S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Mar-1997
Day Change Summary
Previous Current
13-Mar-1997 14-Mar-1997 Change Change % Previous Week
Open 803.89 789.97 -13.92 -1.7% 804.90
High 804.26 796.88 -7.38 -0.9% 814.90
Low 789.44 789.56 0.12 0.0% 789.44
Close 789.56 793.17 3.61 0.5% 793.17
Range 14.82 7.32 -7.50 -50.6% 25.46
ATR 9.47 9.32 -0.15 -1.6% 0.00
Volume
Daily Pivots for day following 14-Mar-1997
Classic Woodie Camarilla DeMark
R4 815.16 811.49 797.20
R3 807.84 804.17 795.18
R2 800.52 800.52 794.51
R1 796.85 796.85 793.84 798.69
PP 793.20 793.20 793.20 794.12
S1 789.53 789.53 792.50 791.37
S2 785.88 785.88 791.83
S3 778.56 782.21 791.16
S4 771.24 774.89 789.14
Weekly Pivots for week ending 14-Mar-1997
Classic Woodie Camarilla DeMark
R4 875.55 859.82 807.17
R3 850.09 834.36 800.17
R2 824.63 824.63 797.84
R1 808.90 808.90 795.50 804.04
PP 799.17 799.17 799.17 796.74
S1 783.44 783.44 790.84 778.58
S2 773.71 773.71 788.50
S3 748.25 757.98 786.17
S4 722.79 732.52 779.17
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% 9.31 1.2% 15% False False
10 814.90 785.66 29.24 3.7% 9.24 1.2% 26% False False
20 817.68 785.66 32.02 4.0% 9.02 1.1% 23% False False
40 817.68 761.75 55.93 7.1% 9.38 1.2% 56% False False
60 817.68 726.04 91.64 11.6% 9.25 1.2% 73% False False
80 817.68 716.69 100.99 12.7% 9.29 1.2% 76% False False
100 817.68 696.22 121.46 15.3% 8.63 1.1% 80% False False
120 817.68 683.54 134.14 16.9% 8.09 1.0% 82% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 827.99
2.618 816.04
1.618 808.72
1.000 804.20
0.618 801.40
HIGH 796.88
0.618 794.08
0.500 793.22
0.382 792.36
LOW 789.56
0.618 785.04
1.000 782.24
1.618 777.72
2.618 770.40
4.250 758.45
Fisher Pivots for day following 14-Mar-1997
Pivot 1 day 3 day
R1 793.22 800.39
PP 793.20 797.98
S1 793.19 795.58

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

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