S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-May-1997
Day Change Summary
Previous Current
20-May-1997 21-May-1997 Change Change % Previous Week
Open 833.24 842.43 9.19 1.1% 825.01
High 841.96 846.87 4.91 0.6% 842.45
Low 826.42 835.22 8.80 1.1% 824.78
Close 841.66 839.35 -2.31 -0.3% 829.75
Range 15.54 11.65 -3.89 -25.0% 17.67
ATR 11.54 11.55 0.01 0.1% 0.00
Volume
Daily Pivots for day following 21-May-1997
Classic Woodie Camarilla DeMark
R4 875.43 869.04 845.76
R3 863.78 857.39 842.55
R2 852.13 852.13 841.49
R1 845.74 845.74 840.42 843.11
PP 840.48 840.48 840.48 839.17
S1 834.09 834.09 838.28 831.46
S2 828.83 828.83 837.21
S3 817.18 822.44 836.15
S4 805.53 810.79 832.94
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
5 846.87 826.42 20.45 2.4% 11.22 1.3% 63% True False
10 846.87 811.84 35.03 4.2% 11.65 1.4% 79% True False
20 846.87 763.30 83.57 10.0% 12.08 1.4% 91% True False
40 846.87 733.54 113.33 13.5% 11.66 1.4% 93% True False
60 846.87 733.54 113.33 13.5% 11.01 1.3% 93% True False
80 846.87 733.54 113.33 13.5% 10.56 1.3% 93% True False
100 846.87 729.55 117.32 14.0% 10.39 1.2% 94% True False
120 846.87 716.69 130.18 15.5% 10.29 1.2% 94% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 2.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 896.38
2.618 877.37
1.618 865.72
1.000 858.52
0.618 854.07
HIGH 846.87
0.618 842.42
0.500 841.05
0.382 839.67
LOW 835.22
0.618 828.02
1.000 823.57
1.618 816.37
2.618 804.72
4.250 785.71
Fisher Pivots for day following 21-May-1997
Pivot 1 day 3 day
R1 841.05 838.45
PP 840.48 837.55
S1 839.92 836.65

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

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