S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Aug-1997
Day Change Summary
Previous Current
05-Aug-1997 06-Aug-1997 Change Change % Previous Week
Open 950.75 952.33 1.58 0.2% 942.21
High 954.21 962.43 8.22 0.9% 957.73
Low 948.92 949.45 0.53 0.1% 932.56
Close 952.37 960.32 7.95 0.8% 947.14
Range 5.29 12.98 7.69 145.4% 25.17
ATR 11.26 11.39 0.12 1.1% 0.00
Volume
Daily Pivots for day following 06-Aug-1997
Classic Woodie Camarilla DeMark
R4 996.34 991.31 967.46
R3 983.36 978.33 963.89
R2 970.38 970.38 962.70
R1 965.35 965.35 961.51 967.87
PP 957.40 957.40 957.40 958.66
S1 952.37 952.37 959.13 954.89
S2 944.42 944.42 957.94
S3 931.44 939.39 956.75
S4 918.46 926.41 953.18
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
5 962.43 939.04 23.39 2.4% 10.60 1.1% 91% True False
10 962.43 926.91 35.52 3.7% 10.74 1.1% 94% True False
20 962.43 904.31 58.12 6.1% 11.33 1.2% 96% True False
40 962.43 865.15 97.28 10.1% 11.72 1.2% 98% True False
60 962.43 826.42 136.01 14.2% 11.17 1.2% 98% True False
80 962.43 743.73 218.70 22.8% 11.34 1.2% 99% True False
100 962.43 733.54 228.89 23.8% 11.33 1.2% 99% True False
120 962.43 733.54 228.89 23.8% 10.94 1.1% 99% True 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,017.60
2.618 996.41
1.618 983.43
1.000 975.41
0.618 970.45
HIGH 962.43
0.618 957.47
0.500 955.94
0.382 954.41
LOW 949.45
0.618 941.43
1.000 936.47
1.618 928.45
2.618 915.47
4.250 894.29
Fisher Pivots for day following 06-Aug-1997
Pivot 1 day 3 day
R1 958.86 957.89
PP 957.40 955.45
S1 955.94 953.02

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

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