S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Mar-1997
Day Change Summary
Previous Current
17-Mar-1997 18-Mar-1997 Change Change % Previous Week
Open 792.78 795.95 3.17 0.4% 804.90
High 796.28 798.18 1.90 0.2% 814.90
Low 782.98 785.47 2.49 0.3% 789.44
Close 795.71 789.66 -6.05 -0.8% 793.17
Range 13.30 12.71 -0.59 -4.4% 25.46
ATR 9.60 9.82 0.22 2.3% 0.00
Volume
Daily Pivots for day following 18-Mar-1997
Classic Woodie Camarilla DeMark
R4 829.23 822.16 796.65
R3 816.52 809.45 793.16
R2 803.81 803.81 791.99
R1 796.74 796.74 790.83 793.92
PP 791.10 791.10 791.10 789.70
S1 784.03 784.03 788.49 781.21
S2 778.39 778.39 787.33
S3 765.68 771.32 786.16
S4 752.97 758.61 782.67
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
5 811.34 782.98 28.36 3.6% 11.68 1.5% 24% False False
10 814.90 782.98 31.92 4.0% 9.98 1.3% 21% False False
20 817.68 782.98 34.70 4.4% 9.62 1.2% 19% False False
40 817.68 761.75 55.93 7.1% 9.72 1.2% 50% False False
60 817.68 729.55 88.13 11.2% 9.33 1.2% 68% False False
80 817.68 716.69 100.99 12.8% 9.47 1.2% 72% False False
100 817.68 696.22 121.46 15.4% 8.78 1.1% 77% False False
120 817.68 683.73 133.95 17.0% 8.22 1.0% 79% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 1.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 852.20
2.618 831.45
1.618 818.74
1.000 810.89
0.618 806.03
HIGH 798.18
0.618 793.32
0.500 791.83
0.382 790.33
LOW 785.47
0.618 777.62
1.000 772.76
1.618 764.91
2.618 752.20
4.250 731.45
Fisher Pivots for day following 18-Mar-1997
Pivot 1 day 3 day
R1 791.83 790.58
PP 791.10 790.27
S1 790.38 789.97

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

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