S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jul-1997
Day Change Summary
Previous Current
10-Jul-1997 11-Jul-1997 Change Change % Previous Week
Open 907.42 913.26 5.84 0.6% 917.50
High 916.54 919.74 3.20 0.3% 923.26
Low 904.31 913.11 8.80 1.0% 902.48
Close 913.78 916.68 2.90 0.3% 916.68
Range 12.23 6.63 -5.60 -45.8% 20.78
ATR 12.18 11.79 -0.40 -3.3% 0.00
Volume
Daily Pivots for day following 11-Jul-1997
Classic Woodie Camarilla DeMark
R4 936.40 933.17 920.33
R3 929.77 926.54 918.50
R2 923.14 923.14 917.90
R1 919.91 919.91 917.29 921.53
PP 916.51 916.51 916.51 917.32
S1 913.28 913.28 916.07 914.90
S2 909.88 909.88 915.46
S3 903.25 906.65 914.86
S4 896.62 900.02 913.03
Weekly Pivots for week ending 11-Jul-1997
Classic Woodie Camarilla DeMark
R4 976.48 967.36 928.11
R3 955.70 946.58 922.39
R2 934.92 934.92 920.49
R1 925.80 925.80 918.58 919.97
PP 914.14 914.14 914.14 911.23
S1 905.02 905.02 914.78 899.19
S2 893.36 893.36 912.87
S3 872.58 884.24 910.97
S4 851.80 863.46 905.25
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% 11.84 1.3% 68% False False
10 923.26 879.82 43.44 4.7% 11.92 1.3% 85% False False
20 923.26 878.43 44.83 4.9% 12.02 1.3% 85% False False
40 923.26 826.42 96.84 10.6% 11.13 1.2% 93% False False
60 923.26 756.38 166.88 18.2% 11.28 1.2% 96% False False
80 923.26 733.54 189.72 20.7% 11.24 1.2% 97% False False
100 923.26 733.54 189.72 20.7% 10.91 1.2% 97% False False
120 923.26 733.54 189.72 20.7% 10.73 1.2% 97% 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 1.94
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 947.92
2.618 937.10
1.618 930.47
1.000 926.37
0.618 923.84
HIGH 919.74
0.618 917.21
0.500 916.43
0.382 915.64
LOW 913.11
0.618 909.01
1.000 906.48
1.618 902.38
2.618 895.75
4.250 884.93
Fisher Pivots for day following 11-Jul-1997
Pivot 1 day 3 day
R1 916.60 915.21
PP 916.51 913.73
S1 916.43 912.26

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

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