S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jul-1997
Day Change Summary
Previous Current
21-Jul-1997 22-Jul-1997 Change Change % Previous Week
Open 915.30 912.94 -2.36 -0.3% 917.08
High 915.38 934.38 19.00 2.1% 939.32
Low 907.12 912.94 5.82 0.6% 912.02
Close 912.94 933.98 21.04 2.3% 915.30
Range 8.26 21.44 13.18 159.6% 27.30
ATR 11.82 12.51 0.69 5.8% 0.00
Volume
Daily Pivots for day following 22-Jul-1997
Classic Woodie Camarilla DeMark
R4 991.42 984.14 945.77
R3 969.98 962.70 939.88
R2 948.54 948.54 937.91
R1 941.26 941.26 935.95 944.90
PP 927.10 927.10 927.10 928.92
S1 919.82 919.82 932.01 923.46
S2 905.66 905.66 930.05
S3 884.22 898.38 928.08
S4 862.78 876.94 922.19
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 3.4% 14.21 1.5% 83% False False
10 939.32 902.48 36.84 3.9% 13.08 1.4% 86% False False
20 939.32 878.62 60.70 6.5% 13.17 1.4% 91% False False
40 939.32 831.87 107.45 11.5% 11.51 1.2% 95% False False
60 939.32 763.30 176.02 18.8% 11.77 1.3% 97% False False
80 939.32 733.54 205.78 22.0% 11.43 1.2% 97% False False
100 939.32 733.54 205.78 22.0% 11.17 1.2% 97% False False
120 939.32 733.54 205.78 22.0% 10.87 1.2% 97% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.91
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 1,025.50
2.618 990.51
1.618 969.07
1.000 955.82
0.618 947.63
HIGH 934.38
0.618 926.19
0.500 923.66
0.382 921.13
LOW 912.94
0.618 899.69
1.000 891.50
1.618 878.25
2.618 856.81
4.250 821.82
Fisher Pivots for day following 22-Jul-1997
Pivot 1 day 3 day
R1 930.54 929.57
PP 927.10 925.16
S1 923.66 920.75

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

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