S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jul-1997
Day Change Summary
Previous Current
11-Jul-1997 14-Jul-1997 Change Change % Previous Week
Open 913.26 917.08 3.82 0.4% 917.50
High 919.74 921.78 2.04 0.2% 923.26
Low 913.11 912.02 -1.09 -0.1% 902.48
Close 916.68 918.38 1.70 0.2% 916.68
Range 6.63 9.76 3.13 47.2% 20.78
ATR 11.79 11.64 -0.14 -1.2% 0.00
Volume
Daily Pivots for day following 14-Jul-1997
Classic Woodie Camarilla DeMark
R4 946.67 942.29 923.75
R3 936.91 932.53 921.06
R2 927.15 927.15 920.17
R1 922.77 922.77 919.27 924.96
PP 917.39 917.39 917.39 918.49
S1 913.01 913.01 917.49 915.20
S2 907.63 907.63 916.59
S3 897.87 903.25 915.70
S4 888.11 893.49 913.01
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
5 922.04 902.48 19.56 2.1% 11.08 1.2% 81% False False
10 923.26 879.82 43.44 4.7% 11.79 1.3% 89% False False
20 923.26 878.43 44.83 4.9% 11.95 1.3% 89% False False
40 923.26 826.42 96.84 10.5% 11.14 1.2% 95% False False
60 923.26 756.38 166.88 18.2% 11.31 1.2% 97% False False
80 923.26 733.54 189.72 20.7% 11.21 1.2% 97% False False
100 923.26 733.54 189.72 20.7% 10.95 1.2% 97% False False
120 923.26 733.54 189.72 20.7% 10.71 1.2% 97% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 963.26
2.618 947.33
1.618 937.57
1.000 931.54
0.618 927.81
HIGH 921.78
0.618 918.05
0.500 916.90
0.382 915.75
LOW 912.02
0.618 905.99
1.000 902.26
1.618 896.23
2.618 886.47
4.250 870.54
Fisher Pivots for day following 14-Jul-1997
Pivot 1 day 3 day
R1 917.89 916.60
PP 917.39 914.82
S1 916.90 913.05

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

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