S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Feb-1997
Day Change Summary
Previous Current
04-Feb-1997 05-Feb-1997 Change Change % Previous Week
Open 786.68 788.90 2.22 0.3% 770.75
High 789.28 792.71 3.43 0.4% 791.86
Low 783.68 773.43 -10.25 -1.3% 761.75
Close 789.26 778.28 -10.98 -1.4% 786.16
Range 5.60 19.28 13.68 244.3% 30.11
ATR 8.93 9.67 0.74 8.3% 0.00
Volume
Daily Pivots for day following 05-Feb-1997
Classic Woodie Camarilla DeMark
R4 839.31 828.08 788.88
R3 820.03 808.80 783.58
R2 800.75 800.75 781.81
R1 789.52 789.52 780.05 785.50
PP 781.47 781.47 781.47 779.46
S1 770.24 770.24 776.51 766.22
S2 762.19 762.19 774.75
S3 742.91 750.96 772.98
S4 723.63 731.68 767.68
Weekly Pivots for week ending 31-Jan-1997
Classic Woodie Camarilla DeMark
R4 870.25 858.32 802.72
R3 840.14 828.21 794.44
R2 810.03 810.03 791.68
R1 798.10 798.10 788.92 804.07
PP 779.92 779.92 779.92 782.91
S1 767.99 767.99 783.40 773.96
S2 749.81 749.81 780.64
S3 719.70 737.88 777.88
S4 689.59 707.77 769.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 792.71 772.50 20.21 2.6% 9.65 1.2% 29% True False
10 794.67 761.75 32.92 4.2% 10.58 1.4% 50% False False
20 794.67 746.92 47.75 6.1% 9.58 1.2% 66% False False
40 794.67 716.69 77.98 10.0% 9.87 1.3% 79% False False
60 794.67 716.69 77.98 10.0% 8.91 1.1% 79% False False
80 794.67 696.22 98.45 12.6% 8.24 1.1% 83% False False
100 794.67 679.06 115.61 14.9% 7.63 1.0% 86% False False
120 794.67 643.97 150.70 19.4% 7.33 0.9% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 142 trading days
Fibonacci Retracements and Extensions
4.250 874.65
2.618 843.19
1.618 823.91
1.000 811.99
0.618 804.63
HIGH 792.71
0.618 785.35
0.500 783.07
0.382 780.79
LOW 773.43
0.618 761.51
1.000 754.15
1.618 742.23
2.618 722.95
4.250 691.49
Fisher Pivots for day following 05-Feb-1997
Pivot 1 day 3 day
R1 783.07 783.07
PP 781.47 781.47
S1 779.88 779.88

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

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