S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Aug-1997
Day Change Summary
Previous Current
08-Aug-1997 11-Aug-1997 Change Change % Previous Week
Open 950.39 933.19 -17.20 -1.8% 946.97
High 951.19 938.50 -12.69 -1.3% 964.17
Low 925.74 925.39 -0.35 0.0% 925.74
Close 933.54 937.00 3.46 0.4% 933.54
Range 25.45 13.11 -12.34 -48.5% 38.43
ATR 12.52 12.56 0.04 0.3% 0.00
Volume
Daily Pivots for day following 11-Aug-1997
Classic Woodie Camarilla DeMark
R4 972.96 968.09 944.21
R3 959.85 954.98 940.61
R2 946.74 946.74 939.40
R1 941.87 941.87 938.20 944.31
PP 933.63 933.63 933.63 934.85
S1 928.76 928.76 935.80 931.20
S2 920.52 920.52 934.60
S3 907.41 915.65 933.39
S4 894.30 902.54 929.79
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
5 964.17 925.39 38.78 4.1% 14.03 1.5% 30% False True
10 964.17 925.39 38.78 4.1% 12.73 1.4% 30% False True
20 964.17 907.12 57.05 6.1% 12.49 1.3% 52% False False
40 964.17 878.43 85.74 9.2% 12.22 1.3% 68% False False
60 964.17 826.42 137.75 14.7% 11.59 1.2% 80% False False
80 964.17 756.38 207.79 22.2% 11.60 1.2% 87% False False
100 964.17 733.54 230.63 24.6% 11.47 1.2% 88% False False
120 964.17 733.54 230.63 24.6% 11.20 1.2% 88% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 994.22
2.618 972.82
1.618 959.71
1.000 951.61
0.618 946.60
HIGH 938.50
0.618 933.49
0.500 931.95
0.382 930.40
LOW 925.39
0.618 917.29
1.000 912.28
1.618 904.18
2.618 891.07
4.250 869.67
Fisher Pivots for day following 11-Aug-1997
Pivot 1 day 3 day
R1 935.32 944.78
PP 933.63 942.19
S1 931.95 939.59

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

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