S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Feb-1997
Day Change Summary
Previous Current
27-Feb-1997 28-Feb-1997 Change Change % Previous Week
Open 805.35 794.94 -10.41 -1.3% 801.11
High 805.68 795.70 -9.98 -1.2% 813.45
Low 795.06 788.50 -6.56 -0.8% 788.50
Close 795.07 790.82 -4.25 -0.5% 790.82
Range 10.62 7.20 -3.42 -32.2% 24.95
ATR 9.52 9.35 -0.17 -1.7% 0.00
Volume
Daily Pivots for day following 28-Feb-1997
Classic Woodie Camarilla DeMark
R4 813.27 809.25 794.78
R3 806.07 802.05 792.80
R2 798.87 798.87 792.14
R1 794.85 794.85 791.48 793.26
PP 791.67 791.67 791.67 790.88
S1 787.65 787.65 790.16 786.06
S2 784.47 784.47 789.50
S3 777.27 780.45 788.84
S4 770.07 773.25 786.86
Weekly Pivots for week ending 28-Feb-1997
Classic Woodie Camarilla DeMark
R4 872.44 856.58 804.54
R3 847.49 831.63 797.68
R2 822.54 822.54 795.39
R1 806.68 806.68 793.11 802.14
PP 797.59 797.59 797.59 795.32
S1 781.73 781.73 788.53 777.19
S2 772.64 772.64 786.25
S3 747.69 756.78 783.96
S4 722.74 731.83 777.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 813.45 788.50 24.95 3.2% 10.08 1.3% 9% False True
10 817.68 788.50 29.18 3.7% 8.80 1.1% 8% False True
20 817.68 773.43 44.25 5.6% 9.14 1.2% 39% False False
40 817.68 737.01 80.67 10.2% 9.44 1.2% 67% False False
60 817.68 716.69 100.99 12.8% 9.72 1.2% 73% False False
80 817.68 706.73 110.95 14.0% 8.92 1.1% 76% False False
100 817.68 693.34 124.34 15.7% 8.29 1.0% 78% False False
120 817.68 661.55 156.13 19.7% 7.80 1.0% 83% 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 1.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 826.30
2.618 814.55
1.618 807.35
1.000 802.90
0.618 800.15
HIGH 795.70
0.618 792.95
0.500 792.10
0.382 791.25
LOW 788.50
0.618 784.05
1.000 781.30
1.618 776.85
2.618 769.65
4.250 757.90
Fisher Pivots for day following 28-Feb-1997
Pivot 1 day 3 day
R1 792.10 800.61
PP 791.67 797.34
S1 791.25 794.08

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

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