S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Mar-1988
Day Change Summary
Previous Current
04-Mar-1988 07-Mar-1988 Change Change % Previous Week
Open 267.88 267.30 -0.58 -0.2% 262.46
High 268.40 267.69 -0.71 -0.3% 268.75
Low 264.72 265.94 1.22 0.5% 262.46
Close 267.30 267.38 0.08 0.0% 267.30
Range 3.68 1.75 -1.93 -52.4% 6.29
ATR 3.69 3.55 -0.14 -3.8% 0.00
Volume
Daily Pivots for day following 07-Mar-1988
Classic Woodie Camarilla DeMark
R4 272.25 271.57 268.34
R3 270.50 269.82 267.86
R2 268.75 268.75 267.70
R1 268.07 268.07 267.54 268.41
PP 267.00 267.00 267.00 267.18
S1 266.32 266.32 267.22 266.66
S2 265.25 265.25 267.06
S3 263.50 264.57 266.90
S4 261.75 262.82 266.42
Weekly Pivots for week ending 04-Mar-1988
Classic Woodie Camarilla DeMark
R4 285.04 282.46 270.76
R3 278.75 276.17 269.03
R2 272.46 272.46 268.45
R1 269.88 269.88 267.88 271.17
PP 266.17 266.17 266.17 266.82
S1 263.59 263.59 266.72 264.88
S2 259.88 259.88 266.15
S3 253.59 257.30 265.57
S4 247.30 251.01 263.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 268.75 264.72 4.03 1.5% 2.26 0.8% 66% False False
10 268.75 261.05 7.70 2.9% 3.04 1.1% 82% False False
20 268.75 247.82 20.93 7.8% 3.31 1.2% 93% False False
40 268.75 240.17 28.58 10.7% 4.07 1.5% 95% False False
60 268.75 233.35 35.40 13.2% 4.59 1.7% 96% False False
80 268.75 221.24 47.51 17.8% 4.82 1.8% 97% False False
100 314.52 216.46 98.06 36.7% 6.72 2.5% 52% False False
120 328.94 216.46 112.48 42.1% 6.36 2.4% 45% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 275.13
2.618 272.27
1.618 270.52
1.000 269.44
0.618 268.77
HIGH 267.69
0.618 267.02
0.500 266.82
0.382 266.61
LOW 265.94
0.618 264.86
1.000 264.19
1.618 263.11
2.618 261.36
4.250 258.50
Fisher Pivots for day following 07-Mar-1988
Pivot 1 day 3 day
R1 267.19 267.11
PP 267.00 266.83
S1 266.82 266.56

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

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