S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Apr-1997
Day Change Summary
Previous Current
08-Apr-1997 09-Apr-1997 Change Change % Previous Week
Open 762.01 766.43 4.42 0.6% 773.54
High 766.25 769.53 3.28 0.4% 773.88
Low 758.36 759.15 0.79 0.1% 744.04
Close 766.12 760.60 -5.52 -0.7% 757.90
Range 7.89 10.38 2.49 31.6% 29.84
ATR 10.47 10.46 -0.01 -0.1% 0.00
Volume
Daily Pivots for day following 09-Apr-1997
Classic Woodie Camarilla DeMark
R4 794.23 787.80 766.31
R3 783.85 777.42 763.45
R2 773.47 773.47 762.50
R1 767.04 767.04 761.55 765.07
PP 763.09 763.09 763.09 762.11
S1 756.66 756.66 759.65 754.69
S2 752.71 752.71 758.70
S3 742.33 746.28 757.75
S4 731.95 735.90 754.89
Weekly Pivots for week ending 04-Apr-1997
Classic Woodie Camarilla DeMark
R4 848.13 832.85 774.31
R3 818.29 803.01 766.11
R2 788.45 788.45 763.37
R1 773.17 773.17 760.64 765.89
PP 758.61 758.61 758.61 754.97
S1 743.33 743.33 755.16 736.05
S2 728.77 728.77 752.43
S3 698.93 713.49 749.69
S4 669.09 683.65 741.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 769.53 744.04 25.49 3.4% 9.14 1.2% 65% True False
10 794.89 744.04 50.85 6.7% 11.91 1.6% 33% False False
20 811.34 744.04 67.30 8.8% 11.05 1.5% 25% False False
40 817.68 744.04 73.64 9.7% 10.03 1.3% 22% False False
60 817.68 744.04 73.64 9.7% 9.84 1.3% 22% False False
80 817.68 716.69 100.99 13.3% 9.81 1.3% 43% False False
100 817.68 716.69 100.99 13.3% 9.50 1.2% 43% False False
120 817.68 696.22 121.46 16.0% 8.90 1.2% 53% 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 2.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 813.65
2.618 796.70
1.618 786.32
1.000 779.91
0.618 775.94
HIGH 769.53
0.618 765.56
0.500 764.34
0.382 763.12
LOW 759.15
0.618 752.74
1.000 748.77
1.618 742.36
2.618 731.98
4.250 715.04
Fisher Pivots for day following 09-Apr-1997
Pivot 1 day 3 day
R1 764.34 763.72
PP 763.09 762.68
S1 761.85 761.64

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

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