S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jul-1997
Day Change Summary
Previous Current
09-Jul-1997 10-Jul-1997 Change Change % Previous Week
Open 919.20 907.42 -11.78 -1.3% 887.30
High 922.04 916.54 -5.50 -0.6% 917.82
Low 902.48 904.31 1.83 0.2% 879.82
Close 907.54 913.78 6.24 0.7% 916.92
Range 19.56 12.23 -7.33 -37.5% 38.00
ATR 12.18 12.18 0.00 0.0% 0.00
Volume
Daily Pivots for day following 10-Jul-1997
Classic Woodie Camarilla DeMark
R4 948.23 943.24 920.51
R3 936.00 931.01 917.14
R2 923.77 923.77 916.02
R1 918.78 918.78 914.90 921.28
PP 911.54 911.54 911.54 912.79
S1 906.55 906.55 912.66 909.05
S2 899.31 899.31 911.54
S3 887.08 894.32 910.42
S4 874.85 882.09 907.05
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
5 923.26 902.48 20.78 2.3% 13.27 1.5% 54% False False
10 923.26 879.32 43.94 4.8% 12.64 1.4% 78% False False
20 923.26 869.01 54.25 5.9% 12.45 1.4% 83% False False
40 923.26 826.42 96.84 10.6% 11.16 1.2% 90% False False
60 923.26 751.99 171.27 18.7% 11.36 1.2% 94% False False
80 923.26 733.54 189.72 20.8% 11.31 1.2% 95% False False
100 923.26 733.54 189.72 20.8% 10.95 1.2% 95% False False
120 923.26 733.54 189.72 20.8% 10.72 1.2% 95% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 968.52
2.618 948.56
1.618 936.33
1.000 928.77
0.618 924.10
HIGH 916.54
0.618 911.87
0.500 910.43
0.382 908.98
LOW 904.31
0.618 896.75
1.000 892.08
1.618 884.52
2.618 872.29
4.250 852.33
Fisher Pivots for day following 10-Jul-1997
Pivot 1 day 3 day
R1 912.66 913.27
PP 911.54 912.77
S1 910.43 912.26

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

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