S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Mar-1997
Day Change Summary
Previous Current
27-Mar-1997 31-Mar-1997 Change Change % Previous Week
Open 790.97 773.54 -17.43 -2.2% 783.85
High 792.58 773.88 -18.70 -2.4% 798.11
Low 767.32 756.13 -11.19 -1.5% 767.32
Close 773.88 757.12 -16.76 -2.2% 773.88
Range 25.26 17.75 -7.51 -29.7% 30.79
ATR 10.51 11.03 0.52 4.9% 0.00
Volume
Daily Pivots for day following 31-Mar-1997
Classic Woodie Camarilla DeMark
R4 815.63 804.12 766.88
R3 797.88 786.37 762.00
R2 780.13 780.13 760.37
R1 768.62 768.62 758.75 765.50
PP 762.38 762.38 762.38 760.82
S1 750.87 750.87 755.49 747.75
S2 744.63 744.63 753.87
S3 726.88 733.12 752.24
S4 709.13 715.37 747.36
Weekly Pivots for week ending 28-Mar-1997
Classic Woodie Camarilla DeMark
R4 872.14 853.80 790.81
R3 841.35 823.01 782.35
R2 810.56 810.56 779.52
R1 792.22 792.22 776.70 786.00
PP 779.77 779.77 779.77 776.66
S1 761.43 761.43 771.06 755.21
S2 748.98 748.98 768.24
S3 718.19 730.64 765.41
S4 687.40 699.85 756.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 798.11 756.13 41.98 5.5% 14.21 1.9% 2% False True
10 798.18 756.13 42.05 5.6% 12.07 1.6% 2% False True
20 814.90 756.13 58.77 7.8% 10.66 1.4% 2% False True
40 817.68 756.13 61.55 8.1% 9.90 1.3% 2% False True
60 817.68 737.01 80.67 10.7% 9.84 1.3% 25% False False
80 817.68 716.69 100.99 13.3% 9.96 1.3% 40% False False
100 817.68 706.73 110.95 14.7% 9.26 1.2% 45% False False
120 817.68 693.34 124.34 16.4% 8.68 1.1% 51% 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 1.94
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 849.32
2.618 820.35
1.618 802.60
1.000 791.63
0.618 784.85
HIGH 773.88
0.618 767.10
0.500 765.01
0.382 762.91
LOW 756.13
0.618 745.16
1.000 738.38
1.618 727.41
2.618 709.66
4.250 680.69
Fisher Pivots for day following 31-Mar-1997
Pivot 1 day 3 day
R1 765.01 775.51
PP 762.38 769.38
S1 759.75 763.25

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

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