S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-May-1997
Day Change Summary
Previous Current
22-May-1997 23-May-1997 Change Change % Previous Week
Open 839.49 835.96 -3.53 -0.4% 829.96
High 841.91 848.49 6.58 0.8% 848.49
Low 833.86 835.66 1.80 0.2% 826.42
Close 835.66 847.03 11.37 1.4% 847.03
Range 8.05 12.83 4.78 59.4% 22.07
ATR 11.30 11.41 0.11 1.0% 0.00
Volume
Daily Pivots for day following 23-May-1997
Classic Woodie Camarilla DeMark
R4 882.22 877.45 854.09
R3 869.39 864.62 850.56
R2 856.56 856.56 849.38
R1 851.79 851.79 848.21 854.18
PP 843.73 843.73 843.73 844.92
S1 838.96 838.96 845.85 841.35
S2 830.90 830.90 844.68
S3 818.07 826.13 843.50
S4 805.24 813.30 839.97
Weekly Pivots for week ending 23-May-1997
Classic Woodie Camarilla DeMark
R4 906.86 899.01 859.17
R3 884.79 876.94 853.10
R2 862.72 862.72 851.08
R1 854.87 854.87 849.05 858.80
PP 840.65 840.65 840.65 842.61
S1 832.80 832.80 845.01 836.73
S2 818.58 818.58 842.98
S3 796.51 810.73 840.96
S4 774.44 788.66 834.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 848.49 826.42 22.07 2.6% 11.02 1.3% 93% True False
10 848.49 824.78 23.71 2.8% 10.83 1.3% 94% True False
20 848.49 763.30 85.19 10.1% 12.29 1.5% 98% True False
40 848.49 733.54 114.95 13.6% 11.35 1.3% 99% True False
60 848.49 733.54 114.95 13.6% 10.94 1.3% 99% True False
80 848.49 733.54 114.95 13.6% 10.55 1.2% 99% True False
100 848.49 729.55 118.94 14.0% 10.40 1.2% 99% True False
120 848.49 716.69 131.80 15.6% 10.39 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 1.93
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 903.02
2.618 882.08
1.618 869.25
1.000 861.32
0.618 856.42
HIGH 848.49
0.618 843.59
0.500 842.08
0.382 840.56
LOW 835.66
0.618 827.73
1.000 822.83
1.618 814.90
2.618 802.07
4.250 781.13
Fisher Pivots for day following 23-May-1997
Pivot 1 day 3 day
R1 845.38 845.08
PP 843.73 843.13
S1 842.08 841.18

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

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