S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Apr-1997
Day Change Summary
Previous Current
02-Apr-1997 03-Apr-1997 Change Change % Previous Week
Open 759.64 749.72 -9.92 -1.3% 783.85
High 759.65 751.04 -8.61 -1.1% 798.11
Low 747.59 744.40 -3.19 -0.4% 767.32
Close 750.11 750.32 0.21 0.0% 773.88
Range 12.06 6.64 -5.42 -44.9% 30.79
ATR 11.05 10.73 -0.31 -2.9% 0.00
Volume
Daily Pivots for day following 03-Apr-1997
Classic Woodie Camarilla DeMark
R4 768.51 766.05 753.97
R3 761.87 759.41 752.15
R2 755.23 755.23 751.54
R1 752.77 752.77 750.93 754.00
PP 748.59 748.59 748.59 749.20
S1 746.13 746.13 749.71 747.36
S2 741.95 741.95 749.10
S3 735.31 739.49 748.49
S4 728.67 732.85 746.67
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
5 792.58 744.40 48.18 6.4% 14.39 1.9% 12% False True
10 798.11 744.40 53.71 7.2% 11.20 1.5% 11% False True
20 814.90 744.40 70.50 9.4% 10.62 1.4% 8% False True
40 817.68 744.40 73.28 9.8% 10.19 1.4% 8% False True
60 817.68 744.40 73.28 9.8% 9.80 1.3% 8% False True
80 817.68 716.69 100.99 13.5% 9.91 1.3% 33% False False
100 817.68 716.69 100.99 13.5% 9.29 1.2% 33% False False
120 817.68 694.61 123.07 16.4% 8.78 1.2% 45% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.72
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 779.26
2.618 768.42
1.618 761.78
1.000 757.68
0.618 755.14
HIGH 751.04
0.618 748.50
0.500 747.72
0.382 746.94
LOW 744.40
0.618 740.30
1.000 737.76
1.618 733.66
2.618 727.02
4.250 716.18
Fisher Pivots for day following 03-Apr-1997
Pivot 1 day 3 day
R1 749.45 752.95
PP 748.59 752.07
S1 747.72 751.20

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

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