S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Mar-1997
Day Change Summary
Previous Current
24-Mar-1997 25-Mar-1997 Change Change % Previous Week
Open 783.85 791.29 7.44 0.9% 792.78
High 791.01 798.11 7.10 0.9% 798.18
Low 780.79 788.39 7.60 1.0% 778.04
Close 790.89 789.07 -1.82 -0.2% 784.10
Range 10.22 9.72 -0.50 -4.9% 20.14
ATR 9.45 9.47 0.02 0.2% 0.00
Volume
Daily Pivots for day following 25-Mar-1997
Classic Woodie Camarilla DeMark
R4 821.02 814.76 794.42
R3 811.30 805.04 791.74
R2 801.58 801.58 790.85
R1 795.32 795.32 789.96 793.59
PP 791.86 791.86 791.86 790.99
S1 785.60 785.60 788.18 783.87
S2 782.14 782.14 787.29
S3 772.42 775.88 786.40
S4 762.70 766.16 783.72
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
5 798.11 778.04 20.07 2.5% 8.71 1.1% 55% True False
10 811.34 778.04 33.30 4.2% 10.20 1.3% 33% False False
20 814.90 778.04 36.86 4.7% 9.72 1.2% 30% False False
40 817.68 761.75 55.93 7.1% 9.47 1.2% 49% False False
60 817.68 729.55 88.13 11.2% 9.54 1.2% 68% False False
80 817.68 716.69 100.99 12.8% 9.60 1.2% 72% False False
100 817.68 700.35 117.33 14.9% 8.93 1.1% 76% False False
120 817.68 691.78 125.90 16.0% 8.38 1.1% 77% 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 True
Stretch 1.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 839.42
2.618 823.56
1.618 813.84
1.000 807.83
0.618 804.12
HIGH 798.11
0.618 794.40
0.500 793.25
0.382 792.10
LOW 788.39
0.618 782.38
1.000 778.67
1.618 772.66
2.618 762.94
4.250 747.08
Fisher Pivots for day following 25-Mar-1997
Pivot 1 day 3 day
R1 793.25 789.45
PP 791.86 789.32
S1 790.46 789.20

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

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