S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jul-1997
Day Change Summary
Previous Current
07-Jul-1997 08-Jul-1997 Change Change % Previous Week
Open 917.50 912.02 -5.48 -0.6% 887.30
High 923.26 918.76 -4.50 -0.5% 917.82
Low 909.69 911.56 1.87 0.2% 879.82
Close 912.20 918.75 6.55 0.7% 916.92
Range 13.57 7.20 -6.37 -46.9% 38.00
ATR 11.95 11.61 -0.34 -2.8% 0.00
Volume
Daily Pivots for day following 08-Jul-1997
Classic Woodie Camarilla DeMark
R4 937.96 935.55 922.71
R3 930.76 928.35 920.73
R2 923.56 923.56 920.07
R1 921.15 921.15 919.41 922.36
PP 916.36 916.36 916.36 916.96
S1 913.95 913.95 918.09 915.16
S2 909.16 909.16 917.43
S3 901.96 906.75 916.77
S4 894.76 899.55 914.79
Weekly Pivots for week ending 04-Jul-1997
Classic Woodie Camarilla DeMark
R4 1,018.85 1,005.89 937.82
R3 980.85 967.89 927.37
R2 942.85 942.85 923.89
R1 929.89 929.89 920.40 936.37
PP 904.85 904.85 904.85 908.10
S1 891.89 891.89 913.44 898.37
S2 866.85 866.85 909.95
S3 828.85 853.89 906.47
S4 790.85 815.89 896.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 923.26 884.54 38.72 4.2% 11.38 1.2% 88% False False
10 923.26 878.62 44.64 4.9% 13.26 1.4% 90% False False
20 923.26 862.18 61.08 6.6% 11.53 1.3% 93% False False
40 923.26 824.78 98.48 10.7% 10.95 1.2% 95% False False
60 923.26 733.54 189.72 20.6% 11.18 1.2% 98% False False
80 923.26 733.54 189.72 20.6% 11.17 1.2% 98% False False
100 923.26 733.54 189.72 20.6% 10.77 1.2% 98% False False
120 923.26 733.54 189.72 20.6% 10.57 1.2% 98% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.43
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 949.36
2.618 937.61
1.618 930.41
1.000 925.96
0.618 923.21
HIGH 918.76
0.618 916.01
0.500 915.16
0.382 914.31
LOW 911.56
0.618 907.11
1.000 904.36
1.618 899.91
2.618 892.71
4.250 880.96
Fisher Pivots for day following 08-Jul-1997
Pivot 1 day 3 day
R1 917.55 917.05
PP 916.36 915.35
S1 915.16 913.65

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

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