S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jun-1997
Day Change Summary
Previous Current
25-Jun-1997 26-Jun-1997 Change Change % Previous Week
Open 896.48 888.61 -7.87 -0.9% 893.29
High 902.09 893.21 -8.88 -1.0% 901.77
Low 882.24 879.32 -2.92 -0.3% 886.19
Close 888.99 883.68 -5.31 -0.6% 898.70
Range 19.85 13.89 -5.96 -30.0% 15.58
ATR 11.55 11.71 0.17 1.4% 0.00
Volume
Daily Pivots for day following 26-Jun-1997
Classic Woodie Camarilla DeMark
R4 927.07 919.27 891.32
R3 913.18 905.38 887.50
R2 899.29 899.29 886.23
R1 891.49 891.49 884.95 888.45
PP 885.40 885.40 885.40 883.88
S1 877.60 877.60 882.41 874.56
S2 871.51 871.51 881.13
S3 857.62 863.71 879.86
S4 843.73 849.82 876.04
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% 15.23 1.7% 22% False False
10 902.09 878.43 23.66 2.7% 12.12 1.4% 22% False False
20 902.09 831.87 70.22 7.9% 11.21 1.3% 74% False False
40 902.09 793.21 108.88 12.3% 11.24 1.3% 83% False False
60 902.09 733.54 168.55 19.1% 11.05 1.3% 89% False False
80 902.09 733.54 168.55 19.1% 10.99 1.2% 89% False False
100 902.09 733.54 168.55 19.1% 10.69 1.2% 89% False False
120 902.09 733.54 168.55 19.1% 10.46 1.2% 89% False False
Crabel Price Patterns
NR True
NR4 True
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 1.85
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 952.24
2.618 929.57
1.618 915.68
1.000 907.10
0.618 901.79
HIGH 893.21
0.618 887.90
0.500 886.27
0.382 884.63
LOW 879.32
0.618 870.74
1.000 865.43
1.618 856.85
2.618 842.96
4.250 820.29
Fisher Pivots for day following 26-Jun-1997
Pivot 1 day 3 day
R1 886.27 890.36
PP 885.40 888.13
S1 884.54 885.91

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

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