S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Apr-1997
Day Change Summary
Previous Current
10-Apr-1997 11-Apr-1997 Change Change % Previous Week
Open 760.52 757.37 -3.15 -0.4% 758.68
High 763.73 758.34 -5.39 -0.7% 769.53
Low 757.65 737.64 -20.01 -2.6% 737.64
Close 758.34 737.65 -20.69 -2.7% 737.65
Range 6.08 20.70 14.62 240.5% 31.89
ATR 10.15 10.90 0.75 7.4% 0.00
Volume
Daily Pivots for day following 11-Apr-1997
Classic Woodie Camarilla DeMark
R4 806.64 792.85 749.04
R3 785.94 772.15 743.34
R2 765.24 765.24 741.45
R1 751.45 751.45 739.55 748.00
PP 744.54 744.54 744.54 742.82
S1 730.75 730.75 735.75 727.30
S2 723.84 723.84 733.86
S3 703.14 710.05 731.96
S4 682.44 689.35 726.27
Weekly Pivots for week ending 11-Apr-1997
Classic Woodie Camarilla DeMark
R4 843.94 822.69 755.19
R3 812.05 790.80 746.42
R2 780.16 780.16 743.50
R1 758.91 758.91 740.57 753.59
PP 748.27 748.27 748.27 745.62
S1 727.02 727.02 734.73 721.70
S2 716.38 716.38 731.80
S3 684.49 695.13 728.88
S4 652.60 663.24 720.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 769.53 737.64 31.89 4.3% 10.39 1.4% 0% False True
10 773.88 737.64 36.24 4.9% 11.25 1.5% 0% False True
20 798.18 737.64 60.54 8.2% 11.14 1.5% 0% False True
40 817.68 737.64 80.04 10.9% 10.15 1.4% 0% False True
60 817.68 737.64 80.04 10.9% 9.96 1.4% 0% False True
80 817.68 716.69 100.99 13.7% 9.77 1.3% 21% False False
100 817.68 716.69 100.99 13.7% 9.64 1.3% 21% False False
120 817.68 696.22 121.46 16.5% 9.04 1.2% 34% 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 2.37
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 846.32
2.618 812.53
1.618 791.83
1.000 779.04
0.618 771.13
HIGH 758.34
0.618 750.43
0.500 747.99
0.382 745.55
LOW 737.64
0.618 724.85
1.000 716.94
1.618 704.15
2.618 683.45
4.250 649.67
Fisher Pivots for day following 11-Apr-1997
Pivot 1 day 3 day
R1 747.99 753.59
PP 744.54 748.27
S1 741.10 742.96

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

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