S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Feb-1988
Day Change Summary
Previous Current
12-Feb-1988 16-Feb-1988 Change Change % Previous Week
Open 255.95 257.63 1.68 0.7% 250.96
High 258.86 259.84 0.98 0.4% 258.86
Low 255.85 256.57 0.72 0.3% 247.82
Close 257.63 259.83 2.20 0.9% 257.63
Range 3.01 3.27 0.26 8.6% 11.04
ATR 4.43 4.35 -0.08 -1.9% 0.00
Volume
Daily Pivots for day following 16-Feb-1988
Classic Woodie Camarilla DeMark
R4 268.56 267.46 261.63
R3 265.29 264.19 260.73
R2 262.02 262.02 260.43
R1 260.92 260.92 260.13 261.47
PP 258.75 258.75 258.75 259.02
S1 257.65 257.65 259.53 258.20
S2 255.48 255.48 259.23
S3 252.21 254.38 258.93
S4 248.94 251.11 258.03
Weekly Pivots for week ending 12-Feb-1988
Classic Woodie Camarilla DeMark
R4 287.89 283.80 263.70
R3 276.85 272.76 260.67
R2 265.81 265.81 259.65
R1 261.72 261.72 258.64 263.77
PP 254.77 254.77 254.77 255.79
S1 250.68 250.68 256.62 252.73
S2 243.73 243.73 255.61
S3 232.69 239.64 254.59
S4 221.65 228.60 251.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 259.84 248.66 11.18 4.3% 3.44 1.3% 100% True False
10 259.84 247.82 12.02 4.6% 3.57 1.4% 100% True False
20 259.84 240.17 19.67 7.6% 4.09 1.6% 100% True False
40 261.78 236.71 25.07 9.6% 4.95 1.9% 92% False False
60 261.78 221.24 40.54 15.6% 5.13 2.0% 95% False False
80 261.78 221.24 40.54 15.6% 6.03 2.3% 95% False False
100 328.94 216.46 112.48 43.3% 6.86 2.6% 39% False False
120 337.39 216.46 120.93 46.5% 6.56 2.5% 36% 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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 273.74
2.618 268.40
1.618 265.13
1.000 263.11
0.618 261.86
HIGH 259.84
0.618 258.59
0.500 258.21
0.382 257.82
LOW 256.57
0.618 254.55
1.000 253.30
1.618 251.28
2.618 248.01
4.250 242.67
Fisher Pivots for day following 16-Feb-1988
Pivot 1 day 3 day
R1 259.29 259.05
PP 258.75 258.26
S1 258.21 257.48

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

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