S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jan-1997
Day Change Summary
Previous Current
20-Jan-1997 21-Jan-1997 Change Change % Previous Week
Open 776.30 776.51 0.21 0.0% 759.50
High 780.08 783.72 3.64 0.5% 776.37
Low 774.19 772.00 -2.19 -0.3% 756.64
Close 776.70 782.72 6.02 0.8% 776.17
Range 5.89 11.72 5.83 99.0% 19.73
ATR 8.78 8.99 0.21 2.4% 0.00
Volume
Daily Pivots for day following 21-Jan-1997
Classic Woodie Camarilla DeMark
R4 814.64 810.40 789.17
R3 802.92 798.68 785.94
R2 791.20 791.20 784.87
R1 786.96 786.96 783.79 789.08
PP 779.48 779.48 779.48 780.54
S1 775.24 775.24 781.65 777.36
S2 767.76 767.76 780.57
S3 756.04 763.52 779.50
S4 744.32 751.80 776.27
Weekly Pivots for week ending 17-Jan-1997
Classic Woodie Camarilla DeMark
R4 828.92 822.27 787.02
R3 809.19 802.54 781.60
R2 789.46 789.46 779.79
R1 782.81 782.81 777.98 786.14
PP 769.73 769.73 769.73 771.39
S1 763.08 763.08 774.36 766.41
S2 750.00 750.00 772.55
S3 730.27 743.35 770.74
S4 710.54 723.62 765.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 783.72 763.72 20.00 2.6% 7.66 1.0% 95% True False
10 783.72 746.92 36.80 4.7% 8.70 1.1% 97% True False
20 783.72 729.55 54.17 6.9% 8.65 1.1% 98% True False
40 783.72 716.69 67.03 8.6% 9.40 1.2% 99% True False
60 783.72 696.22 87.50 11.2% 8.24 1.1% 99% True False
80 783.72 683.73 99.99 12.8% 7.54 1.0% 99% True False
100 783.72 643.97 139.75 17.9% 7.31 0.9% 99% True False
120 783.72 639.49 144.23 18.4% 6.95 0.9% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 833.53
2.618 814.40
1.618 802.68
1.000 795.44
0.618 790.96
HIGH 783.72
0.618 779.24
0.500 777.86
0.382 776.48
LOW 772.00
0.618 764.76
1.000 760.28
1.618 753.04
2.618 741.32
4.250 722.19
Fisher Pivots for day following 21-Jan-1997
Pivot 1 day 3 day
R1 781.10 780.72
PP 779.48 778.72
S1 777.86 776.72

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

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