S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Apr-1997
Day Change Summary
Previous Current
09-Apr-1997 10-Apr-1997 Change Change % Previous Week
Open 766.43 760.52 -5.91 -0.8% 773.54
High 769.53 763.73 -5.80 -0.8% 773.88
Low 759.15 757.65 -1.50 -0.2% 744.04
Close 760.60 758.34 -2.26 -0.3% 757.90
Range 10.38 6.08 -4.30 -41.4% 29.84
ATR 10.46 10.15 -0.31 -3.0% 0.00
Volume
Daily Pivots for day following 10-Apr-1997
Classic Woodie Camarilla DeMark
R4 778.15 774.32 761.68
R3 772.07 768.24 760.01
R2 765.99 765.99 759.45
R1 762.16 762.16 758.90 761.04
PP 759.91 759.91 759.91 759.34
S1 756.08 756.08 757.78 754.96
S2 753.83 753.83 757.23
S3 747.75 750.00 756.67
S4 741.67 743.92 755.00
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
5 769.53 744.04 25.49 3.4% 9.03 1.2% 56% False False
10 792.58 744.04 48.54 6.4% 11.71 1.5% 29% False False
20 804.26 744.04 60.22 7.9% 10.84 1.4% 24% False False
40 817.68 744.04 73.64 9.7% 9.96 1.3% 19% False False
60 817.68 744.04 73.64 9.7% 9.74 1.3% 19% False False
80 817.68 716.69 100.99 13.3% 9.67 1.3% 41% False False
100 817.68 716.69 100.99 13.3% 9.50 1.3% 41% False False
120 817.68 696.22 121.46 16.0% 8.91 1.2% 51% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.43
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 789.57
2.618 779.65
1.618 773.57
1.000 769.81
0.618 767.49
HIGH 763.73
0.618 761.41
0.500 760.69
0.382 759.97
LOW 757.65
0.618 753.89
1.000 751.57
1.618 747.81
2.618 741.73
4.250 731.81
Fisher Pivots for day following 10-Apr-1997
Pivot 1 day 3 day
R1 760.69 763.59
PP 759.91 761.84
S1 759.12 760.09

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

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