S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Feb-1997
Day Change Summary
Previous Current
19-Feb-1997 20-Feb-1997 Change Change % Previous Week
Open 816.08 812.13 -3.95 -0.5% 789.77
High 817.68 812.49 -5.19 -0.6% 812.93
Low 811.20 800.35 -10.85 -1.3% 780.95
Close 812.49 802.80 -9.69 -1.2% 808.48
Range 6.48 12.14 5.66 87.3% 31.98
ATR 9.17 9.38 0.21 2.3% 0.00
Volume
Daily Pivots for day following 20-Feb-1997
Classic Woodie Camarilla DeMark
R4 841.63 834.36 809.48
R3 829.49 822.22 806.14
R2 817.35 817.35 805.03
R1 810.08 810.08 803.91 807.65
PP 805.21 805.21 805.21 804.00
S1 797.94 797.94 801.69 795.51
S2 793.07 793.07 800.57
S3 780.93 785.80 799.46
S4 768.79 773.66 796.12
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
5 817.68 800.35 17.33 2.2% 8.56 1.1% 14% False True
10 817.68 774.45 43.23 5.4% 9.08 1.1% 66% False False
20 817.68 761.75 55.93 7.0% 9.83 1.2% 73% False False
40 817.68 729.55 88.13 11.0% 9.23 1.1% 83% False False
60 817.68 716.69 100.99 12.6% 9.56 1.2% 85% False False
80 817.68 696.22 121.46 15.1% 8.68 1.1% 88% False False
100 817.68 684.44 133.24 16.6% 8.03 1.0% 89% False False
120 817.68 643.97 173.71 21.6% 7.71 1.0% 91% False 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 1.70
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 864.09
2.618 844.27
1.618 832.13
1.000 824.63
0.618 819.99
HIGH 812.49
0.618 807.85
0.500 806.42
0.382 804.99
LOW 800.35
0.618 792.85
1.000 788.21
1.618 780.71
2.618 768.57
4.250 748.76
Fisher Pivots for day following 20-Feb-1997
Pivot 1 day 3 day
R1 806.42 809.02
PP 805.21 806.94
S1 804.01 804.87

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

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