S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jun-1997
Day Change Summary
Previous Current
04-Jun-1997 05-Jun-1997 Change Change % Previous Week
Open 845.31 840.44 -4.87 -0.6% 846.51
High 845.55 848.89 3.34 0.4% 851.87
Low 838.82 840.11 1.29 0.2% 831.87
Close 840.11 843.43 3.32 0.4% 848.28
Range 6.73 8.78 2.05 30.5% 20.00
ATR 10.63 10.50 -0.13 -1.2% 0.00
Volume
Daily Pivots for day following 05-Jun-1997
Classic Woodie Camarilla DeMark
R4 870.48 865.74 848.26
R3 861.70 856.96 845.84
R2 852.92 852.92 845.04
R1 848.18 848.18 844.23 850.55
PP 844.14 844.14 844.14 845.33
S1 839.40 839.40 842.63 841.77
S2 835.36 835.36 841.82
S3 826.58 830.62 841.02
S4 817.80 821.84 838.60
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% 10.26 1.2% 58% False False
10 851.87 831.87 20.00 2.4% 9.68 1.1% 58% False False
20 851.87 811.84 40.03 4.7% 10.67 1.3% 79% False False
40 851.87 733.54 118.33 14.0% 11.10 1.3% 93% False False
60 851.87 733.54 118.33 14.0% 11.09 1.3% 93% False False
80 851.87 733.54 118.33 14.0% 10.57 1.3% 93% False False
100 851.87 733.54 118.33 14.0% 10.35 1.2% 93% False False
120 851.87 716.69 135.18 16.0% 10.24 1.2% 94% False 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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.69
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 886.21
2.618 871.88
1.618 863.10
1.000 857.67
0.618 854.32
HIGH 848.89
0.618 845.54
0.500 844.50
0.382 843.46
LOW 840.11
0.618 834.68
1.000 831.33
1.618 825.90
2.618 817.12
4.250 802.80
Fisher Pivots for day following 05-Jun-1997
Pivot 1 day 3 day
R1 844.50 844.69
PP 844.14 844.27
S1 843.79 843.85

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

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