S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jan-1997
Day Change Summary
Previous Current
30-Jan-1997 31-Jan-1997 Change Change % Previous Week
Open 772.86 784.46 11.60 1.5% 770.75
High 784.17 791.86 7.69 1.0% 791.86
Low 772.50 784.17 11.67 1.5% 761.75
Close 784.17 786.16 1.99 0.3% 786.16
Range 11.67 7.69 -3.98 -34.1% 30.11
ATR 9.73 9.59 -0.15 -1.5% 0.00
Volume
Daily Pivots for day following 31-Jan-1997
Classic Woodie Camarilla DeMark
R4 810.47 806.00 790.39
R3 802.78 798.31 788.27
R2 795.09 795.09 787.57
R1 790.62 790.62 786.86 792.86
PP 787.40 787.40 787.40 788.51
S1 782.93 782.93 785.46 785.17
S2 779.71 779.71 784.75
S3 772.02 775.24 784.05
S4 764.33 767.55 781.93
Weekly Pivots for week ending 31-Jan-1997
Classic Woodie Camarilla DeMark
R4 870.25 858.32 802.72
R3 840.14 828.21 794.44
R2 810.03 810.03 791.68
R1 798.10 798.10 788.92 804.07
PP 779.92 779.92 779.92 782.91
S1 767.99 767.99 783.40 773.96
S2 749.81 749.81 780.64
S3 719.70 737.88 777.88
S4 689.59 707.77 769.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 791.86 761.75 30.11 3.8% 9.77 1.2% 81% True False
10 794.67 761.75 32.92 4.2% 10.12 1.3% 74% False False
20 794.67 742.18 52.49 6.7% 9.56 1.2% 84% False False
40 794.67 716.69 77.98 9.9% 9.96 1.3% 89% False False
60 794.67 712.83 81.84 10.4% 8.84 1.1% 90% False False
80 794.67 693.34 101.33 12.9% 8.10 1.0% 92% False False
100 794.67 661.79 132.88 16.9% 7.56 1.0% 94% False False
120 794.67 643.97 150.70 19.2% 7.20 0.9% 94% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 824.54
2.618 811.99
1.618 804.30
1.000 799.55
0.618 796.61
HIGH 791.86
0.618 788.92
0.500 788.02
0.382 787.11
LOW 784.17
0.618 779.42
1.000 776.48
1.618 771.73
2.618 764.04
4.250 751.49
Fisher Pivots for day following 31-Jan-1997
Pivot 1 day 3 day
R1 788.02 783.59
PP 787.40 781.01
S1 786.78 778.44

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

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