S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Apr-1997
Day Change Summary
Previous Current
22-Apr-1997 23-Apr-1997 Change Change % Previous Week
Open 760.52 774.58 14.06 1.8% 737.91
High 774.64 778.19 3.55 0.5% 768.55
Low 759.90 771.90 12.00 1.6% 733.54
Close 774.61 773.64 -0.97 -0.1% 766.34
Range 14.74 6.29 -8.45 -57.3% 35.01
ATR 10.74 10.42 -0.32 -3.0% 0.00
Volume
Daily Pivots for day following 23-Apr-1997
Classic Woodie Camarilla DeMark
R4 793.45 789.83 777.10
R3 787.16 783.54 775.37
R2 780.87 780.87 774.79
R1 777.25 777.25 774.22 775.92
PP 774.58 774.58 774.58 773.91
S1 770.96 770.96 773.06 769.63
S2 768.29 768.29 772.49
S3 762.00 764.67 771.91
S4 755.71 758.38 770.18
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
5 778.19 756.38 21.81 2.8% 9.25 1.2% 79% True False
10 778.19 733.54 44.65 5.8% 10.58 1.4% 90% True False
20 794.89 733.54 61.35 7.9% 11.24 1.5% 65% False False
40 814.90 733.54 81.36 10.5% 10.48 1.4% 49% False False
60 817.68 733.54 84.14 10.9% 10.06 1.3% 48% False False
80 817.68 729.55 88.13 11.4% 9.97 1.3% 50% False False
100 817.68 716.69 100.99 13.1% 9.93 1.3% 56% False False
120 817.68 700.35 117.33 15.2% 9.32 1.2% 62% 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 1.99
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 804.92
2.618 794.66
1.618 788.37
1.000 784.48
0.618 782.08
HIGH 778.19
0.618 775.79
0.500 775.05
0.382 774.30
LOW 771.90
0.618 768.01
1.000 765.61
1.618 761.72
2.618 755.43
4.250 745.17
Fisher Pivots for day following 23-Apr-1997
Pivot 1 day 3 day
R1 775.05 771.52
PP 774.58 769.40
S1 774.11 767.29

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

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