S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Feb-1997
Day Change Summary
Previous Current
13-Feb-1997 14-Feb-1997 Change Change % Previous Week
Open 803.31 811.75 8.44 1.1% 789.77
High 812.93 812.20 -0.73 -0.1% 812.93
Low 802.77 808.15 5.38 0.7% 780.95
Close 811.82 808.48 -3.34 -0.4% 808.48
Range 10.16 4.05 -6.11 -60.1% 31.98
ATR 9.74 9.33 -0.41 -4.2% 0.00
Volume
Daily Pivots for day following 14-Feb-1997
Classic Woodie Camarilla DeMark
R4 821.76 819.17 810.71
R3 817.71 815.12 809.59
R2 813.66 813.66 809.22
R1 811.07 811.07 808.85 810.34
PP 809.61 809.61 809.61 809.25
S1 807.02 807.02 808.11 806.29
S2 805.56 805.56 807.74
S3 801.51 802.97 807.37
S4 797.46 798.92 806.25
Weekly Pivots for week ending 14-Feb-1997
Classic Woodie Camarilla DeMark
R4 896.73 884.58 826.07
R3 864.75 852.60 817.27
R2 832.77 832.77 814.34
R1 820.62 820.62 811.41 826.70
PP 800.79 800.79 800.79 803.82
S1 788.64 788.64 805.55 794.72
S2 768.81 768.81 802.62
S3 736.83 756.66 799.69
S4 704.85 724.68 790.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 812.93 780.95 31.98 4.0% 8.96 1.1% 86% False False
10 812.93 773.43 39.50 4.9% 9.11 1.1% 89% False False
20 812.93 761.75 51.18 6.3% 9.62 1.2% 91% False False
40 812.93 729.55 83.38 10.3% 9.30 1.1% 95% False False
60 812.93 716.69 96.24 11.9% 9.36 1.2% 95% False False
80 812.93 696.22 116.71 14.4% 8.52 1.1% 96% False False
100 812.93 683.73 129.20 16.0% 7.87 1.0% 97% False False
120 812.93 643.97 168.96 20.9% 7.60 0.9% 97% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.99
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 829.41
2.618 822.80
1.618 818.75
1.000 816.25
0.618 814.70
HIGH 812.20
0.618 810.65
0.500 810.18
0.382 809.70
LOW 808.15
0.618 805.65
1.000 804.10
1.618 801.60
2.618 797.55
4.250 790.94
Fisher Pivots for day following 14-Feb-1997
Pivot 1 day 3 day
R1 810.18 806.07
PP 809.61 803.67
S1 809.05 801.26

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

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