S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jul-1997
Day Change Summary
Previous Current
08-Jul-1997 09-Jul-1997 Change Change % Previous Week
Open 912.02 919.20 7.18 0.8% 887.30
High 918.76 922.04 3.28 0.4% 917.82
Low 911.56 902.48 -9.08 -1.0% 879.82
Close 918.75 907.54 -11.21 -1.2% 916.92
Range 7.20 19.56 12.36 171.7% 38.00
ATR 11.61 12.18 0.57 4.9% 0.00
Volume
Daily Pivots for day following 09-Jul-1997
Classic Woodie Camarilla DeMark
R4 969.37 958.01 918.30
R3 949.81 938.45 912.92
R2 930.25 930.25 911.13
R1 918.89 918.89 909.33 914.79
PP 910.69 910.69 910.69 908.64
S1 899.33 899.33 905.75 895.23
S2 891.13 891.13 903.95
S3 871.57 879.77 902.16
S4 852.01 860.21 896.78
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
5 923.26 891.03 32.23 3.6% 13.43 1.5% 51% False False
10 923.26 879.32 43.94 4.8% 13.40 1.5% 64% False False
20 923.26 865.15 58.11 6.4% 12.12 1.3% 73% False False
40 923.26 826.42 96.84 10.7% 11.09 1.2% 84% False False
60 923.26 743.73 179.53 19.8% 11.34 1.2% 91% False False
80 923.26 733.54 189.72 20.9% 11.33 1.2% 92% False False
100 923.26 733.54 189.72 20.9% 10.86 1.2% 92% False False
120 923.26 733.54 189.72 20.9% 10.68 1.2% 92% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.63
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,005.17
2.618 973.25
1.618 953.69
1.000 941.60
0.618 934.13
HIGH 922.04
0.618 914.57
0.500 912.26
0.382 909.95
LOW 902.48
0.618 890.39
1.000 882.92
1.618 870.83
2.618 851.27
4.250 819.35
Fisher Pivots for day following 09-Jul-1997
Pivot 1 day 3 day
R1 912.26 912.87
PP 910.69 911.09
S1 909.11 909.32

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

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