S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jul-1997
Day Change Summary
Previous Current
15-Jul-1997 16-Jul-1997 Change Change % Previous Week
Open 919.31 928.01 8.70 0.9% 917.50
High 926.15 939.32 13.17 1.4% 923.26
Low 914.52 925.76 11.24 1.2% 902.48
Close 925.76 936.59 10.83 1.2% 916.68
Range 11.63 13.56 1.93 16.6% 20.78
ATR 11.64 11.78 0.14 1.2% 0.00
Volume
Daily Pivots for day following 16-Jul-1997
Classic Woodie Camarilla DeMark
R4 974.57 969.14 944.05
R3 961.01 955.58 940.32
R2 947.45 947.45 939.08
R1 942.02 942.02 937.83 944.74
PP 933.89 933.89 933.89 935.25
S1 928.46 928.46 935.35 931.18
S2 920.33 920.33 934.10
S3 906.77 914.90 932.86
S4 893.21 901.34 929.13
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
5 939.32 904.31 35.01 3.7% 10.76 1.1% 92% True False
10 939.32 891.03 48.29 5.2% 12.10 1.3% 94% True False
20 939.32 878.43 60.89 6.5% 12.44 1.3% 96% True False
40 939.32 826.42 112.90 12.1% 11.28 1.2% 98% True False
60 939.32 759.90 179.42 19.2% 11.44 1.2% 98% True False
80 939.32 733.54 205.78 22.0% 11.38 1.2% 99% True False
100 939.32 733.54 205.78 22.0% 11.03 1.2% 99% True False
120 939.32 733.54 205.78 22.0% 10.72 1.1% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 996.95
2.618 974.82
1.618 961.26
1.000 952.88
0.618 947.70
HIGH 939.32
0.618 934.14
0.500 932.54
0.382 930.94
LOW 925.76
0.618 917.38
1.000 912.20
1.618 903.82
2.618 890.26
4.250 868.13
Fisher Pivots for day following 16-Jul-1997
Pivot 1 day 3 day
R1 935.24 932.95
PP 933.89 929.31
S1 932.54 925.67

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

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