S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Aug-1997
Day Change Summary
Previous Current
06-Aug-1997 07-Aug-1997 Change Change % Previous Week
Open 952.33 961.05 8.72 0.9% 942.21
High 962.43 964.17 1.74 0.2% 957.73
Low 949.45 950.87 1.42 0.1% 932.56
Close 960.32 951.19 -9.13 -1.0% 947.14
Range 12.98 13.30 0.32 2.5% 25.17
ATR 11.39 11.52 0.14 1.2% 0.00
Volume
Daily Pivots for day following 07-Aug-1997
Classic Woodie Camarilla DeMark
R4 995.31 986.55 958.51
R3 982.01 973.25 954.85
R2 968.71 968.71 953.63
R1 959.95 959.95 952.41 957.68
PP 955.41 955.41 955.41 954.28
S1 946.65 946.65 949.97 944.38
S2 942.11 942.11 948.75
S3 928.81 933.35 947.53
S4 915.51 920.05 943.88
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
5 964.17 939.04 25.13 2.6% 11.49 1.2% 48% True False
10 964.17 932.56 31.61 3.3% 10.61 1.1% 59% True False
20 964.17 907.12 57.05 6.0% 11.38 1.2% 77% True False
40 964.17 869.01 95.16 10.0% 11.92 1.3% 86% True False
60 964.17 826.42 137.75 14.5% 11.23 1.2% 91% True False
80 964.17 751.99 212.18 22.3% 11.37 1.2% 94% True False
100 964.17 733.54 230.63 24.2% 11.33 1.2% 94% True False
120 964.17 733.54 230.63 24.2% 11.02 1.2% 94% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,020.70
2.618 998.99
1.618 985.69
1.000 977.47
0.618 972.39
HIGH 964.17
0.618 959.09
0.500 957.52
0.382 955.95
LOW 950.87
0.618 942.65
1.000 937.57
1.618 929.35
2.618 916.05
4.250 894.35
Fisher Pivots for day following 07-Aug-1997
Pivot 1 day 3 day
R1 957.52 956.55
PP 955.41 954.76
S1 953.30 952.98

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

View Archives - Comment on this page... - Back to Index of Symbols