S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-May-1997
Day Change Summary
Previous Current
30-Apr-1997 01-May-1997 Change Change % Previous Week
Open 793.42 801.64 8.22 1.0% 766.23
High 804.13 802.95 -1.18 -0.1% 779.89
Low 791.21 793.21 2.00 0.3% 756.38
Close 801.34 798.53 -2.81 -0.4% 765.37
Range 12.92 9.74 -3.18 -24.6% 23.51
ATR 11.11 11.01 -0.10 -0.9% 0.00
Volume
Daily Pivots for day following 01-May-1997
Classic Woodie Camarilla DeMark
R4 827.45 822.73 803.89
R3 817.71 812.99 801.21
R2 807.97 807.97 800.32
R1 803.25 803.25 799.42 800.74
PP 798.23 798.23 798.23 796.98
S1 793.51 793.51 797.64 791.00
S2 788.49 788.49 796.74
S3 778.75 783.77 795.85
S4 769.01 774.03 793.17
Weekly Pivots for week ending 25-Apr-1997
Classic Woodie Camarilla DeMark
R4 837.74 825.07 778.30
R3 814.23 801.56 771.84
R2 790.72 790.72 769.68
R1 778.05 778.05 767.53 772.63
PP 767.21 767.21 767.21 764.51
S1 754.54 754.54 763.21 749.12
S2 743.70 743.70 761.06
S3 720.19 731.03 758.90
S4 696.68 707.52 752.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 804.13 763.30 40.83 5.1% 12.26 1.5% 86% False False
10 804.13 756.38 47.75 6.0% 10.97 1.4% 88% False False
20 804.13 733.54 70.59 8.8% 10.81 1.4% 92% False False
40 814.90 733.54 81.36 10.2% 10.72 1.3% 80% False False
60 817.68 733.54 84.14 10.5% 10.40 1.3% 77% False False
80 817.68 733.54 84.14 10.5% 10.05 1.3% 77% False False
100 817.68 716.69 100.99 12.6% 10.09 1.3% 81% False False
120 817.68 716.69 100.99 12.6% 9.54 1.2% 81% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.80
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 844.35
2.618 828.45
1.618 818.71
1.000 812.69
0.618 808.97
HIGH 802.95
0.618 799.23
0.500 798.08
0.382 796.93
LOW 793.21
0.618 787.19
1.000 783.47
1.618 777.45
2.618 767.71
4.250 751.82
Fisher Pivots for day following 01-May-1997
Pivot 1 day 3 day
R1 798.38 795.20
PP 798.23 791.87
S1 798.08 788.55

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

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