S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Aug-1997
Day Change Summary
Previous Current
07-Aug-1997 08-Aug-1997 Change Change % Previous Week
Open 961.05 950.39 -10.66 -1.1% 946.97
High 964.17 951.19 -12.98 -1.3% 964.17
Low 950.87 925.74 -25.13 -2.6% 925.74
Close 951.19 933.54 -17.65 -1.9% 933.54
Range 13.30 25.45 12.15 91.4% 38.43
ATR 11.52 12.52 0.99 8.6% 0.00
Volume
Daily Pivots for day following 08-Aug-1997
Classic Woodie Camarilla DeMark
R4 1,013.17 998.81 947.54
R3 987.72 973.36 940.54
R2 962.27 962.27 938.21
R1 947.91 947.91 935.87 942.37
PP 936.82 936.82 936.82 934.05
S1 922.46 922.46 931.21 916.92
S2 911.37 911.37 928.87
S3 885.92 897.01 926.54
S4 860.47 871.56 919.54
Weekly Pivots for week ending 08-Aug-1997
Classic Woodie Camarilla DeMark
R4 1,056.44 1,033.42 954.68
R3 1,018.01 994.99 944.11
R2 979.58 979.58 940.59
R1 956.56 956.56 937.06 948.86
PP 941.15 941.15 941.15 937.30
S1 918.13 918.13 930.02 910.43
S2 902.72 902.72 926.49
S3 864.29 879.70 922.97
S4 825.86 841.27 912.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 964.17 925.74 38.43 4.1% 13.32 1.4% 20% False True
10 964.17 925.74 38.43 4.1% 12.20 1.3% 20% False True
20 964.17 907.12 57.05 6.1% 12.32 1.3% 46% False False
40 964.17 878.43 85.74 9.2% 12.17 1.3% 64% False False
60 964.17 826.42 137.75 14.8% 11.52 1.2% 78% False False
80 964.17 756.38 207.79 22.3% 11.54 1.2% 85% False False
100 964.17 733.54 230.63 24.7% 11.45 1.2% 87% False False
120 964.17 733.54 230.63 24.7% 11.15 1.2% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.92
Widest range in 270 trading days
Fibonacci Retracements and Extensions
4.250 1,059.35
2.618 1,017.82
1.618 992.37
1.000 976.64
0.618 966.92
HIGH 951.19
0.618 941.47
0.500 938.47
0.382 935.46
LOW 925.74
0.618 910.01
1.000 900.29
1.618 884.56
2.618 859.11
4.250 817.58
Fisher Pivots for day following 08-Aug-1997
Pivot 1 day 3 day
R1 938.47 944.96
PP 936.82 941.15
S1 935.18 937.35

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

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