S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Apr-1997
Day Change Summary
Previous Current
24-Apr-1997 25-Apr-1997 Change Change % Previous Week
Open 774.46 770.71 -3.75 -0.5% 766.23
High 779.89 771.18 -8.71 -1.1% 779.89
Low 769.72 764.63 -5.09 -0.7% 756.38
Close 771.18 765.37 -5.81 -0.8% 765.37
Range 10.17 6.55 -3.62 -35.6% 23.51
ATR 10.40 10.13 -0.28 -2.6% 0.00
Volume
Daily Pivots for day following 25-Apr-1997
Classic Woodie Camarilla DeMark
R4 786.71 782.59 768.97
R3 780.16 776.04 767.17
R2 773.61 773.61 766.57
R1 769.49 769.49 765.97 768.28
PP 767.06 767.06 767.06 766.45
S1 762.94 762.94 764.77 761.73
S2 760.51 760.51 764.17
S3 753.96 756.39 763.57
S4 747.41 749.84 761.77
Weekly Pivots for week ending 25-Apr-1997
Classic Woodie Camarilla DeMark
R4 837.74 825.07 778.30
R3 814.23 801.56 771.84
R2 790.72 790.72 769.68
R1 778.05 778.05 767.53 772.63
PP 767.21 767.21 767.21 764.51
S1 754.54 754.54 763.21 749.12
S2 743.70 743.70 761.06
S3 720.19 731.03 758.90
S4 696.68 707.52 752.44
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 3.1% 9.75 1.3% 38% False False
10 779.89 733.54 46.35 6.1% 9.57 1.3% 69% False False
20 779.89 733.54 46.35 6.1% 10.41 1.4% 69% False False
40 814.90 733.54 81.36 10.6% 10.27 1.3% 39% False False
60 817.68 733.54 84.14 11.0% 9.97 1.3% 38% False False
80 817.68 729.55 88.13 11.5% 9.93 1.3% 41% False False
100 817.68 716.69 100.99 13.2% 10.01 1.3% 48% False False
120 817.68 702.84 114.84 15.0% 9.34 1.2% 54% 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 2.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 799.02
2.618 788.33
1.618 781.78
1.000 777.73
0.618 775.23
HIGH 771.18
0.618 768.68
0.500 767.91
0.382 767.13
LOW 764.63
0.618 760.58
1.000 758.08
1.618 754.03
2.618 747.48
4.250 736.79
Fisher Pivots for day following 25-Apr-1997
Pivot 1 day 3 day
R1 767.91 772.26
PP 767.06 769.96
S1 766.22 767.67

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

View Archives - Comment on this page... - Back to Index of Symbols