S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Feb-1988
Day Change Summary
Previous Current
19-Feb-1988 22-Feb-1988 Change Change % Previous Week
Open 257.91 261.61 3.70 1.4% 257.63
High 261.61 266.06 4.45 1.7% 261.61
Low 257.62 260.88 3.26 1.3% 256.57
Close 261.61 265.64 4.03 1.5% 261.61
Range 3.99 5.18 1.19 29.8% 5.04
ATR 4.17 4.24 0.07 1.7% 0.00
Volume
Daily Pivots for day following 22-Feb-1988
Classic Woodie Camarilla DeMark
R4 279.73 277.87 268.49
R3 274.55 272.69 267.06
R2 269.37 269.37 266.59
R1 267.51 267.51 266.11 268.44
PP 264.19 264.19 264.19 264.66
S1 262.33 262.33 265.17 263.26
S2 259.01 259.01 264.69
S3 253.83 257.15 264.22
S4 248.65 251.97 262.79
Weekly Pivots for week ending 19-Feb-1988
Classic Woodie Camarilla DeMark
R4 275.05 273.37 264.38
R3 270.01 268.33 263.00
R2 264.97 264.97 262.53
R1 263.29 263.29 262.07 264.13
PP 259.93 259.93 259.93 260.35
S1 258.25 258.25 261.15 259.09
S2 254.89 254.89 260.69
S3 249.85 253.21 260.22
S4 244.81 248.17 258.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 266.06 256.57 9.49 3.6% 3.76 1.4% 96% True False
10 266.06 247.82 18.24 6.9% 3.58 1.3% 98% True False
20 266.06 246.50 19.56 7.4% 3.86 1.5% 98% True False
40 266.06 236.71 29.35 11.0% 4.97 1.9% 99% True False
60 266.06 221.24 44.82 16.9% 5.07 1.9% 99% True False
80 266.06 221.24 44.82 16.9% 5.55 2.1% 99% True False
100 328.94 216.46 112.48 42.3% 6.87 2.6% 44% False False
120 332.18 216.46 115.72 43.6% 6.58 2.5% 42% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 288.08
2.618 279.62
1.618 274.44
1.000 271.24
0.618 269.26
HIGH 266.06
0.618 264.08
0.500 263.47
0.382 262.86
LOW 260.88
0.618 257.68
1.000 255.70
1.618 252.50
2.618 247.32
4.250 238.87
Fisher Pivots for day following 22-Feb-1988
Pivot 1 day 3 day
R1 264.92 264.25
PP 264.19 262.87
S1 263.47 261.48

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

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