S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jun-1997
Day Change Summary
Previous Current
12-Jun-1997 13-Jun-1997 Change Change % Previous Week
Open 869.57 883.76 14.19 1.6% 858.98
High 884.34 894.69 10.35 1.2% 894.69
Low 869.01 883.48 14.47 1.7% 858.01
Close 883.48 893.27 9.79 1.1% 893.27
Range 15.33 11.21 -4.12 -26.9% 36.68
ATR 10.45 10.50 0.05 0.5% 0.00
Volume
Daily Pivots for day following 13-Jun-1997
Classic Woodie Camarilla DeMark
R4 924.11 919.90 899.44
R3 912.90 908.69 896.35
R2 901.69 901.69 895.33
R1 897.48 897.48 894.30 899.59
PP 890.48 890.48 890.48 891.53
S1 886.27 886.27 892.24 888.38
S2 879.27 879.27 891.21
S3 868.06 875.06 890.19
S4 856.85 863.85 887.10
Weekly Pivots for week ending 13-Jun-1997
Classic Woodie Camarilla DeMark
R4 992.03 979.33 913.44
R3 955.35 942.65 903.36
R2 918.67 918.67 899.99
R1 905.97 905.97 896.63 912.32
PP 881.99 881.99 881.99 885.17
S1 869.29 869.29 889.91 875.64
S2 845.31 845.31 886.55
S3 808.63 832.61 883.18
S4 771.95 795.93 873.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 894.69 858.01 36.68 4.1% 9.41 1.1% 96% True False
10 894.69 838.82 55.87 6.3% 9.42 1.1% 97% True False
20 894.69 826.42 68.27 7.6% 10.34 1.2% 98% True False
40 894.69 756.38 138.31 15.5% 10.99 1.2% 99% True False
60 894.69 733.54 161.15 18.0% 10.97 1.2% 99% True False
80 894.69 733.54 161.15 18.0% 10.70 1.2% 99% True False
100 894.69 733.54 161.15 18.0% 10.47 1.2% 99% True False
120 894.69 729.55 165.14 18.5% 10.17 1.1% 99% 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 False
Stretch 0.94
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 942.33
2.618 924.04
1.618 912.83
1.000 905.90
0.618 901.62
HIGH 894.69
0.618 890.41
0.500 889.09
0.382 887.76
LOW 883.48
0.618 876.55
1.000 872.27
1.618 865.34
2.618 854.13
4.250 835.84
Fisher Pivots for day following 13-Jun-1997
Pivot 1 day 3 day
R1 891.88 888.82
PP 890.48 884.37
S1 889.09 879.92

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

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