S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Apr-1997
Day Change Summary
Previous Current
31-Mar-1997 01-Apr-1997 Change Change % Previous Week
Open 773.54 756.19 -17.35 -2.2% 783.85
High 773.88 761.49 -12.39 -1.6% 798.11
Low 756.13 751.26 -4.87 -0.6% 767.32
Close 757.12 759.64 2.52 0.3% 773.88
Range 17.75 10.23 -7.52 -42.4% 30.79
ATR 11.03 10.97 -0.06 -0.5% 0.00
Volume
Daily Pivots for day following 01-Apr-1997
Classic Woodie Camarilla DeMark
R4 788.15 784.13 765.27
R3 777.92 773.90 762.45
R2 767.69 767.69 761.52
R1 763.67 763.67 760.58 765.68
PP 757.46 757.46 757.46 758.47
S1 753.44 753.44 758.70 755.45
S2 747.23 747.23 757.76
S3 737.00 743.21 756.83
S4 726.77 732.98 754.01
Weekly Pivots for week ending 28-Mar-1997
Classic Woodie Camarilla DeMark
R4 872.14 853.80 790.81
R3 841.35 823.01 782.35
R2 810.56 810.56 779.52
R1 792.22 792.22 776.70 786.00
PP 779.77 779.77 779.77 776.66
S1 761.43 761.43 771.06 755.21
S2 748.98 748.98 768.24
S3 718.19 730.64 765.41
S4 687.40 699.85 756.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 798.11 751.26 46.85 6.2% 14.22 1.9% 18% False True
10 798.18 751.26 46.92 6.2% 11.76 1.5% 18% False True
20 814.90 751.26 63.64 8.4% 10.68 1.4% 13% False True
40 817.68 751.26 66.42 8.7% 9.96 1.3% 13% False True
60 817.68 742.18 75.50 9.9% 9.83 1.3% 23% False False
80 817.68 716.69 100.99 13.3% 9.96 1.3% 43% False False
100 817.68 712.83 104.85 13.8% 9.29 1.2% 45% False False
120 817.68 693.34 124.34 16.4% 8.72 1.1% 53% 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 2.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 804.97
2.618 788.27
1.618 778.04
1.000 771.72
0.618 767.81
HIGH 761.49
0.618 757.58
0.500 756.38
0.382 755.17
LOW 751.26
0.618 744.94
1.000 741.03
1.618 734.71
2.618 724.48
4.250 707.78
Fisher Pivots for day following 01-Apr-1997
Pivot 1 day 3 day
R1 758.55 771.92
PP 757.46 767.83
S1 756.38 763.73

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

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