S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Feb-1997
Day Change Summary
Previous Current
31-Jan-1997 03-Feb-1997 Change Change % Previous Week
Open 784.46 786.48 2.02 0.3% 770.75
High 791.86 787.14 -4.72 -0.6% 791.86
Low 784.17 783.12 -1.05 -0.1% 761.75
Close 786.16 786.73 0.57 0.1% 786.16
Range 7.69 4.02 -3.67 -47.7% 30.11
ATR 9.59 9.19 -0.40 -4.1% 0.00
Volume
Daily Pivots for day following 03-Feb-1997
Classic Woodie Camarilla DeMark
R4 797.72 796.25 788.94
R3 793.70 792.23 787.84
R2 789.68 789.68 787.47
R1 788.21 788.21 787.10 788.95
PP 785.66 785.66 785.66 786.03
S1 784.19 784.19 786.36 784.93
S2 781.64 781.64 785.99
S3 777.62 780.17 785.62
S4 773.60 776.15 784.52
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% 9.13 1.2% 83% False False
10 794.67 761.75 32.92 4.2% 9.93 1.3% 76% False False
20 794.67 742.18 52.49 6.7% 9.29 1.2% 85% False False
40 794.67 716.69 77.98 9.9% 9.94 1.3% 90% False False
60 794.67 716.69 77.98 9.9% 8.71 1.1% 90% False False
80 794.67 693.34 101.33 12.9% 8.05 1.0% 92% False False
100 794.67 667.28 127.39 16.2% 7.55 1.0% 94% False False
120 794.67 643.97 150.70 19.2% 7.18 0.9% 95% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.30
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 804.23
2.618 797.66
1.618 793.64
1.000 791.16
0.618 789.62
HIGH 787.14
0.618 785.60
0.500 785.13
0.382 784.66
LOW 783.12
0.618 780.64
1.000 779.10
1.618 776.62
2.618 772.60
4.250 766.04
Fisher Pivots for day following 03-Feb-1997
Pivot 1 day 3 day
R1 786.20 785.21
PP 785.66 783.70
S1 785.13 782.18

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

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