S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Mar-1997
Day Change Summary
Previous Current
12-Mar-1997 13-Mar-1997 Change Change % Previous Week
Open 810.84 803.89 -6.95 -0.9% 790.48
High 811.34 804.26 -7.08 -0.9% 808.19
Low 801.07 789.44 -11.63 -1.5% 785.66
Close 804.26 789.56 -14.70 -1.8% 804.97
Range 10.27 14.82 4.55 44.3% 22.53
ATR 9.06 9.47 0.41 4.5% 0.00
Volume
Daily Pivots for day following 13-Mar-1997
Classic Woodie Camarilla DeMark
R4 838.88 829.04 797.71
R3 824.06 814.22 793.64
R2 809.24 809.24 792.28
R1 799.40 799.40 790.92 796.91
PP 794.42 794.42 794.42 793.18
S1 784.58 784.58 788.20 782.09
S2 779.60 779.60 786.84
S3 764.78 769.76 785.48
S4 749.96 754.94 781.41
Weekly Pivots for week ending 07-Mar-1997
Classic Woodie Camarilla DeMark
R4 867.20 858.61 817.36
R3 844.67 836.08 811.17
R2 822.14 822.14 809.10
R1 813.55 813.55 807.04 817.85
PP 799.61 799.61 799.61 801.75
S1 791.02 791.02 802.90 795.32
S2 777.08 777.08 800.84
S3 754.55 768.49 798.77
S4 732.02 745.96 792.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814.90 789.44 25.46 3.2% 9.77 1.2% 0% False True
10 814.90 785.66 29.24 3.7% 9.23 1.2% 13% False False
20 817.68 785.66 32.02 4.1% 9.16 1.2% 12% False False
40 817.68 761.75 55.93 7.1% 9.37 1.2% 50% False False
60 817.68 716.69 100.99 12.8% 9.31 1.2% 72% False False
80 817.68 716.69 100.99 12.8% 9.26 1.2% 72% False False
100 817.68 696.22 121.46 15.4% 8.62 1.1% 77% False False
120 817.68 681.01 136.67 17.3% 8.08 1.0% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.51
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 867.25
2.618 843.06
1.618 828.24
1.000 819.08
0.618 813.42
HIGH 804.26
0.618 798.60
0.500 796.85
0.382 795.10
LOW 789.44
0.618 780.28
1.000 774.62
1.618 765.46
2.618 750.64
4.250 726.46
Fisher Pivots for day following 13-Mar-1997
Pivot 1 day 3 day
R1 796.85 802.17
PP 794.42 797.97
S1 791.99 793.76

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

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