S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Feb-1997
Day Change Summary
Previous Current
07-Feb-1997 10-Feb-1997 Change Change % Previous Week
Open 780.88 789.77 8.89 1.1% 786.48
High 789.72 793.46 3.74 0.5% 792.71
Low 778.19 784.69 6.50 0.8% 773.43
Close 789.56 785.43 -4.13 -0.5% 789.56
Range 11.53 8.77 -2.76 -23.9% 19.28
ATR 9.55 9.50 -0.06 -0.6% 0.00
Volume
Daily Pivots for day following 10-Feb-1997
Classic Woodie Camarilla DeMark
R4 814.17 808.57 790.25
R3 805.40 799.80 787.84
R2 796.63 796.63 787.04
R1 791.03 791.03 786.23 789.45
PP 787.86 787.86 787.86 787.07
S1 782.26 782.26 784.63 780.68
S2 779.09 779.09 783.82
S3 770.32 773.49 783.02
S4 761.55 764.72 780.61
Weekly Pivots for week ending 07-Feb-1997
Classic Woodie Camarilla DeMark
R4 843.07 835.60 800.16
R3 823.79 816.32 794.86
R2 804.51 804.51 793.09
R1 797.04 797.04 791.33 800.78
PP 785.23 785.23 785.23 787.10
S1 777.76 777.76 787.79 781.50
S2 765.95 765.95 786.03
S3 746.67 758.48 784.26
S4 727.39 739.20 778.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 793.46 773.43 20.03 2.6% 10.22 1.3% 60% True False
10 793.46 761.75 31.71 4.0% 9.67 1.2% 75% True False
20 794.67 759.51 35.16 4.5% 9.48 1.2% 74% False False
40 794.67 716.69 77.98 9.9% 9.60 1.2% 88% False False
60 794.67 716.69 77.98 9.9% 9.16 1.2% 88% False False
80 794.67 696.22 98.45 12.5% 8.33 1.1% 91% False False
100 794.67 679.06 115.61 14.7% 7.74 1.0% 92% False False
120 794.67 643.97 150.70 19.2% 7.48 1.0% 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 True
Bear Hook False
Bull Hook True
Stretch 2.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 830.73
2.618 816.42
1.618 807.65
1.000 802.23
0.618 798.88
HIGH 793.46
0.618 790.11
0.500 789.08
0.382 788.04
LOW 784.69
0.618 779.27
1.000 775.92
1.618 770.50
2.618 761.73
4.250 747.42
Fisher Pivots for day following 10-Feb-1997
Pivot 1 day 3 day
R1 789.08 784.94
PP 787.86 784.45
S1 786.65 783.96

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

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