S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Apr-1997
Day Change Summary
Previous Current
14-Apr-1997 15-Apr-1997 Change Change % Previous Week
Open 737.91 743.87 5.96 0.8% 758.68
High 743.73 754.72 10.99 1.5% 769.53
Low 733.54 743.73 10.19 1.4% 737.64
Close 743.73 754.72 10.99 1.5% 737.65
Range 10.19 10.99 0.80 7.9% 31.89
ATR 10.85 10.86 0.01 0.1% 0.00
Volume
Daily Pivots for day following 15-Apr-1997
Classic Woodie Camarilla DeMark
R4 784.03 780.36 760.76
R3 773.04 769.37 757.74
R2 762.05 762.05 756.73
R1 758.38 758.38 755.73 760.22
PP 751.06 751.06 751.06 751.97
S1 747.39 747.39 753.71 749.23
S2 740.07 740.07 752.71
S3 729.08 736.40 751.70
S4 718.09 725.41 748.68
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
5 769.53 733.54 35.99 4.8% 11.67 1.5% 59% False False
10 769.53 733.54 35.99 4.8% 10.57 1.4% 59% False False
20 798.18 733.54 64.64 8.6% 11.17 1.5% 33% False False
40 817.68 733.54 84.14 11.1% 10.32 1.4% 25% False False
60 817.68 733.54 84.14 11.1% 10.09 1.3% 25% False False
80 817.68 729.55 88.13 11.7% 9.81 1.3% 29% False False
100 817.68 716.69 100.99 13.4% 9.75 1.3% 38% False False
120 817.68 696.22 121.46 16.1% 9.12 1.2% 48% 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 2.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 801.43
2.618 783.49
1.618 772.50
1.000 765.71
0.618 761.51
HIGH 754.72
0.618 750.52
0.500 749.23
0.382 747.93
LOW 743.73
0.618 736.94
1.000 732.74
1.618 725.95
2.618 714.96
4.250 697.02
Fisher Pivots for day following 15-Apr-1997
Pivot 1 day 3 day
R1 752.89 751.79
PP 751.06 748.87
S1 749.23 745.94

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

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