S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Mar-1997
Day Change Summary
Previous Current
21-Mar-1997 24-Mar-1997 Change Change % Previous Week
Open 782.97 783.85 0.88 0.1% 792.78
High 786.44 791.01 4.57 0.6% 798.18
Low 782.65 780.79 -1.86 -0.2% 778.04
Close 784.10 790.89 6.79 0.9% 784.10
Range 3.79 10.22 6.43 169.7% 20.14
ATR 9.40 9.45 0.06 0.6% 0.00
Volume
Daily Pivots for day following 24-Mar-1997
Classic Woodie Camarilla DeMark
R4 818.22 814.78 796.51
R3 808.00 804.56 793.70
R2 797.78 797.78 792.76
R1 794.34 794.34 791.83 796.06
PP 787.56 787.56 787.56 788.43
S1 784.12 784.12 789.95 785.84
S2 777.34 777.34 789.02
S3 767.12 773.90 788.08
S4 756.90 763.68 785.27
Weekly Pivots for week ending 21-Mar-1997
Classic Woodie Camarilla DeMark
R4 847.19 835.79 795.18
R3 827.05 815.65 789.64
R2 806.91 806.91 787.79
R1 795.51 795.51 785.95 791.14
PP 786.77 786.77 786.77 784.59
S1 775.37 775.37 782.25 771.00
S2 766.63 766.63 780.41
S3 746.49 755.23 778.56
S4 726.35 735.09 773.02
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 2.5% 9.31 1.2% 64% False False
10 814.90 778.04 36.86 4.7% 9.64 1.2% 35% False False
20 814.90 778.04 36.86 4.7% 9.52 1.2% 35% False False
40 817.68 761.75 55.93 7.1% 9.40 1.2% 52% False False
60 817.68 729.55 88.13 11.1% 9.44 1.2% 70% False False
80 817.68 716.69 100.99 12.8% 9.53 1.2% 73% False False
100 817.68 700.05 117.63 14.9% 8.87 1.1% 77% False False
120 817.68 689.08 128.60 16.3% 8.34 1.1% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 834.45
2.618 817.77
1.618 807.55
1.000 801.23
0.618 797.33
HIGH 791.01
0.618 787.11
0.500 785.90
0.382 784.69
LOW 780.79
0.618 774.47
1.000 770.57
1.618 764.25
2.618 754.03
4.250 737.36
Fisher Pivots for day following 24-Mar-1997
Pivot 1 day 3 day
R1 789.23 788.77
PP 787.56 786.65
S1 785.90 784.53

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

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