S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Apr-1997
Day Change Summary
Previous Current
17-Apr-1997 18-Apr-1997 Change Change % Previous Week
Open 763.71 763.26 -0.45 -0.1% 737.91
High 768.55 767.93 -0.62 -0.1% 768.55
Low 760.49 761.77 1.28 0.2% 733.54
Close 761.77 766.34 4.57 0.6% 766.34
Range 8.06 6.16 -1.90 -23.6% 35.01
ATR 10.71 10.38 -0.32 -3.0% 0.00
Volume
Daily Pivots for day following 18-Apr-1997
Classic Woodie Camarilla DeMark
R4 783.83 781.24 769.73
R3 777.67 775.08 768.03
R2 771.51 771.51 767.47
R1 768.92 768.92 766.90 770.22
PP 765.35 765.35 765.35 765.99
S1 762.76 762.76 765.78 764.06
S2 759.19 759.19 765.21
S3 753.03 756.60 764.65
S4 746.87 750.44 762.95
Weekly Pivots for week ending 18-Apr-1997
Classic Woodie Camarilla DeMark
R4 861.17 848.77 785.60
R3 826.16 813.76 775.97
R2 791.15 791.15 772.76
R1 778.75 778.75 769.55 784.95
PP 756.14 756.14 756.14 759.25
S1 743.74 743.74 763.13 749.94
S2 721.13 721.13 759.92
S3 686.12 708.73 756.71
S4 651.11 673.72 747.08
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% 9.39 1.2% 94% False False
10 769.53 733.54 35.99 4.7% 9.89 1.3% 91% False False
20 798.11 733.54 64.57 8.4% 10.83 1.4% 51% False False
40 814.90 733.54 81.36 10.6% 10.25 1.3% 40% False False
60 817.68 733.54 84.14 11.0% 10.11 1.3% 39% False False
80 817.68 729.55 88.13 11.5% 9.74 1.3% 42% False False
100 817.68 716.69 100.99 13.2% 9.84 1.3% 49% False False
120 817.68 696.22 121.46 15.8% 9.20 1.2% 58% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 794.11
2.618 784.06
1.618 777.90
1.000 774.09
0.618 771.74
HIGH 767.93
0.618 765.58
0.500 764.85
0.382 764.12
LOW 761.77
0.618 757.96
1.000 755.61
1.618 751.80
2.618 745.64
4.250 735.59
Fisher Pivots for day following 18-Apr-1997
Pivot 1 day 3 day
R1 765.84 764.32
PP 765.35 762.29
S1 764.85 760.27

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

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