S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Feb-1997
Day Change Summary
Previous Current
21-Feb-1997 24-Feb-1997 Change Change % Previous Week
Open 802.74 801.11 -1.63 -0.2% 808.60
High 804.94 810.64 5.70 0.7% 817.68
Low 799.99 798.42 -1.57 -0.2% 799.99
Close 801.77 810.28 8.51 1.1% 801.77
Range 4.95 12.22 7.27 146.9% 17.69
ATR 9.06 9.29 0.23 2.5% 0.00
Volume
Daily Pivots for day following 24-Feb-1997
Classic Woodie Camarilla DeMark
R4 843.11 838.91 817.00
R3 830.89 826.69 813.64
R2 818.67 818.67 812.52
R1 814.47 814.47 811.40 816.57
PP 806.45 806.45 806.45 807.50
S1 802.25 802.25 809.16 804.35
S2 794.23 794.23 808.04
S3 782.01 790.03 806.92
S4 769.79 777.81 803.56
Weekly Pivots for week ending 21-Feb-1997
Classic Woodie Camarilla DeMark
R4 859.55 848.35 811.50
R3 841.86 830.66 806.63
R2 824.17 824.17 805.01
R1 812.97 812.97 803.39 809.73
PP 806.48 806.48 806.48 804.86
S1 795.28 795.28 800.15 792.04
S2 788.79 788.79 798.53
S3 771.10 777.59 796.91
S4 753.41 759.90 792.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 817.68 798.42 19.26 2.4% 9.15 1.1% 62% False True
10 817.68 780.95 36.73 4.5% 9.06 1.1% 80% False False
20 817.68 761.75 55.93 6.9% 9.29 1.1% 87% False False
40 817.68 729.55 88.13 10.9% 9.40 1.2% 92% False False
60 817.68 716.69 100.99 12.5% 9.54 1.2% 93% False False
80 817.68 700.05 117.63 14.5% 8.70 1.1% 94% False False
100 817.68 689.08 128.60 15.9% 8.11 1.0% 94% False False
120 817.68 648.89 168.79 20.8% 7.70 1.0% 96% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.72
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 862.58
2.618 842.63
1.618 830.41
1.000 822.86
0.618 818.19
HIGH 810.64
0.618 805.97
0.500 804.53
0.382 803.09
LOW 798.42
0.618 790.87
1.000 786.20
1.618 778.65
2.618 766.43
4.250 746.49
Fisher Pivots for day following 24-Feb-1997
Pivot 1 day 3 day
R1 808.36 808.67
PP 806.45 807.06
S1 804.53 805.46

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

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