S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Feb-1997
Day Change Summary
Previous Current
05-Feb-1997 06-Feb-1997 Change Change % Previous Week
Open 788.90 778.37 -10.53 -1.3% 770.75
High 792.71 780.35 -12.36 -1.6% 791.86
Low 773.43 774.45 1.02 0.1% 761.75
Close 778.28 780.15 1.87 0.2% 786.16
Range 19.28 5.90 -13.38 -69.4% 30.11
ATR 9.67 9.40 -0.27 -2.8% 0.00
Volume
Daily Pivots for day following 06-Feb-1997
Classic Woodie Camarilla DeMark
R4 796.02 793.98 783.40
R3 790.12 788.08 781.77
R2 784.22 784.22 781.23
R1 782.18 782.18 780.69 783.20
PP 778.32 778.32 778.32 778.83
S1 776.28 776.28 779.61 777.30
S2 772.42 772.42 779.07
S3 766.52 770.38 778.53
S4 760.62 764.48 776.91
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
5 792.71 773.43 19.28 2.5% 8.50 1.1% 35% False False
10 792.71 761.75 30.96 4.0% 9.37 1.2% 59% False False
20 794.67 746.92 47.75 6.1% 9.41 1.2% 70% False False
40 794.67 716.69 77.98 10.0% 9.85 1.3% 81% False False
60 794.67 716.69 77.98 10.0% 8.97 1.1% 81% False False
80 794.67 696.22 98.45 12.6% 8.26 1.1% 85% False False
100 794.67 679.06 115.61 14.8% 7.63 1.0% 87% False False
120 794.67 643.97 150.70 19.3% 7.34 0.9% 90% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 805.43
2.618 795.80
1.618 789.90
1.000 786.25
0.618 784.00
HIGH 780.35
0.618 778.10
0.500 777.40
0.382 776.70
LOW 774.45
0.618 770.80
1.000 768.55
1.618 764.90
2.618 759.00
4.250 749.38
Fisher Pivots for day following 06-Feb-1997
Pivot 1 day 3 day
R1 779.23 783.07
PP 778.32 782.10
S1 777.40 781.12

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

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