S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Apr-1997
Day Change Summary
Previous Current
07-Apr-1997 08-Apr-1997 Change Change % Previous Week
Open 758.68 762.01 3.33 0.4% 773.54
High 764.82 766.25 1.43 0.2% 773.88
Low 757.90 758.36 0.46 0.1% 744.04
Close 762.13 766.12 3.99 0.5% 757.90
Range 6.92 7.89 0.97 14.0% 29.84
ATR 10.67 10.47 -0.20 -1.9% 0.00
Volume
Daily Pivots for day following 08-Apr-1997
Classic Woodie Camarilla DeMark
R4 787.25 784.57 770.46
R3 779.36 776.68 768.29
R2 771.47 771.47 767.57
R1 768.79 768.79 766.84 770.13
PP 763.58 763.58 763.58 764.25
S1 760.90 760.90 765.40 762.24
S2 755.69 755.69 764.67
S3 747.80 753.01 763.95
S4 739.91 745.12 761.78
Weekly Pivots for week ending 04-Apr-1997
Classic Woodie Camarilla DeMark
R4 848.13 832.85 774.31
R3 818.29 803.01 766.11
R2 788.45 788.45 763.37
R1 773.17 773.17 760.64 765.89
PP 758.61 758.61 758.61 754.97
S1 743.33 743.33 755.16 736.05
S2 728.77 728.77 752.43
S3 698.93 713.49 749.69
S4 669.09 683.65 741.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 766.25 744.04 22.21 2.9% 9.47 1.2% 99% True False
10 798.11 744.04 54.07 7.1% 11.85 1.5% 41% False False
20 814.90 744.04 70.86 9.2% 10.74 1.4% 31% False False
40 817.68 744.04 73.64 9.6% 9.99 1.3% 30% False False
60 817.68 744.04 73.64 9.6% 9.77 1.3% 30% False False
80 817.68 716.69 100.99 13.2% 9.88 1.3% 49% False False
100 817.68 716.69 100.99 13.2% 9.44 1.2% 49% False False
120 817.68 696.22 121.46 15.9% 8.85 1.2% 58% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 799.78
2.618 786.91
1.618 779.02
1.000 774.14
0.618 771.13
HIGH 766.25
0.618 763.24
0.500 762.31
0.382 761.37
LOW 758.36
0.618 753.48
1.000 750.47
1.618 745.59
2.618 737.70
4.250 724.83
Fisher Pivots for day following 08-Apr-1997
Pivot 1 day 3 day
R1 764.85 762.46
PP 763.58 758.80
S1 762.31 755.15

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

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