S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jul-1997
Day Change Summary
Previous Current
14-Jul-1997 15-Jul-1997 Change Change % Previous Week
Open 917.08 919.31 2.23 0.2% 917.50
High 921.78 926.15 4.37 0.5% 923.26
Low 912.02 914.52 2.50 0.3% 902.48
Close 918.38 925.76 7.38 0.8% 916.68
Range 9.76 11.63 1.87 19.2% 20.78
ATR 11.64 11.64 0.00 0.0% 0.00
Volume
Daily Pivots for day following 15-Jul-1997
Classic Woodie Camarilla DeMark
R4 957.03 953.03 932.16
R3 945.40 941.40 928.96
R2 933.77 933.77 927.89
R1 929.77 929.77 926.83 931.77
PP 922.14 922.14 922.14 923.15
S1 918.14 918.14 924.69 920.14
S2 910.51 910.51 923.63
S3 898.88 906.51 922.56
S4 887.25 894.88 919.36
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
5 926.15 902.48 23.67 2.6% 11.96 1.3% 98% True False
10 926.15 884.54 41.61 4.5% 11.67 1.3% 99% True False
20 926.15 878.43 47.72 5.2% 12.33 1.3% 99% True False
40 926.15 826.42 99.73 10.8% 11.11 1.2% 100% True False
60 926.15 756.38 169.77 18.3% 11.40 1.2% 100% True False
80 926.15 733.54 192.61 20.8% 11.26 1.2% 100% True False
100 926.15 733.54 192.61 20.8% 10.94 1.2% 100% True False
120 926.15 733.54 192.61 20.8% 10.76 1.2% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 975.58
2.618 956.60
1.618 944.97
1.000 937.78
0.618 933.34
HIGH 926.15
0.618 921.71
0.500 920.34
0.382 918.96
LOW 914.52
0.618 907.33
1.000 902.89
1.618 895.70
2.618 884.07
4.250 865.09
Fisher Pivots for day following 15-Jul-1997
Pivot 1 day 3 day
R1 923.95 923.54
PP 922.14 921.31
S1 920.34 919.09

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

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