S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-May-1997
Day Change Summary
Previous Current
06-May-1997 07-May-1997 Change Change % Previous Week
Open 829.67 826.95 -2.72 -0.3% 765.46
High 832.29 827.76 -4.53 -0.5% 812.99
Low 824.70 814.70 -10.00 -1.2% 763.30
Close 827.76 815.62 -12.14 -1.5% 812.97
Range 7.59 13.06 5.47 72.1% 49.69
ATR 11.47 11.59 0.11 1.0% 0.00
Volume
Daily Pivots for day following 07-May-1997
Classic Woodie Camarilla DeMark
R4 858.54 850.14 822.80
R3 845.48 837.08 819.21
R2 832.42 832.42 818.01
R1 824.02 824.02 816.82 821.69
PP 819.36 819.36 819.36 818.20
S1 810.96 810.96 814.42 808.63
S2 806.30 806.30 813.23
S3 793.24 797.90 812.03
S4 780.18 784.84 808.44
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
5 832.29 793.21 39.08 4.8% 12.67 1.6% 57% False False
10 832.29 763.30 68.99 8.5% 12.51 1.5% 76% False False
20 832.29 733.54 98.75 12.1% 11.54 1.4% 83% False False
40 832.29 733.54 98.75 12.1% 11.30 1.4% 83% False False
60 832.29 733.54 98.75 12.1% 10.53 1.3% 83% False False
80 832.29 733.54 98.75 12.1% 10.27 1.3% 83% False False
100 832.29 716.69 115.60 14.2% 10.16 1.2% 86% False False
120 832.29 716.69 115.60 14.2% 9.84 1.2% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 883.27
2.618 861.95
1.618 848.89
1.000 840.82
0.618 835.83
HIGH 827.76
0.618 822.77
0.500 821.23
0.382 819.69
LOW 814.70
0.618 806.63
1.000 801.64
1.618 793.57
2.618 780.51
4.250 759.20
Fisher Pivots for day following 07-May-1997
Pivot 1 day 3 day
R1 821.23 822.05
PP 819.36 819.90
S1 817.49 817.76

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

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