S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-May-1997
Day Change Summary
Previous Current
16-May-1997 19-May-1997 Change Change % Previous Week
Open 841.23 829.96 -11.27 -1.3% 825.01
High 841.88 835.92 -5.96 -0.7% 842.45
Low 829.15 828.87 -0.28 0.0% 824.78
Close 829.75 833.27 3.52 0.4% 829.75
Range 12.73 7.05 -5.68 -44.6% 17.67
ATR 11.56 11.24 -0.32 -2.8% 0.00
Volume
Daily Pivots for day following 19-May-1997
Classic Woodie Camarilla DeMark
R4 853.84 850.60 837.15
R3 846.79 843.55 835.21
R2 839.74 839.74 834.56
R1 836.50 836.50 833.92 838.12
PP 832.69 832.69 832.69 833.50
S1 829.45 829.45 832.62 831.07
S2 825.64 825.64 831.98
S3 818.59 822.40 831.33
S4 811.54 815.35 829.39
Weekly Pivots for week ending 16-May-1997
Classic Woodie Camarilla DeMark
R4 885.34 875.21 839.47
R3 867.67 857.54 834.61
R2 850.00 850.00 832.99
R1 839.87 839.87 831.37 844.94
PP 832.33 832.33 832.33 834.86
S1 822.20 822.20 828.13 827.27
S2 814.66 814.66 826.51
S3 796.99 804.53 824.89
S4 779.32 786.86 820.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 842.45 828.87 13.58 1.6% 9.28 1.1% 32% False True
10 842.45 811.84 30.61 3.7% 11.00 1.3% 70% False False
20 842.45 759.90 82.55 9.9% 11.77 1.4% 89% False False
40 842.45 733.54 108.91 13.1% 11.48 1.4% 92% False False
60 842.45 733.54 108.91 13.1% 10.86 1.3% 92% False False
80 842.45 733.54 108.91 13.1% 10.44 1.3% 92% False False
100 842.45 729.55 112.90 13.5% 10.22 1.2% 92% False False
120 842.45 716.69 125.76 15.1% 10.18 1.2% 93% False 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 1.71
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 865.88
2.618 854.38
1.618 847.33
1.000 842.97
0.618 840.28
HIGH 835.92
0.618 833.23
0.500 832.40
0.382 831.56
LOW 828.87
0.618 824.51
1.000 821.82
1.618 817.46
2.618 810.41
4.250 798.91
Fisher Pivots for day following 19-May-1997
Pivot 1 day 3 day
R1 832.98 835.66
PP 832.69 834.86
S1 832.40 834.07

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

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