S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Aug-1997
Day Change Summary
Previous Current
13-Aug-1997 14-Aug-1997 Change Change % Previous Week
Open 927.83 922.37 -5.46 -0.6% 946.97
High 935.77 930.07 -5.70 -0.6% 964.17
Low 916.54 916.92 0.38 0.0% 925.74
Close 922.02 924.77 2.75 0.3% 933.54
Range 19.23 13.15 -6.08 -31.6% 38.43
ATR 13.35 13.34 -0.01 -0.1% 0.00
Volume
Daily Pivots for day following 14-Aug-1997
Classic Woodie Camarilla DeMark
R4 963.37 957.22 932.00
R3 950.22 944.07 928.39
R2 937.07 937.07 927.18
R1 930.92 930.92 925.98 934.00
PP 923.92 923.92 923.92 925.46
S1 917.77 917.77 923.56 920.85
S2 910.77 910.77 922.36
S3 897.62 904.62 921.15
S4 884.47 891.47 917.54
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
5 951.19 916.54 34.65 3.7% 17.65 1.9% 24% False False
10 964.17 916.54 47.63 5.2% 14.57 1.6% 17% False False
20 964.17 907.12 57.05 6.2% 13.26 1.4% 31% False False
40 964.17 878.43 85.74 9.3% 12.89 1.4% 54% False False
60 964.17 831.87 132.30 14.3% 11.83 1.3% 70% False False
80 964.17 763.30 200.87 21.7% 11.83 1.3% 80% False False
100 964.17 733.54 230.63 24.9% 11.74 1.3% 83% False False
120 964.17 733.54 230.63 24.9% 11.37 1.2% 83% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.71
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 985.96
2.618 964.50
1.618 951.35
1.000 943.22
0.618 938.20
HIGH 930.07
0.618 925.05
0.500 923.50
0.382 921.94
LOW 916.92
0.618 908.79
1.000 903.77
1.618 895.64
2.618 882.49
4.250 861.03
Fisher Pivots for day following 14-Aug-1997
Pivot 1 day 3 day
R1 924.35 929.77
PP 923.92 928.10
S1 923.50 926.44

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

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