S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jul-1997
Day Change Summary
Previous Current
28-Jul-1997 29-Jul-1997 Change Change % Previous Week
Open 942.21 934.31 -7.90 -0.8% 915.30
High 942.97 942.96 -0.01 0.0% 945.65
Low 935.19 932.56 -2.63 -0.3% 907.12
Close 936.45 942.29 5.84 0.6% 938.79
Range 7.78 10.40 2.62 33.7% 38.53
ATR 11.83 11.73 -0.10 -0.9% 0.00
Volume
Daily Pivots for day following 29-Jul-1997
Classic Woodie Camarilla DeMark
R4 970.47 966.78 948.01
R3 960.07 956.38 945.15
R2 949.67 949.67 944.20
R1 945.98 945.98 943.24 947.83
PP 939.27 939.27 939.27 940.19
S1 935.58 935.58 941.34 937.43
S2 928.87 928.87 940.38
S3 918.47 925.18 939.43
S4 908.07 914.78 936.57
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
5 945.65 926.91 18.74 2.0% 10.03 1.1% 82% False False
10 945.65 907.12 38.53 4.1% 12.12 1.3% 91% False False
20 945.65 884.54 61.11 6.5% 11.90 1.3% 95% False False
40 945.65 838.82 106.83 11.3% 11.48 1.2% 97% False False
60 945.65 811.80 133.85 14.2% 11.45 1.2% 97% False False
80 945.65 733.54 212.11 22.5% 11.30 1.2% 98% False False
100 945.65 733.54 212.11 22.5% 11.24 1.2% 98% False False
120 945.65 733.54 212.11 22.5% 10.88 1.2% 98% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 987.16
2.618 970.19
1.618 959.79
1.000 953.36
0.618 949.39
HIGH 942.96
0.618 938.99
0.500 937.76
0.382 936.53
LOW 932.56
0.618 926.13
1.000 922.16
1.618 915.73
2.618 905.33
4.250 888.36
Fisher Pivots for day following 29-Jul-1997
Pivot 1 day 3 day
R1 940.78 941.23
PP 939.27 940.17
S1 937.76 939.11

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

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