S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Mar-1997
Day Change Summary
Previous Current
07-Mar-1997 10-Mar-1997 Change Change % Previous Week
Open 798.97 804.90 5.93 0.7% 790.48
High 808.19 813.66 5.47 0.7% 808.19
Low 798.56 803.66 5.10 0.6% 785.66
Close 804.97 813.65 8.68 1.1% 804.97
Range 9.63 10.00 0.37 3.8% 22.53
ATR 9.29 9.34 0.05 0.5% 0.00
Volume
Daily Pivots for day following 10-Mar-1997
Classic Woodie Camarilla DeMark
R4 840.32 836.99 819.15
R3 830.32 826.99 816.40
R2 820.32 820.32 815.48
R1 816.99 816.99 814.57 818.66
PP 810.32 810.32 810.32 811.16
S1 806.99 806.99 812.73 808.66
S2 800.32 800.32 811.82
S3 790.32 796.99 810.90
S4 780.32 786.99 808.15
Weekly Pivots for week ending 07-Mar-1997
Classic Woodie Camarilla DeMark
R4 867.20 858.61 817.36
R3 844.67 836.08 811.17
R2 822.14 822.14 809.10
R1 813.55 813.55 807.04 817.85
PP 799.61 799.61 799.61 801.75
S1 791.02 791.02 802.90 795.32
S2 777.08 777.08 800.84
S3 754.55 768.49 798.77
S4 732.02 745.96 792.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 813.66 789.98 23.68 2.9% 9.25 1.1% 100% True False
10 813.66 785.66 28.00 3.4% 9.41 1.2% 100% True False
20 817.68 780.95 36.73 4.5% 9.23 1.1% 89% False False
40 817.68 756.64 61.04 7.5% 9.29 1.1% 93% False False
60 817.68 716.69 100.99 12.4% 9.59 1.2% 96% False False
80 817.68 716.69 100.99 12.4% 9.12 1.1% 96% False False
100 817.68 696.22 121.46 14.9% 8.48 1.0% 97% False False
120 817.68 679.06 138.62 17.0% 7.95 1.0% 97% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 1.68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 856.16
2.618 839.84
1.618 829.84
1.000 823.66
0.618 819.84
HIGH 813.66
0.618 809.84
0.500 808.66
0.382 807.48
LOW 803.66
0.618 797.48
1.000 793.66
1.618 787.48
2.618 777.48
4.250 761.16
Fisher Pivots for day following 10-Mar-1997
Pivot 1 day 3 day
R1 811.99 810.96
PP 810.32 808.27
S1 808.66 805.58

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

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