S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Apr-1997
Day Change Summary
Previous Current
03-Apr-1997 04-Apr-1997 Change Change % Previous Week
Open 749.72 749.74 0.02 0.0% 773.54
High 751.04 757.90 6.86 0.9% 773.88
Low 744.40 744.04 -0.36 0.0% 744.04
Close 750.32 757.90 7.58 1.0% 757.90
Range 6.64 13.86 7.22 108.7% 29.84
ATR 10.73 10.96 0.22 2.1% 0.00
Volume
Daily Pivots for day following 04-Apr-1997
Classic Woodie Camarilla DeMark
R4 794.86 790.24 765.52
R3 781.00 776.38 761.71
R2 767.14 767.14 760.44
R1 762.52 762.52 759.17 764.83
PP 753.28 753.28 753.28 754.44
S1 748.66 748.66 756.63 750.97
S2 739.42 739.42 755.36
S3 725.56 734.80 754.09
S4 711.70 720.94 750.28
Weekly Pivots for week ending 04-Apr-1997
Classic Woodie Camarilla DeMark
R4 848.13 832.85 774.31
R3 818.29 803.01 766.11
R2 788.45 788.45 763.37
R1 773.17 773.17 760.64 765.89
PP 758.61 758.61 758.61 754.97
S1 743.33 743.33 755.16 736.05
S2 728.77 728.77 752.43
S3 698.93 713.49 749.69
S4 669.09 683.65 741.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 773.88 744.04 29.84 3.9% 12.11 1.6% 46% False True
10 798.11 744.04 54.07 7.1% 11.77 1.6% 26% False True
20 814.90 744.04 70.86 9.3% 10.98 1.4% 20% False True
40 817.68 744.04 73.64 9.7% 10.05 1.3% 19% False True
60 817.68 744.04 73.64 9.7% 9.89 1.3% 19% False True
80 817.68 716.69 100.99 13.3% 9.96 1.3% 41% False False
100 817.68 716.69 100.99 13.3% 9.37 1.2% 41% False False
120 817.68 696.22 121.46 16.0% 8.84 1.2% 51% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 816.81
2.618 794.19
1.618 780.33
1.000 771.76
0.618 766.47
HIGH 757.90
0.618 752.61
0.500 750.97
0.382 749.33
LOW 744.04
0.618 735.47
1.000 730.18
1.618 721.61
2.618 707.75
4.250 685.14
Fisher Pivots for day following 04-Apr-1997
Pivot 1 day 3 day
R1 755.59 755.88
PP 753.28 753.86
S1 750.97 751.85

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

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