S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Apr-1997
Day Change Summary
Previous Current
29-Apr-1997 30-Apr-1997 Change Change % Previous Week
Open 774.12 793.42 19.30 2.5% 766.23
High 794.44 804.13 9.69 1.2% 779.89
Low 772.96 791.21 18.25 2.4% 756.38
Close 794.05 801.34 7.29 0.9% 765.37
Range 21.48 12.92 -8.56 -39.9% 23.51
ATR 10.97 11.11 0.14 1.3% 0.00
Volume
Daily Pivots for day following 30-Apr-1997
Classic Woodie Camarilla DeMark
R4 837.65 832.42 808.45
R3 824.73 819.50 804.89
R2 811.81 811.81 803.71
R1 806.58 806.58 802.52 809.20
PP 798.89 798.89 798.89 800.20
S1 793.66 793.66 800.16 796.28
S2 785.97 785.97 798.97
S3 773.05 780.74 797.79
S4 760.13 767.82 794.23
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
5 804.13 763.30 40.83 5.1% 12.34 1.5% 93% True False
10 804.13 756.38 47.75 6.0% 10.80 1.3% 94% True False
20 804.13 733.54 70.59 8.8% 10.66 1.3% 96% True False
40 814.90 733.54 81.36 10.2% 10.75 1.3% 83% False False
60 817.68 733.54 84.14 10.5% 10.33 1.3% 81% False False
80 817.68 733.54 84.14 10.5% 10.07 1.3% 81% False False
100 817.68 716.69 100.99 12.6% 10.17 1.3% 84% False False
120 817.68 716.69 100.99 12.6% 9.52 1.2% 84% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 859.04
2.618 837.95
1.618 825.03
1.000 817.05
0.618 812.11
HIGH 804.13
0.618 799.19
0.500 797.67
0.382 796.15
LOW 791.21
0.618 783.23
1.000 778.29
1.618 770.31
2.618 757.39
4.250 736.30
Fisher Pivots for day following 30-Apr-1997
Pivot 1 day 3 day
R1 800.12 795.47
PP 798.89 789.59
S1 797.67 783.72

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

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