S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-1997
Day Change Summary
Previous Current
30-Jun-1997 01-Jul-1997 Change Change % Previous Week
Open 887.30 884.98 -2.32 -0.3% 898.54
High 892.62 893.88 1.26 0.1% 902.09
Low 879.82 884.54 4.72 0.5% 878.43
Close 885.14 891.03 5.89 0.7% 887.30
Range 12.80 9.34 -3.46 -27.0% 23.66
ATR 11.75 11.57 -0.17 -1.5% 0.00
Volume
Daily Pivots for day following 01-Jul-1997
Classic Woodie Camarilla DeMark
R4 917.84 913.77 896.17
R3 908.50 904.43 893.60
R2 899.16 899.16 892.74
R1 895.09 895.09 891.89 897.13
PP 889.82 889.82 889.82 890.83
S1 885.75 885.75 890.17 887.79
S2 880.48 880.48 889.32
S3 871.14 876.41 888.46
S4 861.80 867.07 885.89
Weekly Pivots for week ending 27-Jun-1997
Classic Woodie Camarilla DeMark
R4 960.25 947.44 900.31
R3 936.59 923.78 893.81
R2 912.93 912.93 891.64
R1 900.12 900.12 889.47 894.70
PP 889.27 889.27 889.27 886.56
S1 876.46 876.46 885.13 871.04
S2 865.61 865.61 882.96
S3 841.95 852.80 880.79
S4 818.29 829.14 874.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 902.09 879.32 22.77 2.6% 13.38 1.5% 51% False False
10 902.09 878.43 23.66 2.7% 12.78 1.4% 53% False False
20 902.09 838.82 63.27 7.1% 11.08 1.2% 83% False False
40 902.09 811.84 90.25 10.1% 11.00 1.2% 88% False False
60 902.09 733.54 168.55 18.9% 11.14 1.3% 93% False False
80 902.09 733.54 168.55 18.9% 11.07 1.2% 93% False False
100 902.09 733.54 168.55 18.9% 10.72 1.2% 93% False False
120 902.09 733.54 168.55 18.9% 10.50 1.2% 93% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.83
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 933.58
2.618 918.33
1.618 908.99
1.000 903.22
0.618 899.65
HIGH 893.88
0.618 890.31
0.500 889.21
0.382 888.11
LOW 884.54
0.618 878.77
1.000 875.20
1.618 869.43
2.618 860.09
4.250 844.85
Fisher Pivots for day following 01-Jul-1997
Pivot 1 day 3 day
R1 890.42 889.77
PP 889.82 888.52
S1 889.21 887.26

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

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