S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Apr-1997
Day Change Summary
Previous Current
18-Apr-1997 21-Apr-1997 Change Change % Previous Week
Open 763.26 766.23 2.97 0.4% 737.91
High 767.93 767.39 -0.54 -0.1% 768.55
Low 761.77 756.38 -5.39 -0.7% 733.54
Close 766.34 760.37 -5.97 -0.8% 766.34
Range 6.16 11.01 4.85 78.7% 35.01
ATR 10.38 10.43 0.04 0.4% 0.00
Volume
Daily Pivots for day following 21-Apr-1997
Classic Woodie Camarilla DeMark
R4 794.41 788.40 766.43
R3 783.40 777.39 763.40
R2 772.39 772.39 762.39
R1 766.38 766.38 761.38 763.88
PP 761.38 761.38 761.38 760.13
S1 755.37 755.37 759.36 752.87
S2 750.37 750.37 758.35
S3 739.36 744.36 757.34
S4 728.35 733.35 754.31
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
5 768.55 743.73 24.82 3.3% 9.55 1.3% 67% False False
10 769.53 733.54 35.99 4.7% 10.30 1.4% 75% False False
20 798.11 733.54 64.57 8.5% 11.19 1.5% 42% False False
40 814.90 733.54 81.36 10.7% 10.41 1.4% 33% False False
60 817.68 733.54 84.14 11.1% 10.00 1.3% 32% False False
80 817.68 729.55 88.13 11.6% 9.83 1.3% 35% False False
100 817.68 716.69 100.99 13.3% 9.86 1.3% 43% False False
120 817.68 696.22 121.46 16.0% 9.23 1.2% 53% 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 2.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 814.18
2.618 796.21
1.618 785.20
1.000 778.40
0.618 774.19
HIGH 767.39
0.618 763.18
0.500 761.89
0.382 760.59
LOW 756.38
0.618 749.58
1.000 745.37
1.618 738.57
2.618 727.56
4.250 709.59
Fisher Pivots for day following 21-Apr-1997
Pivot 1 day 3 day
R1 761.89 762.47
PP 761.38 761.77
S1 760.88 761.07

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

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