S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Apr-1997
Day Change Summary
Previous Current
11-Apr-1997 14-Apr-1997 Change Change % Previous Week
Open 757.37 737.91 -19.46 -2.6% 758.68
High 758.34 743.73 -14.61 -1.9% 769.53
Low 737.64 733.54 -4.10 -0.6% 737.64
Close 737.65 743.73 6.08 0.8% 737.65
Range 20.70 10.19 -10.51 -50.8% 31.89
ATR 10.90 10.85 -0.05 -0.5% 0.00
Volume
Daily Pivots for day following 14-Apr-1997
Classic Woodie Camarilla DeMark
R4 770.90 767.51 749.33
R3 760.71 757.32 746.53
R2 750.52 750.52 745.60
R1 747.13 747.13 744.66 748.83
PP 740.33 740.33 740.33 741.18
S1 736.94 736.94 742.80 738.64
S2 730.14 730.14 741.86
S3 719.95 726.75 740.93
S4 709.76 716.56 738.13
Weekly Pivots for week ending 11-Apr-1997
Classic Woodie Camarilla DeMark
R4 843.94 822.69 755.19
R3 812.05 790.80 746.42
R2 780.16 780.16 743.50
R1 758.91 758.91 740.57 753.59
PP 748.27 748.27 748.27 745.62
S1 727.02 727.02 734.73 721.70
S2 716.38 716.38 731.80
S3 684.49 695.13 728.88
S4 652.60 663.24 720.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 769.53 733.54 35.99 4.8% 11.05 1.5% 28% False True
10 769.53 733.54 35.99 4.8% 10.50 1.4% 28% False True
20 798.18 733.54 64.64 8.7% 11.28 1.5% 16% False True
40 817.68 733.54 84.14 11.3% 10.15 1.4% 12% False True
60 817.68 733.54 84.14 11.3% 10.02 1.3% 12% False True
80 817.68 726.04 91.64 12.3% 9.76 1.3% 19% False False
100 817.68 716.69 100.99 13.6% 9.69 1.3% 27% False False
120 817.68 696.22 121.46 16.3% 9.08 1.2% 39% 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 2.77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 787.04
2.618 770.41
1.618 760.22
1.000 753.92
0.618 750.03
HIGH 743.73
0.618 739.84
0.500 738.64
0.382 737.43
LOW 733.54
0.618 727.24
1.000 723.35
1.618 717.05
2.618 706.86
4.250 690.23
Fisher Pivots for day following 14-Apr-1997
Pivot 1 day 3 day
R1 742.03 748.64
PP 740.33 747.00
S1 738.64 745.37

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

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