S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-May-1997
Day Change Summary
Previous Current
01-May-1997 02-May-1997 Change Change % Previous Week
Open 801.64 799.04 -2.60 -0.3% 765.46
High 802.95 812.99 10.04 1.3% 812.99
Low 793.21 798.53 5.32 0.7% 763.30
Close 798.53 812.97 14.44 1.8% 812.97
Range 9.74 14.46 4.72 48.5% 49.69
ATR 11.01 11.26 0.25 2.2% 0.00
Volume
Daily Pivots for day following 02-May-1997
Classic Woodie Camarilla DeMark
R4 851.54 846.72 820.92
R3 837.08 832.26 816.95
R2 822.62 822.62 815.62
R1 817.80 817.80 814.30 820.21
PP 808.16 808.16 808.16 809.37
S1 803.34 803.34 811.64 805.75
S2 793.70 793.70 810.32
S3 779.24 788.88 808.99
S4 764.78 774.42 805.02
Weekly Pivots for week ending 02-May-1997
Classic Woodie Camarilla DeMark
R4 945.49 928.92 840.30
R3 895.80 879.23 826.63
R2 846.11 846.11 822.08
R1 829.54 829.54 817.52 837.83
PP 796.42 796.42 796.42 800.56
S1 779.85 779.85 808.42 788.14
S2 746.73 746.73 803.86
S3 697.04 730.16 799.31
S4 647.35 680.47 785.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 812.99 763.30 49.69 6.1% 13.84 1.7% 100% True False
10 812.99 756.38 56.61 7.0% 11.80 1.5% 100% True False
20 812.99 733.54 79.45 9.8% 10.84 1.3% 100% True False
40 814.90 733.54 81.36 10.0% 10.91 1.3% 98% False False
60 817.68 733.54 84.14 10.3% 10.32 1.3% 94% False False
80 817.68 733.54 84.14 10.3% 10.13 1.2% 94% False False
100 817.68 716.69 100.99 12.4% 10.14 1.2% 95% False False
120 817.68 716.69 100.99 12.4% 9.61 1.2% 95% 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 1.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 874.45
2.618 850.85
1.618 836.39
1.000 827.45
0.618 821.93
HIGH 812.99
0.618 807.47
0.500 805.76
0.382 804.05
LOW 798.53
0.618 789.59
1.000 784.07
1.618 775.13
2.618 760.67
4.250 737.08
Fisher Pivots for day following 02-May-1997
Pivot 1 day 3 day
R1 810.57 809.35
PP 808.16 805.72
S1 805.76 802.10

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

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