S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jul-1997
Day Change Summary
Previous Current
17-Jul-1997 18-Jul-1997 Change Change % Previous Week
Open 936.81 930.55 -6.26 -0.7% 917.08
High 936.96 931.61 -5.35 -0.6% 939.32
Low 927.90 912.90 -15.00 -1.6% 912.02
Close 931.61 915.30 -16.31 -1.8% 915.30
Range 9.06 18.71 9.65 106.5% 27.30
ATR 11.58 12.09 0.51 4.4% 0.00
Volume
Daily Pivots for day following 18-Jul-1997
Classic Woodie Camarilla DeMark
R4 976.07 964.39 925.59
R3 957.36 945.68 920.45
R2 938.65 938.65 918.73
R1 926.97 926.97 917.02 923.46
PP 919.94 919.94 919.94 918.18
S1 908.26 908.26 913.58 904.75
S2 901.23 901.23 911.87
S3 882.52 889.55 910.15
S4 863.81 870.84 905.01
Weekly Pivots for week ending 18-Jul-1997
Classic Woodie Camarilla DeMark
R4 1,004.11 987.01 930.32
R3 976.81 959.71 922.81
R2 949.51 949.51 920.31
R1 932.41 932.41 917.80 927.31
PP 922.21 922.21 922.21 919.67
S1 905.11 905.11 912.80 900.01
S2 894.91 894.91 910.30
S3 867.61 877.81 907.79
S4 840.31 850.51 900.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.32 912.02 27.30 3.0% 12.54 1.4% 12% False False
10 939.32 902.48 36.84 4.0% 12.19 1.3% 35% False False
20 939.32 878.43 60.89 6.7% 12.90 1.4% 61% False False
40 939.32 831.87 107.45 11.7% 11.29 1.2% 78% False False
60 939.32 763.30 176.02 19.2% 11.55 1.3% 86% False False
80 939.32 733.54 205.78 22.5% 11.48 1.3% 88% False False
100 939.32 733.54 205.78 22.5% 11.12 1.2% 88% False False
120 939.32 733.54 205.78 22.5% 10.81 1.2% 88% 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 2.53
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,011.13
2.618 980.59
1.618 961.88
1.000 950.32
0.618 943.17
HIGH 931.61
0.618 924.46
0.500 922.26
0.382 920.05
LOW 912.90
0.618 901.34
1.000 894.19
1.618 882.63
2.618 863.92
4.250 833.38
Fisher Pivots for day following 18-Jul-1997
Pivot 1 day 3 day
R1 922.26 926.11
PP 919.94 922.51
S1 917.62 918.90

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

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