S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Aug-1997
Day Change Summary
Previous Current
11-Aug-1997 12-Aug-1997 Change Change % Previous Week
Open 933.19 937.64 4.45 0.5% 946.97
High 938.50 942.99 4.49 0.5% 964.17
Low 925.39 925.66 0.27 0.0% 925.74
Close 937.00 926.53 -10.47 -1.1% 933.54
Range 13.11 17.33 4.22 32.2% 38.43
ATR 12.56 12.90 0.34 2.7% 0.00
Volume
Daily Pivots for day following 12-Aug-1997
Classic Woodie Camarilla DeMark
R4 983.72 972.45 936.06
R3 966.39 955.12 931.30
R2 949.06 949.06 929.71
R1 937.79 937.79 928.12 934.76
PP 931.73 931.73 931.73 930.21
S1 920.46 920.46 924.94 917.43
S2 914.40 914.40 923.35
S3 897.07 903.13 921.76
S4 879.74 885.80 917.00
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 4.2% 16.43 1.8% 3% False False
10 964.17 925.39 38.78 4.2% 13.43 1.4% 3% False False
20 964.17 907.12 57.05 6.2% 12.77 1.4% 34% False False
40 964.17 878.43 85.74 9.3% 12.55 1.4% 56% False False
60 964.17 826.42 137.75 14.9% 11.67 1.3% 73% False False
80 964.17 756.38 207.79 22.4% 11.74 1.3% 82% False False
100 964.17 733.54 230.63 24.9% 11.56 1.2% 84% False False
120 964.17 733.54 230.63 24.9% 11.25 1.2% 84% False 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 2.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,016.64
2.618 988.36
1.618 971.03
1.000 960.32
0.618 953.70
HIGH 942.99
0.618 936.37
0.500 934.33
0.382 932.28
LOW 925.66
0.618 914.95
1.000 908.33
1.618 897.62
2.618 880.29
4.250 852.01
Fisher Pivots for day following 12-Aug-1997
Pivot 1 day 3 day
R1 934.33 938.29
PP 931.73 934.37
S1 929.13 930.45

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

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