S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Mar-1997
Day Change Summary
Previous Current
05-Mar-1997 06-Mar-1997 Change Change % Previous Week
Open 791.23 802.00 10.77 1.4% 801.11
High 801.99 804.11 2.12 0.3% 813.45
Low 790.95 797.50 6.55 0.8% 788.50
Close 801.99 798.56 -3.43 -0.4% 790.82
Range 11.04 6.61 -4.43 -40.1% 24.95
ATR 9.47 9.26 -0.20 -2.2% 0.00
Volume
Daily Pivots for day following 06-Mar-1997
Classic Woodie Camarilla DeMark
R4 819.89 815.83 802.20
R3 813.28 809.22 800.38
R2 806.67 806.67 799.77
R1 802.61 802.61 799.17 801.34
PP 800.06 800.06 800.06 799.42
S1 796.00 796.00 797.95 794.73
S2 793.45 793.45 797.35
S3 786.84 789.39 796.74
S4 780.23 782.78 794.92
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
5 804.11 785.66 18.45 2.3% 8.69 1.1% 70% True False
10 813.45 785.66 27.79 3.5% 9.16 1.1% 46% False False
20 817.68 774.45 43.23 5.4% 9.12 1.1% 56% False False
40 817.68 746.92 70.76 8.9% 9.35 1.2% 73% False False
60 817.68 716.69 100.99 12.6% 9.62 1.2% 81% False False
80 817.68 716.69 100.99 12.6% 8.96 1.1% 81% False False
100 817.68 696.22 121.46 15.2% 8.41 1.1% 84% False False
120 817.68 679.06 138.62 17.4% 7.88 1.0% 86% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.00
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 832.20
2.618 821.41
1.618 814.80
1.000 810.72
0.618 808.19
HIGH 804.11
0.618 801.58
0.500 800.81
0.382 800.03
LOW 797.50
0.618 793.42
1.000 790.89
1.618 786.81
2.618 780.20
4.250 769.41
Fisher Pivots for day following 06-Mar-1997
Pivot 1 day 3 day
R1 800.81 798.06
PP 800.06 797.55
S1 799.31 797.05

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

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