S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Mar-1997
Day Change Summary
Previous Current
18-Mar-1997 19-Mar-1997 Change Change % Previous Week
Open 795.95 788.93 -7.02 -0.9% 804.90
High 798.18 791.59 -6.59 -0.8% 814.90
Low 785.47 780.03 -5.44 -0.7% 789.44
Close 789.66 785.77 -3.89 -0.5% 793.17
Range 12.71 11.56 -1.15 -9.0% 25.46
ATR 9.82 9.95 0.12 1.3% 0.00
Volume
Daily Pivots for day following 19-Mar-1997
Classic Woodie Camarilla DeMark
R4 820.48 814.68 792.13
R3 808.92 803.12 788.95
R2 797.36 797.36 787.89
R1 791.56 791.56 786.83 788.68
PP 785.80 785.80 785.80 784.36
S1 780.00 780.00 784.71 777.12
S2 774.24 774.24 783.65
S3 762.68 768.44 782.59
S4 751.12 756.88 779.41
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
5 804.26 780.03 24.23 3.1% 11.94 1.5% 24% False True
10 814.90 780.03 34.87 4.4% 10.04 1.3% 16% False True
20 814.90 780.03 34.87 4.4% 9.87 1.3% 16% False True
40 817.68 761.75 55.93 7.1% 9.72 1.2% 43% False False
60 817.68 729.55 88.13 11.2% 9.36 1.2% 64% False False
80 817.68 716.69 100.99 12.9% 9.56 1.2% 68% False False
100 817.68 696.22 121.46 15.5% 8.83 1.1% 74% False False
120 817.68 683.73 133.95 17.0% 8.26 1.1% 76% 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 1.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 840.72
2.618 821.85
1.618 810.29
1.000 803.15
0.618 798.73
HIGH 791.59
0.618 787.17
0.500 785.81
0.382 784.45
LOW 780.03
0.618 772.89
1.000 768.47
1.618 761.33
2.618 749.77
4.250 730.90
Fisher Pivots for day following 19-Mar-1997
Pivot 1 day 3 day
R1 785.81 789.11
PP 785.80 787.99
S1 785.78 786.88

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

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