S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Feb-1997
Day Change Summary
Previous Current
12-Feb-1997 13-Feb-1997 Change Change % Previous Week
Open 789.59 803.31 13.72 1.7% 786.48
High 802.77 812.93 10.16 1.3% 792.71
Low 789.59 802.77 13.18 1.7% 773.43
Close 802.77 811.82 9.05 1.1% 789.56
Range 13.18 10.16 -3.02 -22.9% 19.28
ATR 9.70 9.74 0.03 0.3% 0.00
Volume
Daily Pivots for day following 13-Feb-1997
Classic Woodie Camarilla DeMark
R4 839.65 835.90 817.41
R3 829.49 825.74 814.61
R2 819.33 819.33 813.68
R1 815.58 815.58 812.75 817.46
PP 809.17 809.17 809.17 810.11
S1 805.42 805.42 810.89 807.30
S2 799.01 799.01 809.96
S3 788.85 795.26 809.03
S4 778.69 785.10 806.23
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
5 812.93 778.19 34.74 4.3% 10.46 1.3% 97% True False
10 812.93 773.43 39.50 4.9% 9.48 1.2% 97% True False
20 812.93 761.75 51.18 6.3% 9.75 1.2% 98% True False
40 812.93 726.04 86.89 10.7% 9.36 1.2% 99% True False
60 812.93 716.69 96.24 11.9% 9.38 1.2% 99% True False
80 812.93 696.22 116.71 14.4% 8.54 1.1% 99% True False
100 812.93 683.54 129.39 15.9% 7.91 1.0% 99% True False
120 812.93 643.97 168.96 20.8% 7.60 0.9% 99% True 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 1.97
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 856.11
2.618 839.53
1.618 829.37
1.000 823.09
0.618 819.21
HIGH 812.93
0.618 809.05
0.500 807.85
0.382 806.65
LOW 802.77
0.618 796.49
1.000 792.61
1.618 786.33
2.618 776.17
4.250 759.59
Fisher Pivots for day following 13-Feb-1997
Pivot 1 day 3 day
R1 810.50 806.86
PP 809.17 801.90
S1 807.85 796.94

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

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