S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Mar-1997
Day Change Summary
Previous Current
26-Mar-1997 27-Mar-1997 Change Change % Previous Week
Open 789.13 790.97 1.84 0.2% 792.78
High 794.89 792.58 -2.31 -0.3% 798.18
Low 786.77 767.32 -19.45 -2.5% 778.04
Close 790.50 773.88 -16.62 -2.1% 784.10
Range 8.12 25.26 17.14 211.1% 20.14
ATR 9.38 10.51 1.13 12.1% 0.00
Volume
Daily Pivots for day following 27-Mar-1997
Classic Woodie Camarilla DeMark
R4 853.71 839.05 787.77
R3 828.45 813.79 780.83
R2 803.19 803.19 778.51
R1 788.53 788.53 776.20 783.23
PP 777.93 777.93 777.93 775.28
S1 763.27 763.27 771.56 757.97
S2 752.67 752.67 769.25
S3 727.41 738.01 766.93
S4 702.15 712.75 759.99
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
5 798.11 767.32 30.79 4.0% 11.42 1.5% 21% False True
10 798.18 767.32 30.86 4.0% 11.03 1.4% 21% False True
20 814.90 767.32 47.58 6.1% 10.13 1.3% 14% False True
40 817.68 767.32 50.36 6.5% 9.74 1.3% 13% False True
60 817.68 729.55 88.13 11.4% 9.77 1.3% 50% False False
80 817.68 716.69 100.99 13.0% 9.91 1.3% 57% False False
100 817.68 702.84 114.84 14.8% 9.13 1.2% 62% False False
120 817.68 693.34 124.34 16.1% 8.56 1.1% 65% 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 1.94
Widest range in 177 trading days
Fibonacci Retracements and Extensions
4.250 899.94
2.618 858.71
1.618 833.45
1.000 817.84
0.618 808.19
HIGH 792.58
0.618 782.93
0.500 779.95
0.382 776.97
LOW 767.32
0.618 751.71
1.000 742.06
1.618 726.45
2.618 701.19
4.250 659.97
Fisher Pivots for day following 27-Mar-1997
Pivot 1 day 3 day
R1 779.95 782.72
PP 777.93 779.77
S1 775.90 776.83

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

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