S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jun-1997
Day Change Summary
Previous Current
30-May-1997 02-Jun-1997 Change Change % Previous Week
Open 841.07 849.27 8.20 1.0% 846.51
High 851.87 851.34 -0.53 -0.1% 851.87
Low 831.87 844.61 12.74 1.5% 831.87
Close 848.28 846.36 -1.92 -0.2% 848.28
Range 20.00 6.73 -13.27 -66.4% 20.00
ATR 11.41 11.08 -0.33 -2.9% 0.00
Volume
Daily Pivots for day following 02-Jun-1997
Classic Woodie Camarilla DeMark
R4 867.63 863.72 850.06
R3 860.90 856.99 848.21
R2 854.17 854.17 847.59
R1 850.26 850.26 846.98 848.85
PP 847.44 847.44 847.44 846.73
S1 843.53 843.53 845.74 842.12
S2 840.71 840.71 845.13
S3 833.98 836.80 844.51
S4 827.25 830.07 842.66
Weekly Pivots for week ending 30-May-1997
Classic Woodie Camarilla DeMark
R4 904.01 896.14 859.28
R3 884.01 876.14 853.78
R2 864.01 864.01 851.95
R1 856.14 856.14 850.11 860.08
PP 844.01 844.01 844.01 845.97
S1 836.14 836.14 846.45 840.08
S2 824.01 824.01 844.61
S3 804.01 816.14 842.78
S4 784.01 796.14 837.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 851.87 831.87 20.00 2.4% 10.28 1.2% 72% False False
10 851.87 826.42 25.45 3.0% 10.65 1.3% 78% False False
20 851.87 811.80 40.07 4.7% 11.40 1.3% 86% False False
40 851.87 733.54 118.33 14.0% 11.12 1.3% 95% False False
60 851.87 733.54 118.33 14.0% 11.07 1.3% 95% False False
80 851.87 733.54 118.33 14.0% 10.59 1.3% 95% False False
100 851.87 733.54 118.33 14.0% 10.38 1.2% 95% False False
120 851.87 716.69 135.18 16.0% 10.35 1.2% 96% 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 True
Bear Hook False
Bull Hook False
Stretch 3.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 879.94
2.618 868.96
1.618 862.23
1.000 858.07
0.618 855.50
HIGH 851.34
0.618 848.77
0.500 847.98
0.382 847.18
LOW 844.61
0.618 840.45
1.000 837.88
1.618 833.72
2.618 826.99
4.250 816.01
Fisher Pivots for day following 02-Jun-1997
Pivot 1 day 3 day
R1 847.98 844.86
PP 847.44 843.37
S1 846.90 841.87

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

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