S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Apr-1997
Day Change Summary
Previous Current
16-Apr-1997 17-Apr-1997 Change Change % Previous Week
Open 754.33 763.71 9.38 1.2% 758.68
High 763.53 768.55 5.02 0.7% 769.53
Low 751.99 760.49 8.50 1.1% 737.64
Close 763.53 761.77 -1.76 -0.2% 737.65
Range 11.54 8.06 -3.48 -30.2% 31.89
ATR 10.91 10.71 -0.20 -1.9% 0.00
Volume
Daily Pivots for day following 17-Apr-1997
Classic Woodie Camarilla DeMark
R4 787.78 782.84 766.20
R3 779.72 774.78 763.99
R2 771.66 771.66 763.25
R1 766.72 766.72 762.51 765.16
PP 763.60 763.60 763.60 762.83
S1 758.66 758.66 761.03 757.10
S2 755.54 755.54 760.29
S3 747.48 750.60 759.55
S4 739.42 742.54 757.34
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
5 768.55 733.54 35.01 4.6% 12.30 1.6% 81% True False
10 769.53 733.54 35.99 4.7% 10.66 1.4% 78% False False
20 798.11 733.54 64.57 8.5% 10.93 1.4% 44% False False
40 814.90 733.54 81.36 10.7% 10.40 1.4% 35% False False
60 817.68 733.54 84.14 11.0% 10.12 1.3% 34% False False
80 817.68 729.55 88.13 11.6% 9.75 1.3% 37% False False
100 817.68 716.69 100.99 13.3% 9.83 1.3% 45% False False
120 817.68 696.22 121.46 15.9% 9.18 1.2% 54% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 2.71
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 802.81
2.618 789.65
1.618 781.59
1.000 776.61
0.618 773.53
HIGH 768.55
0.618 765.47
0.500 764.52
0.382 763.57
LOW 760.49
0.618 755.51
1.000 752.43
1.618 747.45
2.618 739.39
4.250 726.24
Fisher Pivots for day following 17-Apr-1997
Pivot 1 day 3 day
R1 764.52 759.89
PP 763.60 758.02
S1 762.69 756.14

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

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