S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jun-1997
Day Change Summary
Previous Current
17-Jun-1997 18-Jun-1997 Change Change % Previous Week
Open 893.80 893.37 -0.43 0.0% 858.98
High 897.60 894.42 -3.18 -0.4% 894.69
Low 886.19 887.03 0.84 0.1% 858.01
Close 894.42 889.06 -5.36 -0.6% 893.27
Range 11.41 7.39 -4.02 -35.2% 36.68
ATR 10.13 9.94 -0.20 -1.9% 0.00
Volume
Daily Pivots for day following 18-Jun-1997
Classic Woodie Camarilla DeMark
R4 912.34 908.09 893.12
R3 904.95 900.70 891.09
R2 897.56 897.56 890.41
R1 893.31 893.31 889.74 891.74
PP 890.17 890.17 890.17 889.39
S1 885.92 885.92 888.38 884.35
S2 882.78 882.78 887.71
S3 875.39 878.53 887.03
S4 868.00 871.14 885.00
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
5 897.60 869.01 28.59 3.2% 9.86 1.1% 70% False False
10 897.60 840.11 57.49 6.5% 9.45 1.1% 85% False False
20 897.60 831.87 65.73 7.4% 9.71 1.1% 87% False False
40 897.60 763.30 134.30 15.1% 10.76 1.2% 94% False False
60 897.60 733.54 164.06 18.5% 10.98 1.2% 95% False False
80 897.60 733.54 164.06 18.5% 10.61 1.2% 95% False False
100 897.60 733.54 164.06 18.5% 10.35 1.2% 95% False False
120 897.60 729.55 168.05 18.9% 10.21 1.1% 95% 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 False
Bear Hook False
Bull Hook False
Stretch 0.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 925.83
2.618 913.77
1.618 906.38
1.000 901.81
0.618 898.99
HIGH 894.42
0.618 891.60
0.500 890.73
0.382 889.85
LOW 887.03
0.618 882.46
1.000 879.64
1.618 875.07
2.618 867.68
4.250 855.62
Fisher Pivots for day following 18-Jun-1997
Pivot 1 day 3 day
R1 890.73 891.90
PP 890.17 890.95
S1 889.62 890.01

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

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