S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Feb-1988
Day Change Summary
Previous Current
10-Feb-1988 11-Feb-1988 Change Change % Previous Week
Open 251.72 256.66 4.94 2.0% 257.07
High 256.92 257.77 0.85 0.3% 258.27
Low 251.72 255.12 3.40 1.4% 250.34
Close 256.66 255.95 -0.71 -0.3% 250.96
Range 5.20 2.65 -2.55 -49.0% 7.93
ATR 4.69 4.54 -0.15 -3.1% 0.00
Volume
Daily Pivots for day following 11-Feb-1988
Classic Woodie Camarilla DeMark
R4 264.23 262.74 257.41
R3 261.58 260.09 256.68
R2 258.93 258.93 256.44
R1 257.44 257.44 256.19 256.86
PP 256.28 256.28 256.28 255.99
S1 254.79 254.79 255.71 254.21
S2 253.63 253.63 255.46
S3 250.98 252.14 255.22
S4 248.33 249.49 254.49
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
5 257.77 247.82 9.95 3.9% 3.40 1.3% 82% True False
10 258.27 247.82 10.45 4.1% 3.71 1.4% 78% False False
20 258.27 240.17 18.10 7.1% 4.31 1.7% 87% False False
40 261.78 236.71 25.07 9.8% 5.06 2.0% 77% False False
60 261.78 221.24 40.54 15.8% 5.21 2.0% 86% False False
80 261.78 216.46 45.32 17.7% 6.60 2.6% 87% False False
100 328.94 216.46 112.48 43.9% 6.93 2.7% 35% False False
120 337.89 216.46 121.43 47.4% 6.58 2.6% 33% 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 False
Bear Hook False
Bull Hook False
Stretch 0.79
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 269.03
2.618 264.71
1.618 262.06
1.000 260.42
0.618 259.41
HIGH 257.77
0.618 256.76
0.500 256.45
0.382 256.13
LOW 255.12
0.618 253.48
1.000 252.47
1.618 250.83
2.618 248.18
4.250 243.86
Fisher Pivots for day following 11-Feb-1988
Pivot 1 day 3 day
R1 256.45 255.04
PP 256.28 254.13
S1 256.12 253.22

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

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