S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Aug-1997
Day Change Summary
Previous Current
04-Aug-1997 05-Aug-1997 Change Change % Previous Week
Open 946.97 950.75 3.78 0.4% 942.21
High 953.18 954.21 1.03 0.1% 957.73
Low 943.60 948.92 5.32 0.6% 932.56
Close 950.30 952.37 2.07 0.2% 947.14
Range 9.58 5.29 -4.29 -44.8% 25.17
ATR 11.72 11.26 -0.46 -3.9% 0.00
Volume
Daily Pivots for day following 05-Aug-1997
Classic Woodie Camarilla DeMark
R4 967.70 965.33 955.28
R3 962.41 960.04 953.82
R2 957.12 957.12 953.34
R1 954.75 954.75 952.85 955.94
PP 951.83 951.83 951.83 952.43
S1 949.46 949.46 951.89 950.65
S2 946.54 946.54 951.40
S3 941.25 944.17 950.92
S4 935.96 938.88 949.46
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
5 957.73 939.04 18.69 2.0% 10.42 1.1% 71% False False
10 957.73 926.91 30.82 3.2% 10.22 1.1% 83% False False
20 957.73 902.48 55.25 5.8% 11.65 1.2% 90% False False
40 957.73 862.18 95.55 10.0% 11.59 1.2% 94% False False
60 957.73 824.78 132.95 14.0% 11.18 1.2% 96% False False
80 957.73 733.54 224.19 23.5% 11.30 1.2% 98% False False
100 957.73 733.54 224.19 23.5% 11.27 1.2% 98% False False
120 957.73 733.54 224.19 23.5% 10.92 1.1% 98% 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 2.18
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 976.69
2.618 968.06
1.618 962.77
1.000 959.50
0.618 957.48
HIGH 954.21
0.618 952.19
0.500 951.57
0.382 950.94
LOW 948.92
0.618 945.65
1.000 943.63
1.618 940.36
2.618 935.07
4.250 926.44
Fisher Pivots for day following 05-Aug-1997
Pivot 1 day 3 day
R1 952.10 950.65
PP 951.83 948.92
S1 951.57 947.20

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

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