S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Feb-1988
Day Change Summary
Previous Current
26-Feb-1988 29-Feb-1988 Change Change % Previous Week
Open 261.58 262.46 0.88 0.3% 261.61
High 263.00 267.82 4.82 1.8% 267.75
Low 261.38 262.46 1.08 0.4% 260.88
Close 262.46 267.82 5.36 2.0% 262.46
Range 1.62 5.36 3.74 230.9% 6.87
ATR 4.03 4.13 0.09 2.4% 0.00
Volume
Daily Pivots for day following 29-Feb-1988
Classic Woodie Camarilla DeMark
R4 282.11 280.33 270.77
R3 276.75 274.97 269.29
R2 271.39 271.39 268.80
R1 269.61 269.61 268.31 270.50
PP 266.03 266.03 266.03 266.48
S1 264.25 264.25 267.33 265.14
S2 260.67 260.67 266.84
S3 255.31 258.89 266.35
S4 249.95 253.53 264.87
Weekly Pivots for week ending 26-Feb-1988
Classic Woodie Camarilla DeMark
R4 284.31 280.25 266.24
R3 277.44 273.38 264.35
R2 270.57 270.57 263.72
R1 266.51 266.51 263.09 268.54
PP 263.70 263.70 263.70 264.71
S1 259.64 259.64 261.83 261.67
S2 256.83 256.83 261.20
S3 249.96 252.77 260.57
S4 243.09 245.90 258.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 267.82 261.05 6.77 2.5% 3.81 1.4% 100% True False
10 267.82 256.57 11.25 4.2% 3.79 1.4% 100% True False
20 267.82 247.82 20.00 7.5% 3.68 1.4% 100% True False
40 267.82 240.17 27.65 10.3% 4.81 1.8% 100% True False
60 267.82 221.24 46.58 17.4% 4.91 1.8% 100% True False
80 267.82 221.24 46.58 17.4% 5.10 1.9% 100% True False
100 319.39 216.46 102.93 38.4% 6.85 2.6% 50% False False
120 328.94 216.46 112.48 42.0% 6.44 2.4% 46% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 290.60
2.618 281.85
1.618 276.49
1.000 273.18
0.618 271.13
HIGH 267.82
0.618 265.77
0.500 265.14
0.382 264.51
LOW 262.46
0.618 259.15
1.000 257.10
1.618 253.79
2.618 248.43
4.250 239.68
Fisher Pivots for day following 29-Feb-1988
Pivot 1 day 3 day
R1 266.93 266.69
PP 266.03 265.56
S1 265.14 264.44

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

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