S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-1997
Day Change Summary
Previous Current
10-Mar-1997 11-Mar-1997 Change Change % Previous Week
Open 804.90 813.74 8.84 1.1% 790.48
High 813.66 814.90 1.24 0.2% 808.19
Low 803.66 810.77 7.11 0.9% 785.66
Close 813.65 811.34 -2.31 -0.3% 804.97
Range 10.00 4.13 -5.87 -58.7% 22.53
ATR 9.34 8.97 -0.37 -4.0% 0.00
Volume
Daily Pivots for day following 11-Mar-1997
Classic Woodie Camarilla DeMark
R4 824.73 822.16 813.61
R3 820.60 818.03 812.48
R2 816.47 816.47 812.10
R1 813.90 813.90 811.72 813.12
PP 812.34 812.34 812.34 811.95
S1 809.77 809.77 810.96 808.99
S2 808.21 808.21 810.58
S3 804.08 805.64 810.20
S4 799.95 801.51 809.07
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
5 814.90 790.95 23.95 3.0% 8.28 1.0% 85% True False
10 814.90 785.66 29.24 3.6% 9.24 1.1% 88% True False
20 817.68 780.95 36.73 4.5% 9.00 1.1% 83% False False
40 817.68 759.51 58.17 7.2% 9.24 1.1% 89% False False
60 817.68 716.69 100.99 12.4% 9.40 1.2% 94% False False
80 817.68 716.69 100.99 12.4% 9.12 1.1% 94% False False
100 817.68 696.22 121.46 15.0% 8.46 1.0% 95% False False
120 817.68 679.06 138.62 17.1% 7.95 1.0% 95% 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 1.52
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 832.45
2.618 825.71
1.618 821.58
1.000 819.03
0.618 817.45
HIGH 814.90
0.618 813.32
0.500 812.84
0.382 812.35
LOW 810.77
0.618 808.22
1.000 806.64
1.618 804.09
2.618 799.96
4.250 793.22
Fisher Pivots for day following 11-Mar-1997
Pivot 1 day 3 day
R1 812.84 809.80
PP 812.34 808.27
S1 811.84 806.73

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

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