S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Mar-1997
Day Change Summary
Previous Current
28-Feb-1997 03-Mar-1997 Change Change % Previous Week
Open 794.94 790.48 -4.46 -0.6% 801.11
High 795.70 795.31 -0.39 0.0% 813.45
Low 788.50 785.66 -2.84 -0.4% 788.50
Close 790.82 795.31 4.49 0.6% 790.82
Range 7.20 9.65 2.45 34.0% 24.95
ATR 9.35 9.37 0.02 0.2% 0.00
Volume
Daily Pivots for day following 03-Mar-1997
Classic Woodie Camarilla DeMark
R4 821.04 817.83 800.62
R3 811.39 808.18 797.96
R2 801.74 801.74 797.08
R1 798.53 798.53 796.19 800.14
PP 792.09 792.09 792.09 792.90
S1 788.88 788.88 794.43 790.49
S2 782.44 782.44 793.54
S3 772.79 779.23 792.66
S4 763.14 769.58 790.00
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
5 813.45 785.66 27.79 3.5% 9.57 1.2% 35% False True
10 817.68 785.66 32.02 4.0% 9.36 1.2% 30% False True
20 817.68 773.43 44.25 5.6% 9.24 1.2% 49% False False
40 817.68 742.18 75.50 9.5% 9.40 1.2% 70% False False
60 817.68 716.69 100.99 12.7% 9.72 1.2% 78% False False
80 817.68 712.83 104.85 13.2% 8.94 1.1% 79% False False
100 817.68 693.34 124.34 15.6% 8.32 1.0% 82% False False
120 817.68 661.79 155.89 19.6% 7.84 1.0% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 836.32
2.618 820.57
1.618 810.92
1.000 804.96
0.618 801.27
HIGH 795.31
0.618 791.62
0.500 790.49
0.382 789.35
LOW 785.66
0.618 779.70
1.000 776.01
1.618 770.05
2.618 760.40
4.250 744.65
Fisher Pivots for day following 03-Mar-1997
Pivot 1 day 3 day
R1 793.70 795.67
PP 792.09 795.55
S1 790.49 795.43

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

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