S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Aug-1997
Day Change Summary
Previous Current
01-Aug-1997 04-Aug-1997 Change Change % Previous Week
Open 954.29 946.97 -7.32 -0.8% 942.21
High 955.35 953.18 -2.17 -0.2% 957.73
Low 939.04 943.60 4.56 0.5% 932.56
Close 947.14 950.30 3.16 0.3% 947.14
Range 16.31 9.58 -6.73 -41.3% 25.17
ATR 11.89 11.72 -0.16 -1.4% 0.00
Volume
Daily Pivots for day following 04-Aug-1997
Classic Woodie Camarilla DeMark
R4 977.77 973.61 955.57
R3 968.19 964.03 952.93
R2 958.61 958.61 952.06
R1 954.45 954.45 951.18 956.53
PP 949.03 949.03 949.03 950.07
S1 944.87 944.87 949.42 946.95
S2 939.45 939.45 948.54
S3 929.87 935.29 947.67
S4 920.29 925.71 945.03
Weekly Pivots for week ending 01-Aug-1997
Classic Woodie Camarilla DeMark
R4 1,021.32 1,009.40 960.98
R3 996.15 984.23 954.06
R2 970.98 970.98 951.75
R1 959.06 959.06 949.45 965.02
PP 945.81 945.81 945.81 948.79
S1 933.89 933.89 944.83 939.85
S2 920.64 920.64 942.53
S3 895.47 908.72 940.22
S4 870.30 883.55 933.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 957.73 932.56 25.17 2.6% 11.44 1.2% 70% False False
10 957.73 912.94 44.79 4.7% 11.84 1.2% 83% False False
20 957.73 902.48 55.25 5.8% 11.75 1.2% 87% False False
40 957.73 858.01 99.72 10.5% 11.64 1.2% 93% False False
60 957.73 815.78 141.95 14.9% 11.29 1.2% 95% False False
80 957.73 733.54 224.19 23.6% 11.49 1.2% 97% False False
100 957.73 733.54 224.19 23.6% 11.36 1.2% 97% False False
120 957.73 733.54 224.19 23.6% 10.98 1.2% 97% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.99
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 993.90
2.618 978.26
1.618 968.68
1.000 962.76
0.618 959.10
HIGH 953.18
0.618 949.52
0.500 948.39
0.382 947.26
LOW 943.60
0.618 937.68
1.000 934.02
1.618 928.10
2.618 918.52
4.250 902.89
Fisher Pivots for day following 04-Aug-1997
Pivot 1 day 3 day
R1 949.66 949.66
PP 949.03 949.02
S1 948.39 948.39

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

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