S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Feb-1997
Day Change Summary
Previous Current
10-Feb-1997 11-Feb-1997 Change Change % Previous Week
Open 789.77 786.15 -3.62 -0.5% 786.48
High 793.46 789.60 -3.86 -0.5% 792.71
Low 784.69 780.95 -3.74 -0.5% 773.43
Close 785.43 789.59 4.16 0.5% 789.56
Range 8.77 8.65 -0.12 -1.4% 19.28
ATR 9.50 9.44 -0.06 -0.6% 0.00
Volume
Daily Pivots for day following 11-Feb-1997
Classic Woodie Camarilla DeMark
R4 812.66 809.78 794.35
R3 804.01 801.13 791.97
R2 795.36 795.36 791.18
R1 792.48 792.48 790.38 793.92
PP 786.71 786.71 786.71 787.44
S1 783.83 783.83 788.80 785.27
S2 778.06 778.06 788.00
S3 769.41 775.18 787.21
S4 760.76 766.53 784.83
Weekly Pivots for week ending 07-Feb-1997
Classic Woodie Camarilla DeMark
R4 843.07 835.60 800.16
R3 823.79 816.32 794.86
R2 804.51 804.51 793.09
R1 797.04 797.04 791.33 800.78
PP 785.23 785.23 785.23 787.10
S1 777.76 777.76 787.79 781.50
S2 765.95 765.95 786.03
S3 746.67 758.48 784.26
S4 727.39 739.20 778.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 793.46 773.43 20.03 2.5% 10.83 1.4% 81% False False
10 793.46 765.02 28.44 3.6% 9.08 1.1% 86% False False
20 794.67 761.75 32.92 4.2% 9.28 1.2% 85% False False
40 794.67 716.69 77.98 9.9% 9.39 1.2% 93% False False
60 794.67 716.69 77.98 9.9% 9.19 1.2% 93% False False
80 794.67 696.22 98.45 12.5% 8.39 1.1% 95% False False
100 794.67 681.01 113.66 14.4% 7.77 1.0% 96% False False
120 794.67 643.97 150.70 19.1% 7.52 1.0% 97% 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 True
Bear Hook False
Bull Hook False
Stretch 2.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 826.36
2.618 812.25
1.618 803.60
1.000 798.25
0.618 794.95
HIGH 789.60
0.618 786.30
0.500 785.28
0.382 784.25
LOW 780.95
0.618 775.60
1.000 772.30
1.618 766.95
2.618 758.30
4.250 744.19
Fisher Pivots for day following 11-Feb-1997
Pivot 1 day 3 day
R1 788.15 788.34
PP 786.71 787.08
S1 785.28 785.83

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

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