S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-May-1997
Day Change Summary
Previous Current
09-May-1997 12-May-1997 Change Change % Previous Week
Open 820.62 825.01 4.39 0.5% 813.18
High 827.69 838.56 10.87 1.3% 832.29
Low 815.78 824.78 9.00 1.1% 811.80
Close 824.78 837.66 12.88 1.6% 824.78
Range 11.91 13.78 1.87 15.7% 20.49
ATR 11.99 12.11 0.13 1.1% 0.00
Volume
Daily Pivots for day following 12-May-1997
Classic Woodie Camarilla DeMark
R4 875.01 870.11 845.24
R3 861.23 856.33 841.45
R2 847.45 847.45 840.19
R1 842.55 842.55 838.92 845.00
PP 833.67 833.67 833.67 834.89
S1 828.77 828.77 836.40 831.22
S2 819.89 819.89 835.13
S3 806.11 814.99 833.87
S4 792.33 801.21 830.08
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
5 838.56 811.84 26.72 3.2% 12.72 1.5% 97% True False
10 838.56 772.96 65.60 7.8% 14.07 1.7% 99% True False
20 838.56 743.73 94.83 11.3% 11.84 1.4% 99% True False
40 838.56 733.54 105.02 12.5% 11.56 1.4% 99% True False
60 838.56 733.54 105.02 12.5% 10.71 1.3% 99% True False
80 838.56 733.54 105.02 12.5% 10.47 1.3% 99% True False
100 838.56 726.04 112.52 13.4% 10.17 1.2% 99% True False
120 838.56 716.69 121.87 14.5% 10.05 1.2% 99% True 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 1.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 897.13
2.618 874.64
1.618 860.86
1.000 852.34
0.618 847.08
HIGH 838.56
0.618 833.30
0.500 831.67
0.382 830.04
LOW 824.78
0.618 816.26
1.000 811.00
1.618 802.48
2.618 788.70
4.250 766.22
Fisher Pivots for day following 12-May-1997
Pivot 1 day 3 day
R1 835.66 833.51
PP 833.67 829.35
S1 831.67 825.20

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

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