S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Sep-1997
Day Change Summary
Previous Current
04-Sep-1997 05-Sep-1997 Change Change % Previous Week
Open 927.85 931.53 3.68 0.4% 899.46
High 933.36 940.37 7.01 0.8% 940.37
Low 925.59 924.05 -1.54 -0.2% 899.46
Close 930.87 929.05 -1.82 -0.2% 929.05
Range 7.77 16.32 8.55 110.0% 40.91
ATR 14.40 14.53 0.14 1.0% 0.00
Volume
Daily Pivots for day following 05-Sep-1997
Classic Woodie Camarilla DeMark
R4 980.12 970.90 938.03
R3 963.80 954.58 933.54
R2 947.48 947.48 932.04
R1 938.26 938.26 930.55 934.71
PP 931.16 931.16 931.16 929.38
S1 921.94 921.94 927.55 918.39
S2 914.84 914.84 926.06
S3 898.52 905.62 924.56
S4 882.20 889.30 920.07
Weekly Pivots for week ending 05-Sep-1997
Classic Woodie Camarilla DeMark
R4 1,045.69 1,028.28 951.55
R3 1,004.78 987.37 940.30
R2 963.87 963.87 936.55
R1 946.46 946.46 932.80 955.17
PP 922.96 922.96 922.96 927.31
S1 905.55 905.55 925.30 914.26
S2 882.05 882.05 921.55
S3 841.14 864.64 917.80
S4 800.23 823.73 906.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 940.37 896.82 43.55 4.7% 14.34 1.5% 74% True False
10 940.37 896.82 43.55 4.7% 14.54 1.6% 74% True False
20 951.19 893.34 57.85 6.2% 16.16 1.7% 62% False False
40 964.17 893.34 70.83 7.6% 13.77 1.5% 50% False False
60 964.17 869.01 95.16 10.2% 13.33 1.4% 63% False False
80 964.17 826.42 137.75 14.8% 12.47 1.3% 75% False False
100 964.17 751.99 212.18 22.8% 12.32 1.3% 83% False False
120 964.17 733.54 230.63 24.8% 12.13 1.3% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,009.73
2.618 983.10
1.618 966.78
1.000 956.69
0.618 950.46
HIGH 940.37
0.618 934.14
0.500 932.21
0.382 930.28
LOW 924.05
0.618 913.96
1.000 907.73
1.618 897.64
2.618 881.32
4.250 854.69
Fisher Pivots for day following 05-Sep-1997
Pivot 1 day 3 day
R1 932.21 932.21
PP 931.16 931.16
S1 930.10 930.10

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

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