S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jul-1997
Day Change Summary
Previous Current
18-Jul-1997 21-Jul-1997 Change Change % Previous Week
Open 930.55 915.30 -15.25 -1.6% 917.08
High 931.61 915.38 -16.23 -1.7% 939.32
Low 912.90 907.12 -5.78 -0.6% 912.02
Close 915.30 912.94 -2.36 -0.3% 915.30
Range 18.71 8.26 -10.45 -55.9% 27.30
ATR 12.09 11.82 -0.27 -2.3% 0.00
Volume
Daily Pivots for day following 21-Jul-1997
Classic Woodie Camarilla DeMark
R4 936.59 933.03 917.48
R3 928.33 924.77 915.21
R2 920.07 920.07 914.45
R1 916.51 916.51 913.70 914.16
PP 911.81 911.81 911.81 910.64
S1 908.25 908.25 912.18 905.90
S2 903.55 903.55 911.43
S3 895.29 899.99 910.67
S4 887.03 891.73 908.40
Weekly Pivots for week ending 18-Jul-1997
Classic Woodie Camarilla DeMark
R4 1,004.11 987.01 930.32
R3 976.81 959.71 922.81
R2 949.51 949.51 920.31
R1 932.41 932.41 917.80 927.31
PP 922.21 922.21 922.21 919.67
S1 905.11 905.11 912.80 900.01
S2 894.91 894.91 910.30
S3 867.61 877.81 907.79
S4 840.31 850.51 900.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.32 907.12 32.20 3.5% 12.24 1.3% 18% False True
10 939.32 902.48 36.84 4.0% 11.66 1.3% 28% False False
20 939.32 878.43 60.89 6.7% 13.11 1.4% 57% False False
40 939.32 831.87 107.45 11.8% 11.30 1.2% 75% False False
60 939.32 763.30 176.02 19.3% 11.52 1.3% 85% False False
80 939.32 733.54 205.78 22.5% 11.48 1.3% 87% False False
100 939.32 733.54 205.78 22.5% 11.06 1.2% 87% False False
120 939.32 733.54 205.78 22.5% 10.75 1.2% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 1.96
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 950.49
2.618 937.00
1.618 928.74
1.000 923.64
0.618 920.48
HIGH 915.38
0.618 912.22
0.500 911.25
0.382 910.28
LOW 907.12
0.618 902.02
1.000 898.86
1.618 893.76
2.618 885.50
4.250 872.02
Fisher Pivots for day following 21-Jul-1997
Pivot 1 day 3 day
R1 912.38 922.04
PP 911.81 919.01
S1 911.25 915.97

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

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