S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Apr-1997
Day Change Summary
Previous Current
23-Apr-1997 24-Apr-1997 Change Change % Previous Week
Open 774.58 774.46 -0.12 0.0% 737.91
High 778.19 779.89 1.70 0.2% 768.55
Low 771.90 769.72 -2.18 -0.3% 733.54
Close 773.64 771.18 -2.46 -0.3% 766.34
Range 6.29 10.17 3.88 61.7% 35.01
ATR 10.42 10.40 -0.02 -0.2% 0.00
Volume
Daily Pivots for day following 24-Apr-1997
Classic Woodie Camarilla DeMark
R4 804.11 797.81 776.77
R3 793.94 787.64 773.98
R2 783.77 783.77 773.04
R1 777.47 777.47 772.11 775.54
PP 773.60 773.60 773.60 772.63
S1 767.30 767.30 770.25 765.37
S2 763.43 763.43 769.32
S3 753.26 757.13 768.38
S4 743.09 746.96 765.59
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
5 779.89 756.38 23.51 3.0% 9.67 1.3% 63% True False
10 779.89 733.54 46.35 6.0% 10.99 1.4% 81% True False
20 792.58 733.54 59.04 7.7% 11.35 1.5% 64% False False
40 814.90 733.54 81.36 10.6% 10.37 1.3% 46% False False
60 817.68 733.54 84.14 10.9% 9.99 1.3% 45% False False
80 817.68 729.55 88.13 11.4% 10.01 1.3% 47% False False
100 817.68 716.69 100.99 13.1% 10.00 1.3% 54% False False
120 817.68 701.30 116.38 15.1% 9.35 1.2% 60% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 823.11
2.618 806.52
1.618 796.35
1.000 790.06
0.618 786.18
HIGH 779.89
0.618 776.01
0.500 774.81
0.382 773.60
LOW 769.72
0.618 763.43
1.000 759.55
1.618 753.26
2.618 743.09
4.250 726.50
Fisher Pivots for day following 24-Apr-1997
Pivot 1 day 3 day
R1 774.81 770.75
PP 773.60 770.32
S1 772.39 769.90

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

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