S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Feb-1997
Day Change Summary
Previous Current
18-Feb-1997 19-Feb-1997 Change Change % Previous Week
Open 808.60 816.08 7.48 0.9% 789.77
High 816.29 817.68 1.39 0.2% 812.93
Low 806.34 811.20 4.86 0.6% 780.95
Close 816.29 812.49 -3.80 -0.5% 808.48
Range 9.95 6.48 -3.47 -34.9% 31.98
ATR 9.38 9.17 -0.21 -2.2% 0.00
Volume
Daily Pivots for day following 19-Feb-1997
Classic Woodie Camarilla DeMark
R4 833.23 829.34 816.05
R3 826.75 822.86 814.27
R2 820.27 820.27 813.68
R1 816.38 816.38 813.08 815.09
PP 813.79 813.79 813.79 813.14
S1 809.90 809.90 811.90 808.61
S2 807.31 807.31 811.30
S3 800.83 803.42 810.71
S4 794.35 796.94 808.93
Weekly Pivots for week ending 14-Feb-1997
Classic Woodie Camarilla DeMark
R4 896.73 884.58 826.07
R3 864.75 852.60 817.27
R2 832.77 832.77 814.34
R1 820.62 820.62 811.41 826.70
PP 800.79 800.79 800.79 803.82
S1 788.64 788.64 805.55 794.72
S2 768.81 768.81 802.62
S3 736.83 756.66 799.69
S4 704.85 724.68 790.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 817.68 789.59 28.09 3.5% 8.76 1.1% 82% True False
10 817.68 773.43 44.25 5.4% 9.80 1.2% 88% True False
20 817.68 761.75 55.93 6.9% 9.56 1.2% 91% True False
40 817.68 729.55 88.13 10.8% 9.10 1.1% 94% True False
60 817.68 716.69 100.99 12.4% 9.46 1.2% 95% True False
80 817.68 696.22 121.46 14.9% 8.57 1.1% 96% True False
100 817.68 683.73 133.95 16.5% 7.94 1.0% 96% True False
120 817.68 643.97 173.71 21.4% 7.69 0.9% 97% True 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 845.22
2.618 834.64
1.618 828.16
1.000 824.16
0.618 821.68
HIGH 817.68
0.618 815.20
0.500 814.44
0.382 813.68
LOW 811.20
0.618 807.20
1.000 804.72
1.618 800.72
2.618 794.24
4.250 783.66
Fisher Pivots for day following 19-Feb-1997
Pivot 1 day 3 day
R1 814.44 812.33
PP 813.79 812.17
S1 813.14 812.01

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

View Archives - Comment on this page... - Back to Index of Symbols