S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-May-1997
Day Change Summary
Previous Current
02-May-1997 05-May-1997 Change Change % Previous Week
Open 799.04 813.18 14.14 1.8% 765.46
High 812.99 830.29 17.30 2.1% 812.99
Low 798.53 811.80 13.27 1.7% 763.30
Close 812.97 830.24 17.27 2.1% 812.97
Range 14.46 18.49 4.03 27.9% 49.69
ATR 11.26 11.77 0.52 4.6% 0.00
Volume
Daily Pivots for day following 05-May-1997
Classic Woodie Camarilla DeMark
R4 879.58 873.40 840.41
R3 861.09 854.91 835.32
R2 842.60 842.60 833.63
R1 836.42 836.42 831.93 839.51
PP 824.11 824.11 824.11 825.66
S1 817.93 817.93 828.55 821.02
S2 805.62 805.62 826.85
S3 787.13 799.44 825.16
S4 768.64 780.95 820.07
Weekly Pivots for week ending 02-May-1997
Classic Woodie Camarilla DeMark
R4 945.49 928.92 840.30
R3 895.80 879.23 826.63
R2 846.11 846.11 822.08
R1 829.54 829.54 817.52 837.83
PP 796.42 796.42 796.42 800.56
S1 779.85 779.85 808.42 788.14
S2 746.73 746.73 803.86
S3 697.04 730.16 799.31
S4 647.35 680.47 785.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 830.29 772.96 57.33 6.9% 15.42 1.9% 100% True False
10 830.29 759.90 70.39 8.5% 12.54 1.5% 100% True False
20 830.29 733.54 96.75 11.7% 11.42 1.4% 100% True False
40 830.29 733.54 96.75 11.7% 11.13 1.3% 100% True False
60 830.29 733.54 96.75 11.7% 10.53 1.3% 100% True False
80 830.29 733.54 96.75 11.7% 10.25 1.2% 100% True False
100 830.29 716.69 113.60 13.7% 10.26 1.2% 100% True False
120 830.29 716.69 113.60 13.7% 9.75 1.2% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.72
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 908.87
2.618 878.70
1.618 860.21
1.000 848.78
0.618 841.72
HIGH 830.29
0.618 823.23
0.500 821.05
0.382 818.86
LOW 811.80
0.618 800.37
1.000 793.31
1.618 781.88
2.618 763.39
4.250 733.22
Fisher Pivots for day following 05-May-1997
Pivot 1 day 3 day
R1 827.18 824.08
PP 824.11 817.91
S1 821.05 811.75

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

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