S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jul-1997
Day Change Summary
Previous Current
16-Jul-1997 17-Jul-1997 Change Change % Previous Week
Open 928.01 936.81 8.80 0.9% 917.50
High 939.32 936.96 -2.36 -0.3% 923.26
Low 925.76 927.90 2.14 0.2% 902.48
Close 936.59 931.61 -4.98 -0.5% 916.68
Range 13.56 9.06 -4.50 -33.2% 20.78
ATR 11.78 11.58 -0.19 -1.6% 0.00
Volume
Daily Pivots for day following 17-Jul-1997
Classic Woodie Camarilla DeMark
R4 959.34 954.53 936.59
R3 950.28 945.47 934.10
R2 941.22 941.22 933.27
R1 936.41 936.41 932.44 934.29
PP 932.16 932.16 932.16 931.09
S1 927.35 927.35 930.78 925.23
S2 923.10 923.10 929.95
S3 914.04 918.29 929.12
S4 904.98 909.23 926.63
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
5 939.32 912.02 27.30 2.9% 10.13 1.1% 72% False False
10 939.32 902.48 36.84 4.0% 11.70 1.3% 79% False False
20 939.32 878.43 60.89 6.5% 12.52 1.3% 87% False False
40 939.32 831.87 107.45 11.5% 11.11 1.2% 93% False False
60 939.32 763.30 176.02 18.9% 11.35 1.2% 96% False False
80 939.32 733.54 205.78 22.1% 11.36 1.2% 96% False False
100 939.32 733.54 205.78 22.1% 11.00 1.2% 96% False False
120 939.32 733.54 205.78 22.1% 10.71 1.1% 96% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.51
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 975.47
2.618 960.68
1.618 951.62
1.000 946.02
0.618 942.56
HIGH 936.96
0.618 933.50
0.500 932.43
0.382 931.36
LOW 927.90
0.618 922.30
1.000 918.84
1.618 913.24
2.618 904.18
4.250 889.40
Fisher Pivots for day following 17-Jul-1997
Pivot 1 day 3 day
R1 932.43 930.05
PP 932.16 928.48
S1 931.88 926.92

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

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