S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Apr-1997
Day Change Summary
Previous Current
15-Apr-1997 16-Apr-1997 Change Change % Previous Week
Open 743.87 754.33 10.46 1.4% 758.68
High 754.72 763.53 8.81 1.2% 769.53
Low 743.73 751.99 8.26 1.1% 737.64
Close 754.72 763.53 8.81 1.2% 737.65
Range 10.99 11.54 0.55 5.0% 31.89
ATR 10.86 10.91 0.05 0.4% 0.00
Volume
Daily Pivots for day following 16-Apr-1997
Classic Woodie Camarilla DeMark
R4 794.30 790.46 769.88
R3 782.76 778.92 766.70
R2 771.22 771.22 765.65
R1 767.38 767.38 764.59 769.30
PP 759.68 759.68 759.68 760.65
S1 755.84 755.84 762.47 757.76
S2 748.14 748.14 761.41
S3 736.60 744.30 760.36
S4 725.06 732.76 757.18
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
5 763.73 733.54 30.19 4.0% 11.90 1.6% 99% False False
10 769.53 733.54 35.99 4.7% 10.52 1.4% 83% False False
20 798.11 733.54 64.57 8.5% 11.11 1.5% 46% False False
40 817.68 733.54 84.14 11.0% 10.36 1.4% 36% False False
60 817.68 733.54 84.14 11.0% 10.18 1.3% 36% False False
80 817.68 729.55 88.13 11.5% 9.77 1.3% 39% False False
100 817.68 716.69 100.99 13.2% 9.80 1.3% 46% False False
120 817.68 696.22 121.46 15.9% 9.17 1.2% 55% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 812.58
2.618 793.74
1.618 782.20
1.000 775.07
0.618 770.66
HIGH 763.53
0.618 759.12
0.500 757.76
0.382 756.40
LOW 751.99
0.618 744.86
1.000 740.45
1.618 733.32
2.618 721.78
4.250 702.95
Fisher Pivots for day following 16-Apr-1997
Pivot 1 day 3 day
R1 761.61 758.53
PP 759.68 753.53
S1 757.76 748.54

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

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