S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Feb-1997
Day Change Summary
Previous Current
20-Feb-1997 21-Feb-1997 Change Change % Previous Week
Open 812.13 802.74 -9.39 -1.2% 808.60
High 812.49 804.94 -7.55 -0.9% 817.68
Low 800.35 799.99 -0.36 0.0% 799.99
Close 802.80 801.77 -1.03 -0.1% 801.77
Range 12.14 4.95 -7.19 -59.2% 17.69
ATR 9.38 9.06 -0.32 -3.4% 0.00
Volume
Daily Pivots for day following 21-Feb-1997
Classic Woodie Camarilla DeMark
R4 817.08 814.38 804.49
R3 812.13 809.43 803.13
R2 807.18 807.18 802.68
R1 804.48 804.48 802.22 803.36
PP 802.23 802.23 802.23 801.67
S1 799.53 799.53 801.32 798.41
S2 797.28 797.28 800.86
S3 792.33 794.58 800.41
S4 787.38 789.63 799.05
Weekly Pivots for week ending 21-Feb-1997
Classic Woodie Camarilla DeMark
R4 859.55 848.35 811.50
R3 841.86 830.66 806.63
R2 824.17 824.17 805.01
R1 812.97 812.97 803.39 809.73
PP 806.48 806.48 806.48 804.86
S1 795.28 795.28 800.15 792.04
S2 788.79 788.79 798.53
S3 771.10 777.59 796.91
S4 753.41 759.90 792.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 817.68 799.99 17.69 2.2% 7.51 0.9% 10% False True
10 817.68 778.19 39.49 4.9% 8.99 1.1% 60% False False
20 817.68 761.75 55.93 7.0% 9.18 1.1% 72% False False
40 817.68 729.55 88.13 11.0% 9.25 1.2% 82% False False
60 817.68 716.69 100.99 12.6% 9.49 1.2% 84% False False
80 817.68 696.22 121.46 15.1% 8.64 1.1% 87% False False
100 817.68 684.44 133.24 16.6% 8.04 1.0% 88% False False
120 817.68 643.97 173.71 21.7% 7.69 1.0% 91% False False
Crabel Price Patterns
NR True
NR4 True
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 1.72
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 825.98
2.618 817.90
1.618 812.95
1.000 809.89
0.618 808.00
HIGH 804.94
0.618 803.05
0.500 802.47
0.382 801.88
LOW 799.99
0.618 796.93
1.000 795.04
1.618 791.98
2.618 787.03
4.250 778.95
Fisher Pivots for day following 21-Feb-1997
Pivot 1 day 3 day
R1 802.47 808.84
PP 802.23 806.48
S1 802.00 804.13

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

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