.17 20.90 8.3% 5.58 2.2% 58% False False
40 261.78 233.35 28.43 11.3% 5.31 2.1% 66% False False
60 261.78 221.24 40.54 16.1% 5.37 2.1% 76% False False
80 314.53 216.46 98.07 38.9% 7.60 3.0% 36% False False
100 328.94 216.46 112.48 44.6% 6.99 2.8% 32% False False
120 337.89 216.46 121.43 48.1% 6.61 2.6% 29% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 264.46
2.618 260.07
1.618 257.38
1.000 255.72
0.618 254.69
HIGH 253.03
0.618 252.00
0.500 251.69
0.382 251.37
LOW 250.34
0.618 248.68
1.000 247.65
1.618 245.99
2.618 243.30
4.250 238.91
Fisher Pivots for day following 04-Feb-1988
Pivot 1 day 3 day
R1 252.04 253.66
PP 251.86 253.18
S1 251.69 252.69

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

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