S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Mar-1997
Day Change Summary
Previous Current
25-Mar-1997 26-Mar-1997 Change Change % Previous Week
Open 791.29 789.13 -2.16 -0.3% 792.78
High 798.11 794.89 -3.22 -0.4% 798.18
Low 788.39 786.77 -1.62 -0.2% 778.04
Close 789.07 790.50 1.43 0.2% 784.10
Range 9.72 8.12 -1.60 -16.5% 20.14
ATR 9.47 9.38 -0.10 -1.0% 0.00
Volume
Daily Pivots for day following 26-Mar-1997
Classic Woodie Camarilla DeMark
R4 815.08 810.91 794.97
R3 806.96 802.79 792.73
R2 798.84 798.84 791.99
R1 794.67 794.67 791.24 796.76
PP 790.72 790.72 790.72 791.76
S1 786.55 786.55 789.76 788.64
S2 782.60 782.60 789.01
S3 774.48 778.43 788.27
S4 766.36 770.31 786.03
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
5 798.11 778.04 20.07 2.5% 8.02 1.0% 62% False False
10 804.26 778.04 26.22 3.3% 9.98 1.3% 48% False False
20 814.90 778.04 36.86 4.7% 9.40 1.2% 34% False False
40 817.68 765.02 52.66 6.7% 9.30 1.2% 48% False False
60 817.68 729.55 88.13 11.1% 9.57 1.2% 69% False False
80 817.68 716.69 100.99 12.8% 9.67 1.2% 73% False False
100 817.68 701.30 116.38 14.7% 8.95 1.1% 77% False False
120 817.68 692.78 124.90 15.8% 8.42 1.1% 78% 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 1.82
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 829.40
2.618 816.15
1.618 808.03
1.000 803.01
0.618 799.91
HIGH 794.89
0.618 791.79
0.500 790.83
0.382 789.87
LOW 786.77
0.618 781.75
1.000 778.65
1.618 773.63
2.618 765.51
4.250 752.26
Fisher Pivots for day following 26-Mar-1997
Pivot 1 day 3 day
R1 790.83 790.15
PP 790.72 789.80
S1 790.61 789.45

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

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