S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Mar-1997
Day Change Summary
Previous Current
03-Mar-1997 04-Mar-1997 Change Change % Previous Week
Open 790.48 795.47 4.99 0.6% 801.11
High 795.31 798.93 3.62 0.5% 813.45
Low 785.66 789.98 4.32 0.5% 788.50
Close 795.31 790.95 -4.36 -0.5% 790.82
Range 9.65 8.95 -0.70 -7.3% 24.95
ATR 9.37 9.34 -0.03 -0.3% 0.00
Volume
Daily Pivots for day following 04-Mar-1997
Classic Woodie Camarilla DeMark
R4 820.14 814.49 795.87
R3 811.19 805.54 793.41
R2 802.24 802.24 792.59
R1 796.59 796.59 791.77 794.94
PP 793.29 793.29 793.29 792.46
S1 787.64 787.64 790.13 785.99
S2 784.34 784.34 789.31
S3 775.39 778.69 788.49
S4 766.44 769.74 786.03
Weekly Pivots for week ending 28-Feb-1997
Classic Woodie Camarilla DeMark
R4 872.44 856.58 804.54
R3 847.49 831.63 797.68
R2 822.54 822.54 795.39
R1 806.68 806.68 793.11 802.14
PP 797.59 797.59 797.59 795.32
S1 781.73 781.73 788.53 777.19
S2 772.64 772.64 786.25
S3 747.69 756.78 783.96
S4 722.74 731.83 777.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 812.71 785.66 27.05 3.4% 10.20 1.3% 20% False False
10 817.68 785.66 32.02 4.0% 9.26 1.2% 17% False False
20 817.68 773.43 44.25 5.6% 9.48 1.2% 40% False False
40 817.68 742.18 75.50 9.5% 9.38 1.2% 65% False False
60 817.68 716.69 100.99 12.8% 9.78 1.2% 74% False False
80 817.68 716.69 100.99 12.8% 8.90 1.1% 74% False False
100 817.68 693.34 124.34 15.7% 8.33 1.1% 79% False False
120 817.68 667.28 150.40 19.0% 7.87 1.0% 82% False 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 True
Stretch 1.96
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 836.97
2.618 822.36
1.618 813.41
1.000 807.88
0.618 804.46
HIGH 798.93
0.618 795.51
0.500 794.46
0.382 793.40
LOW 789.98
0.618 784.45
1.000 781.03
1.618 775.50
2.618 766.55
4.250 751.94
Fisher Pivots for day following 04-Mar-1997
Pivot 1 day 3 day
R1 794.46 792.30
PP 793.29 791.85
S1 792.12 791.40

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

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