S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Mar-1997
Day Change Summary
Previous Current
14-Mar-1997 17-Mar-1997 Change Change % Previous Week
Open 789.97 792.78 2.81 0.4% 804.90
High 796.88 796.28 -0.60 -0.1% 814.90
Low 789.56 782.98 -6.58 -0.8% 789.44
Close 793.17 795.71 2.54 0.3% 793.17
Range 7.32 13.30 5.98 81.7% 25.46
ATR 9.32 9.60 0.28 3.1% 0.00
Volume
Daily Pivots for day following 17-Mar-1997
Classic Woodie Camarilla DeMark
R4 831.56 826.93 803.03
R3 818.26 813.63 799.37
R2 804.96 804.96 798.15
R1 800.33 800.33 796.93 802.65
PP 791.66 791.66 791.66 792.81
S1 787.03 787.03 794.49 789.35
S2 778.36 778.36 793.27
S3 765.06 773.73 792.05
S4 751.76 760.43 788.40
Weekly Pivots for week ending 14-Mar-1997
Classic Woodie Camarilla DeMark
R4 875.55 859.82 807.17
R3 850.09 834.36 800.17
R2 824.63 824.63 797.84
R1 808.90 808.90 795.50 804.04
PP 799.17 799.17 799.17 796.74
S1 783.44 783.44 790.84 778.58
S2 773.71 773.71 788.50
S3 748.25 757.98 786.17
S4 722.79 732.52 779.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814.90 782.98 31.92 4.0% 9.97 1.3% 40% False True
10 814.90 782.98 31.92 4.0% 9.61 1.2% 40% False True
20 817.68 782.98 34.70 4.4% 9.48 1.2% 37% False True
40 817.68 761.75 55.93 7.0% 9.55 1.2% 61% False False
60 817.68 729.55 88.13 11.1% 9.36 1.2% 75% False False
80 817.68 716.69 100.99 12.7% 9.39 1.2% 78% False False
100 817.68 696.22 121.46 15.3% 8.71 1.1% 82% False False
120 817.68 683.73 133.95 16.8% 8.14 1.0% 84% 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 1.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 852.81
2.618 831.10
1.618 817.80
1.000 809.58
0.618 804.50
HIGH 796.28
0.618 791.20
0.500 789.63
0.382 788.06
LOW 782.98
0.618 774.76
1.000 769.68
1.618 761.46
2.618 748.16
4.250 726.46
Fisher Pivots for day following 17-Mar-1997
Pivot 1 day 3 day
R1 793.68 795.01
PP 791.66 794.32
S1 789.63 793.62

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

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