S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-May-1997
Day Change Summary
Previous Current
05-May-1997 06-May-1997 Change Change % Previous Week
Open 813.18 829.67 16.49 2.0% 765.46
High 830.29 832.29 2.00 0.2% 812.99
Low 811.80 824.70 12.90 1.6% 763.30
Close 830.24 827.76 -2.48 -0.3% 812.97
Range 18.49 7.59 -10.90 -59.0% 49.69
ATR 11.77 11.47 -0.30 -2.5% 0.00
Volume
Daily Pivots for day following 06-May-1997
Classic Woodie Camarilla DeMark
R4 851.02 846.98 831.93
R3 843.43 839.39 829.85
R2 835.84 835.84 829.15
R1 831.80 831.80 828.46 830.03
PP 828.25 828.25 828.25 827.36
S1 824.21 824.21 827.06 822.44
S2 820.66 820.66 826.37
S3 813.07 816.62 825.67
S4 805.48 809.03 823.59
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
5 832.29 791.21 41.08 5.0% 12.64 1.5% 89% True False
10 832.29 763.30 68.99 8.3% 11.83 1.4% 93% True False
20 832.29 733.54 98.75 11.9% 11.41 1.4% 95% True False
40 832.29 733.54 98.75 11.9% 11.07 1.3% 95% True False
60 832.29 733.54 98.75 11.9% 10.46 1.3% 95% True False
80 832.29 733.54 98.75 11.9% 10.18 1.2% 95% True False
100 832.29 716.69 115.60 14.0% 10.18 1.2% 96% True False
120 832.29 716.69 115.60 14.0% 9.77 1.2% 96% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 1.92
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 864.55
2.618 852.16
1.618 844.57
1.000 839.88
0.618 836.98
HIGH 832.29
0.618 829.39
0.500 828.50
0.382 827.60
LOW 824.70
0.618 820.01
1.000 817.11
1.618 812.42
2.618 804.83
4.250 792.44
Fisher Pivots for day following 06-May-1997
Pivot 1 day 3 day
R1 828.50 823.64
PP 828.25 819.53
S1 828.01 815.41

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

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