S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Mar-1997
Day Change Summary
Previous Current
20-Mar-1997 21-Mar-1997 Change Change % Previous Week
Open 785.91 782.97 -2.94 -0.4% 792.78
High 786.29 786.44 0.15 0.0% 798.18
Low 778.04 782.65 4.61 0.6% 778.04
Close 782.65 784.10 1.45 0.2% 784.10
Range 8.25 3.79 -4.46 -54.1% 20.14
ATR 9.83 9.40 -0.43 -4.4% 0.00
Volume
Daily Pivots for day following 21-Mar-1997
Classic Woodie Camarilla DeMark
R4 795.77 793.72 786.18
R3 791.98 789.93 785.14
R2 788.19 788.19 784.79
R1 786.14 786.14 784.45 787.17
PP 784.40 784.40 784.40 784.91
S1 782.35 782.35 783.75 783.38
S2 780.61 780.61 783.41
S3 776.82 778.56 783.06
S4 773.03 774.77 782.02
Weekly Pivots for week ending 21-Mar-1997
Classic Woodie Camarilla DeMark
R4 847.19 835.79 795.18
R3 827.05 815.65 789.64
R2 806.91 806.91 787.79
R1 795.51 795.51 785.95 791.14
PP 786.77 786.77 786.77 784.59
S1 775.37 775.37 782.25 771.00
S2 766.63 766.63 780.41
S3 746.49 755.23 778.56
S4 726.35 735.09 773.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 798.18 778.04 20.14 2.6% 9.92 1.3% 30% False False
10 814.90 778.04 36.86 4.7% 9.62 1.2% 16% False False
20 814.90 778.04 36.86 4.7% 9.62 1.2% 16% False False
40 817.68 761.75 55.93 7.1% 9.40 1.2% 40% False False
60 817.68 729.55 88.13 11.2% 9.37 1.2% 62% False False
80 817.68 716.69 100.99 12.9% 9.52 1.2% 67% False False
100 817.68 696.22 121.46 15.5% 8.84 1.1% 72% False False
120 817.68 684.44 133.24 17.0% 8.30 1.1% 75% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.28
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 802.55
2.618 796.36
1.618 792.57
1.000 790.23
0.618 788.78
HIGH 786.44
0.618 784.99
0.500 784.55
0.382 784.10
LOW 782.65
0.618 780.31
1.000 778.86
1.618 776.52
2.618 772.73
4.250 766.54
Fisher Pivots for day following 21-Mar-1997
Pivot 1 day 3 day
R1 784.55 784.82
PP 784.40 784.58
S1 784.25 784.34

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

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