S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Feb-1997
Day Change Summary
Previous Current
14-Feb-1997 18-Feb-1997 Change Change % Previous Week
Open 811.75 808.60 -3.15 -0.4% 789.77
High 812.20 816.29 4.09 0.5% 812.93
Low 808.15 806.34 -1.81 -0.2% 780.95
Close 808.48 816.29 7.81 1.0% 808.48
Range 4.05 9.95 5.90 145.7% 31.98
ATR 9.33 9.38 0.04 0.5% 0.00
Volume
Daily Pivots for day following 18-Feb-1997
Classic Woodie Camarilla DeMark
R4 842.82 839.51 821.76
R3 832.87 829.56 819.03
R2 822.92 822.92 818.11
R1 819.61 819.61 817.20 821.27
PP 812.97 812.97 812.97 813.80
S1 809.66 809.66 815.38 811.32
S2 803.02 803.02 814.47
S3 793.07 799.71 813.55
S4 783.12 789.76 810.82
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
5 816.29 780.95 35.34 4.3% 9.20 1.1% 100% True False
10 816.29 773.43 42.86 5.3% 9.71 1.2% 100% True False
20 816.29 761.75 54.54 6.7% 9.82 1.2% 100% True False
40 816.29 729.55 86.74 10.6% 9.18 1.1% 100% True False
60 816.29 716.69 99.60 12.2% 9.42 1.2% 100% True False
80 816.29 696.22 120.07 14.7% 8.57 1.0% 100% True False
100 816.29 683.73 132.56 16.2% 7.94 1.0% 100% True False
120 816.29 643.97 172.32 21.1% 7.66 0.9% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 858.58
2.618 842.34
1.618 832.39
1.000 826.24
0.618 822.44
HIGH 816.29
0.618 812.49
0.500 811.32
0.382 810.14
LOW 806.34
0.618 800.19
1.000 796.39
1.618 790.24
2.618 780.29
4.250 764.05
Fisher Pivots for day following 18-Feb-1997
Pivot 1 day 3 day
R1 814.63 814.04
PP 812.97 811.78
S1 811.32 809.53

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

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