S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-May-1997
Day Change Summary
Previous Current
08-May-1997 09-May-1997 Change Change % Previous Week
Open 815.27 820.62 5.35 0.7% 813.18
High 829.09 827.69 -1.40 -0.2% 832.29
Low 811.84 815.78 3.94 0.5% 811.80
Close 820.26 824.78 4.52 0.6% 824.78
Range 17.25 11.91 -5.34 -31.0% 20.49
ATR 11.99 11.99 -0.01 0.0% 0.00
Volume
Daily Pivots for day following 09-May-1997
Classic Woodie Camarilla DeMark
R4 858.48 853.54 831.33
R3 846.57 841.63 828.06
R2 834.66 834.66 826.96
R1 829.72 829.72 825.87 832.19
PP 822.75 822.75 822.75 823.99
S1 817.81 817.81 823.69 820.28
S2 810.84 810.84 822.60
S3 798.93 805.90 821.50
S4 787.02 793.99 818.23
Weekly Pivots for week ending 09-May-1997
Classic Woodie Camarilla DeMark
R4 884.43 875.09 836.05
R3 863.94 854.60 830.41
R2 843.45 843.45 828.54
R1 834.11 834.11 826.66 838.78
PP 822.96 822.96 822.96 825.29
S1 813.62 813.62 822.90 818.29
S2 802.47 802.47 821.02
S3 781.98 793.13 819.15
S4 761.49 772.64 813.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.29 811.80 20.49 2.5% 13.66 1.7% 63% False False
10 832.29 763.30 68.99 8.4% 13.75 1.7% 89% False False
20 832.29 733.54 98.75 12.0% 11.66 1.4% 92% False False
40 832.29 733.54 98.75 12.0% 11.40 1.4% 92% False False
60 832.29 733.54 98.75 12.0% 10.65 1.3% 92% False False
80 832.29 733.54 98.75 12.0% 10.38 1.3% 92% False False
100 832.29 716.69 115.60 14.0% 10.15 1.2% 94% False False
120 832.29 716.69 115.60 14.0% 9.97 1.2% 94% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 878.31
2.618 858.87
1.618 846.96
1.000 839.60
0.618 835.05
HIGH 827.69
0.618 823.14
0.500 821.74
0.382 820.33
LOW 815.78
0.618 808.42
1.000 803.87
1.618 796.51
2.618 784.60
4.250 765.16
Fisher Pivots for day following 09-May-1997
Pivot 1 day 3 day
R1 823.77 823.34
PP 822.75 821.90
S1 821.74 820.47

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

View Archives - Comment on this page... - Back to Index of Symbols