S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jul-1997
Day Change Summary
Previous Current
25-Jul-1997 28-Jul-1997 Change Change % Previous Week
Open 941.99 942.21 0.22 0.0% 915.30
High 945.65 942.97 -2.68 -0.3% 945.65
Low 936.09 935.19 -0.90 -0.1% 907.12
Close 938.79 936.45 -2.34 -0.2% 938.79
Range 9.56 7.78 -1.78 -18.6% 38.53
ATR 12.15 11.83 -0.31 -2.6% 0.00
Volume
Daily Pivots for day following 28-Jul-1997
Classic Woodie Camarilla DeMark
R4 961.54 956.78 940.73
R3 953.76 949.00 938.59
R2 945.98 945.98 937.88
R1 941.22 941.22 937.16 939.71
PP 938.20 938.20 938.20 937.45
S1 933.44 933.44 935.74 931.93
S2 930.42 930.42 935.02
S3 922.64 925.66 934.31
S4 914.86 917.88 932.17
Weekly Pivots for week ending 25-Jul-1997
Classic Woodie Camarilla DeMark
R4 1,046.11 1,030.98 959.98
R3 1,007.58 992.45 949.39
R2 969.05 969.05 945.85
R1 953.92 953.92 942.32 961.49
PP 930.52 930.52 930.52 934.30
S1 915.39 915.39 935.26 922.96
S2 891.99 891.99 931.73
S3 853.46 876.86 928.19
S4 814.93 838.33 917.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 945.65 912.94 32.71 3.5% 12.24 1.3% 72% False False
10 945.65 907.12 38.53 4.1% 12.24 1.3% 76% False False
20 945.65 879.82 65.83 7.0% 12.02 1.3% 86% False False
40 945.65 838.82 106.83 11.4% 11.39 1.2% 91% False False
60 945.65 798.53 147.12 15.7% 11.52 1.2% 94% False False
80 945.65 733.54 212.11 22.7% 11.34 1.2% 96% False False
100 945.65 733.54 212.11 22.7% 11.20 1.2% 96% False False
120 945.65 733.54 212.11 22.7% 10.96 1.2% 96% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.84
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 976.04
2.618 963.34
1.618 955.56
1.000 950.75
0.618 947.78
HIGH 942.97
0.618 940.00
0.500 939.08
0.382 938.16
LOW 935.19
0.618 930.38
1.000 927.41
1.618 922.60
2.618 914.82
4.250 902.13
Fisher Pivots for day following 28-Jul-1997
Pivot 1 day 3 day
R1 939.08 936.39
PP 938.20 936.34
S1 937.33 936.28

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

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