S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Mar-1997
Day Change Summary
Previous Current
04-Mar-1997 05-Mar-1997 Change Change % Previous Week
Open 795.47 791.23 -4.24 -0.5% 801.11
High 798.93 801.99 3.06 0.4% 813.45
Low 789.98 790.95 0.97 0.1% 788.50
Close 790.95 801.99 11.04 1.4% 790.82
Range 8.95 11.04 2.09 23.4% 24.95
ATR 9.34 9.47 0.12 1.3% 0.00
Volume
Daily Pivots for day following 05-Mar-1997
Classic Woodie Camarilla DeMark
R4 831.43 827.75 808.06
R3 820.39 816.71 805.03
R2 809.35 809.35 804.01
R1 805.67 805.67 803.00 807.51
PP 798.31 798.31 798.31 799.23
S1 794.63 794.63 800.98 796.47
S2 787.27 787.27 799.97
S3 776.23 783.59 798.95
S4 765.19 772.55 795.92
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
5 805.68 785.66 20.02 2.5% 9.49 1.2% 82% False False
10 813.45 785.66 27.79 3.5% 9.71 1.2% 59% False False
20 817.68 773.43 44.25 5.5% 9.75 1.2% 65% False False
40 817.68 746.92 70.76 8.8% 9.38 1.2% 78% False False
60 817.68 716.69 100.99 12.6% 9.68 1.2% 84% False False
80 817.68 716.69 100.99 12.6% 8.95 1.1% 84% False False
100 817.68 694.61 123.07 15.3% 8.41 1.0% 87% False False
120 817.68 671.15 146.53 18.3% 7.91 1.0% 89% 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 1.83
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 848.91
2.618 830.89
1.618 819.85
1.000 813.03
0.618 808.81
HIGH 801.99
0.618 797.77
0.500 796.47
0.382 795.17
LOW 790.95
0.618 784.13
1.000 779.91
1.618 773.09
2.618 762.05
4.250 744.03
Fisher Pivots for day following 05-Mar-1997
Pivot 1 day 3 day
R1 800.15 799.27
PP 798.31 796.55
S1 796.47 793.83

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

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