S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Apr-1997
Day Change Summary
Previous Current
28-Apr-1997 29-Apr-1997 Change Change % Previous Week
Open 765.46 774.12 8.66 1.1% 766.23
High 773.89 794.44 20.55 2.7% 779.89
Low 763.30 772.96 9.66 1.3% 756.38
Close 772.96 794.05 21.09 2.7% 765.37
Range 10.59 21.48 10.89 102.8% 23.51
ATR 10.16 10.97 0.81 8.0% 0.00
Volume
Daily Pivots for day following 29-Apr-1997
Classic Woodie Camarilla DeMark
R4 851.59 844.30 805.86
R3 830.11 822.82 799.96
R2 808.63 808.63 797.99
R1 801.34 801.34 796.02 804.99
PP 787.15 787.15 787.15 788.97
S1 779.86 779.86 792.08 783.51
S2 765.67 765.67 790.11
S3 744.19 758.38 788.14
S4 722.71 736.90 782.24
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
5 794.44 763.30 31.14 3.9% 11.02 1.4% 99% True False
10 794.44 751.99 42.45 5.3% 10.66 1.3% 99% True False
20 794.44 733.54 60.90 7.7% 10.62 1.3% 99% True False
40 814.90 733.54 81.36 10.2% 10.65 1.3% 74% False False
60 817.68 733.54 84.14 10.6% 10.18 1.3% 72% False False
80 817.68 733.54 84.14 10.6% 10.02 1.3% 72% False False
100 817.68 716.69 100.99 12.7% 10.09 1.3% 77% False False
120 817.68 712.83 104.85 13.2% 9.51 1.2% 77% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.00
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 885.73
2.618 850.67
1.618 829.19
1.000 815.92
0.618 807.71
HIGH 794.44
0.618 786.23
0.500 783.70
0.382 781.17
LOW 772.96
0.618 759.69
1.000 751.48
1.618 738.21
2.618 716.73
4.250 681.67
Fisher Pivots for day following 29-Apr-1997
Pivot 1 day 3 day
R1 790.60 788.99
PP 787.15 783.93
S1 783.70 778.87

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

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