S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Feb-1988
Day Change Summary
Previous Current
04-Feb-1988 05-Feb-1988 Change Change % Previous Week
Open 252.21 252.21 0.00 0.0% 257.07
High 253.03 253.85 0.82 0.3% 258.27
Low 250.34 250.90 0.56 0.2% 250.34
Close 252.21 250.96 -1.25 -0.5% 250.96
Range 2.69 2.95 0.26 9.7% 7.93
ATR 5.04 4.89 -0.15 -3.0% 0.00
Volume
Daily Pivots for day following 05-Feb-1988
Classic Woodie Camarilla DeMark
R4 260.75 258.81 252.58
R3 257.80 255.86 251.77
R2 254.85 254.85 251.50
R1 252.91 252.91 251.23 252.41
PP 251.90 251.90 251.90 251.65
S1 249.96 249.96 250.69 249.46
S2 248.95 248.95 250.42
S3 246.00 247.01 250.15
S4 243.05 244.06 249.34
Weekly Pivots for week ending 05-Feb-1988
Classic Woodie Camarilla DeMark
R4 276.98 271.90 255.32
R3 269.05 263.97 253.14
R2 261.12 261.12 252.41
R1 256.04 256.04 251.69 254.62
PP 253.19 253.19 253.19 252.48
S1 248.11 248.11 250.23 246.69
S2 245.26 245.26 249.51
S3 237.33 240.18 248.78
S4 229.40 232.25 246.60
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 3.2% 3.74 1.5% 8% False False
10 258.27 246.50 11.77 4.7% 4.13 1.6% 38% False False
20 258.27 240.17 18.10 7.2% 4.82 1.9% 60% False False
40 261.78 233.35 28.43 11.3% 5.22 2.1% 62% False False
60 261.78 221.24 40.54 16.2% 5.33 2.1% 73% False False
80 314.52 216.46 98.06 39.1% 7.57 3.0% 35% False False
100 328.94 216.46 112.48 44.8% 6.97 2.8% 31% False False
120 337.89 216.46 121.43 48.4% 6.62 2.6% 28% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 266.39
2.618 261.57
1.618 258.62
1.000 256.80
0.618 255.67
HIGH 253.85
0.618 252.72
0.500 252.38
0.382 252.03
LOW 250.90
0.618 249.08
1.000 247.95
1.618 246.13
2.618 243.18
4.250 238.36
Fisher Pivots for day following 05-Feb-1988
Pivot 1 day 3 day
R1 252.38 253.66
PP 251.90 252.76
S1 251.43 251.86

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

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