S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Feb-1997
Day Change Summary
Previous Current
11-Feb-1997 12-Feb-1997 Change Change % Previous Week
Open 786.15 789.59 3.44 0.4% 786.48
High 789.60 802.77 13.17 1.7% 792.71
Low 780.95 789.59 8.64 1.1% 773.43
Close 789.59 802.77 13.18 1.7% 789.56
Range 8.65 13.18 4.53 52.4% 19.28
ATR 9.44 9.70 0.27 2.8% 0.00
Volume
Daily Pivots for day following 12-Feb-1997
Classic Woodie Camarilla DeMark
R4 837.92 833.52 810.02
R3 824.74 820.34 806.39
R2 811.56 811.56 805.19
R1 807.16 807.16 803.98 809.36
PP 798.38 798.38 798.38 799.48
S1 793.98 793.98 801.56 796.18
S2 785.20 785.20 800.35
S3 772.02 780.80 799.15
S4 758.84 767.62 795.52
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
5 802.77 774.45 28.32 3.5% 9.61 1.2% 100% True False
10 802.77 772.50 30.27 3.8% 9.63 1.2% 100% True False
20 802.77 761.75 41.02 5.1% 9.58 1.2% 100% True False
40 802.77 716.69 86.08 10.7% 9.38 1.2% 100% True False
60 802.77 716.69 86.08 10.7% 9.29 1.2% 100% True False
80 802.77 696.22 106.55 13.3% 8.49 1.1% 100% True False
100 802.77 681.01 121.76 15.2% 7.87 1.0% 100% True False
120 802.77 643.97 158.80 19.8% 7.57 0.9% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.95
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 858.79
2.618 837.28
1.618 824.10
1.000 815.95
0.618 810.92
HIGH 802.77
0.618 797.74
0.500 796.18
0.382 794.62
LOW 789.59
0.618 781.44
1.000 776.41
1.618 768.26
2.618 755.08
4.250 733.58
Fisher Pivots for day following 12-Feb-1997
Pivot 1 day 3 day
R1 800.57 799.13
PP 798.38 795.50
S1 796.18 791.86

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

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