S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Feb-1997
Day Change Summary
Previous Current
26-Feb-1997 27-Feb-1997 Change Change % Previous Week
Open 812.09 805.35 -6.74 -0.8% 808.60
High 812.71 805.68 -7.03 -0.9% 817.68
Low 798.15 795.06 -3.09 -0.4% 799.99
Close 805.68 795.07 -10.61 -1.3% 801.77
Range 14.56 10.62 -3.94 -27.1% 17.69
ATR 9.43 9.52 0.08 0.9% 0.00
Volume
Daily Pivots for day following 27-Feb-1997
Classic Woodie Camarilla DeMark
R4 830.46 823.39 800.91
R3 819.84 812.77 797.99
R2 809.22 809.22 797.02
R1 802.15 802.15 796.04 800.38
PP 798.60 798.60 798.60 797.72
S1 791.53 791.53 794.10 789.76
S2 787.98 787.98 793.12
S3 777.36 780.91 792.15
S4 766.74 770.29 789.23
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
5 813.45 795.06 18.39 2.3% 9.63 1.2% 0% False True
10 817.68 795.06 22.62 2.8% 9.09 1.1% 0% False True
20 817.68 772.50 45.18 5.7% 9.36 1.2% 50% False False
40 817.68 729.55 88.13 11.1% 9.59 1.2% 74% False False
60 817.68 716.69 100.99 12.7% 9.84 1.2% 78% False False
80 817.68 702.84 114.84 14.4% 8.88 1.1% 80% False False
100 817.68 693.34 124.34 15.6% 8.24 1.0% 82% False False
120 817.68 655.68 162.00 20.4% 7.80 1.0% 86% 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 False
Bear Hook False
Bull Hook False
Stretch 1.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 850.82
2.618 833.48
1.618 822.86
1.000 816.30
0.618 812.24
HIGH 805.68
0.618 801.62
0.500 800.37
0.382 799.12
LOW 795.06
0.618 788.50
1.000 784.44
1.618 777.88
2.618 767.26
4.250 749.93
Fisher Pivots for day following 27-Feb-1997
Pivot 1 day 3 day
R1 800.37 804.26
PP 798.60 801.19
S1 796.84 798.13

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

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