S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Mar-1997
Day Change Summary
Previous Current
19-Mar-1997 20-Mar-1997 Change Change % Previous Week
Open 788.93 785.91 -3.02 -0.4% 804.90
High 791.59 786.29 -5.30 -0.7% 814.90
Low 780.03 778.04 -1.99 -0.3% 789.44
Close 785.77 782.65 -3.12 -0.4% 793.17
Range 11.56 8.25 -3.31 -28.6% 25.46
ATR 9.95 9.83 -0.12 -1.2% 0.00
Volume
Daily Pivots for day following 20-Mar-1997
Classic Woodie Camarilla DeMark
R4 807.08 803.11 787.19
R3 798.83 794.86 784.92
R2 790.58 790.58 784.16
R1 786.61 786.61 783.41 784.47
PP 782.33 782.33 782.33 781.26
S1 778.36 778.36 781.89 776.22
S2 774.08 774.08 781.14
S3 765.83 770.11 780.38
S4 757.58 761.86 778.11
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
5 798.18 778.04 20.14 2.6% 10.63 1.4% 23% False True
10 814.90 778.04 36.86 4.7% 10.20 1.3% 13% False True
20 814.90 778.04 36.86 4.7% 9.68 1.2% 13% False True
40 817.68 761.75 55.93 7.1% 9.76 1.2% 37% False False
60 817.68 729.55 88.13 11.3% 9.38 1.2% 60% False False
80 817.68 716.69 100.99 12.9% 9.59 1.2% 65% False False
100 817.68 696.22 121.46 15.5% 8.88 1.1% 71% False False
120 817.68 684.44 133.24 17.0% 8.30 1.1% 74% False False
Crabel Price Patterns
NR True
NR4 True
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 1.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 821.35
2.618 807.89
1.618 799.64
1.000 794.54
0.618 791.39
HIGH 786.29
0.618 783.14
0.500 782.17
0.382 781.19
LOW 778.04
0.618 772.94
1.000 769.79
1.618 764.69
2.618 756.44
4.250 742.98
Fisher Pivots for day following 20-Mar-1997
Pivot 1 day 3 day
R1 782.49 788.11
PP 782.33 786.29
S1 782.17 784.47

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

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