S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Apr-1997
Day Change Summary
Previous Current
21-Apr-1997 22-Apr-1997 Change Change % Previous Week
Open 766.23 760.52 -5.71 -0.7% 737.91
High 767.39 774.64 7.25 0.9% 768.55
Low 756.38 759.90 3.52 0.5% 733.54
Close 760.37 774.61 14.24 1.9% 766.34
Range 11.01 14.74 3.73 33.9% 35.01
ATR 10.43 10.74 0.31 3.0% 0.00
Volume
Daily Pivots for day following 22-Apr-1997
Classic Woodie Camarilla DeMark
R4 813.94 809.01 782.72
R3 799.20 794.27 778.66
R2 784.46 784.46 777.31
R1 779.53 779.53 775.96 782.00
PP 769.72 769.72 769.72 770.95
S1 764.79 764.79 773.26 767.26
S2 754.98 754.98 771.91
S3 740.24 750.05 770.56
S4 725.50 735.31 766.50
Weekly Pivots for week ending 18-Apr-1997
Classic Woodie Camarilla DeMark
R4 861.17 848.77 785.60
R3 826.16 813.76 775.97
R2 791.15 791.15 772.76
R1 778.75 778.75 769.55 784.95
PP 756.14 756.14 756.14 759.25
S1 743.74 743.74 763.13 749.94
S2 721.13 721.13 759.92
S3 686.12 708.73 756.71
S4 651.11 673.72 747.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 774.64 751.99 22.65 2.9% 10.30 1.3% 100% True False
10 774.64 733.54 41.10 5.3% 10.99 1.4% 100% True False
20 798.11 733.54 64.57 8.3% 11.42 1.5% 64% False False
40 814.90 733.54 81.36 10.5% 10.47 1.4% 50% False False
60 817.68 733.54 84.14 10.9% 10.07 1.3% 49% False False
80 817.68 729.55 88.13 11.4% 9.94 1.3% 51% False False
100 817.68 716.69 100.99 13.0% 9.91 1.3% 57% False False
120 817.68 700.05 117.63 15.2% 9.29 1.2% 63% 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 2.03
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 837.29
2.618 813.23
1.618 798.49
1.000 789.38
0.618 783.75
HIGH 774.64
0.618 769.01
0.500 767.27
0.382 765.53
LOW 759.90
0.618 750.79
1.000 745.16
1.618 736.05
2.618 721.31
4.250 697.26
Fisher Pivots for day following 22-Apr-1997
Pivot 1 day 3 day
R1 772.16 771.58
PP 769.72 768.54
S1 767.27 765.51

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

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