S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jun-1997
Day Change Summary
Previous Current
24-Jun-1997 25-Jun-1997 Change Change % Previous Week
Open 879.44 896.48 17.04 1.9% 893.29
High 896.75 902.09 5.34 0.6% 901.77
Low 878.62 882.24 3.62 0.4% 886.19
Close 896.34 888.99 -7.35 -0.8% 898.70
Range 18.13 19.85 1.72 9.5% 15.58
ATR 10.91 11.55 0.64 5.9% 0.00
Volume
Daily Pivots for day following 25-Jun-1997
Classic Woodie Camarilla DeMark
R4 950.66 939.67 899.91
R3 930.81 919.82 894.45
R2 910.96 910.96 892.63
R1 899.97 899.97 890.81 895.54
PP 891.11 891.11 891.11 888.89
S1 880.12 880.12 887.17 875.69
S2 871.26 871.26 885.35
S3 851.41 860.27 883.53
S4 831.56 840.42 878.07
Weekly Pivots for week ending 20-Jun-1997
Classic Woodie Camarilla DeMark
R4 942.29 936.08 907.27
R3 926.71 920.50 902.98
R2 911.13 911.13 901.56
R1 904.92 904.92 900.13 908.03
PP 895.55 895.55 895.55 897.11
S1 889.34 889.34 897.27 892.45
S2 879.97 879.97 895.84
S3 864.39 873.76 894.42
S4 848.81 858.18 890.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 902.09 878.43 23.66 2.7% 14.67 1.7% 45% True False
10 902.09 869.01 33.08 3.7% 12.27 1.4% 60% True False
20 902.09 831.87 70.22 7.9% 10.83 1.2% 81% True False
40 902.09 791.21 110.88 12.5% 11.22 1.3% 88% True False
60 902.09 733.54 168.55 19.0% 11.02 1.2% 92% True False
80 902.09 733.54 168.55 19.0% 10.93 1.2% 92% True False
100 902.09 733.54 168.55 19.0% 10.59 1.2% 92% True False
120 902.09 733.54 168.55 19.0% 10.42 1.2% 92% 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 1.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 986.45
2.618 954.06
1.618 934.21
1.000 921.94
0.618 914.36
HIGH 902.09
0.618 894.51
0.500 892.17
0.382 889.82
LOW 882.24
0.618 869.97
1.000 862.39
1.618 850.12
2.618 830.27
4.250 797.88
Fisher Pivots for day following 25-Jun-1997
Pivot 1 day 3 day
R1 892.17 890.26
PP 891.11 889.84
S1 890.05 889.41

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

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