S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Aug-1997
Day Change Summary
Previous Current
14-Aug-1997 15-Aug-1997 Change Change % Previous Week
Open 922.37 924.33 1.96 0.2% 933.19
High 930.07 924.77 -5.30 -0.6% 942.99
Low 916.92 900.81 -16.11 -1.8% 900.81
Close 924.77 900.81 -23.96 -2.6% 900.81
Range 13.15 23.96 10.81 82.2% 42.18
ATR 13.34 14.10 0.76 5.7% 0.00
Volume
Daily Pivots for day following 15-Aug-1997
Classic Woodie Camarilla DeMark
R4 980.68 964.70 913.99
R3 956.72 940.74 907.40
R2 932.76 932.76 905.20
R1 916.78 916.78 903.01 912.79
PP 908.80 908.80 908.80 906.80
S1 892.82 892.82 898.61 888.83
S2 884.84 884.84 896.42
S3 860.88 868.86 894.22
S4 836.92 844.90 887.63
Weekly Pivots for week ending 15-Aug-1997
Classic Woodie Camarilla DeMark
R4 1,041.41 1,013.29 924.01
R3 999.23 971.11 912.41
R2 957.05 957.05 908.54
R1 928.93 928.93 904.68 921.90
PP 914.87 914.87 914.87 911.36
S1 886.75 886.75 896.94 879.72
S2 872.69 872.69 893.08
S3 830.51 844.57 889.21
S4 788.33 802.39 877.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 942.99 900.81 42.18 4.7% 17.36 1.9% 0% False True
10 964.17 900.81 63.36 7.0% 15.34 1.7% 0% False True
20 964.17 900.81 63.36 7.0% 13.52 1.5% 0% False True
40 964.17 878.43 85.74 9.5% 13.21 1.5% 26% False False
60 964.17 831.87 132.30 14.7% 12.03 1.3% 52% False False
80 964.17 763.30 200.87 22.3% 12.05 1.3% 68% False False
100 964.17 733.54 230.63 25.6% 11.89 1.3% 73% False False
120 964.17 733.54 230.63 25.6% 11.52 1.3% 73% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.65
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,026.60
2.618 987.50
1.618 963.54
1.000 948.73
0.618 939.58
HIGH 924.77
0.618 915.62
0.500 912.79
0.382 909.96
LOW 900.81
0.618 886.00
1.000 876.85
1.618 862.04
2.618 838.08
4.250 798.98
Fisher Pivots for day following 15-Aug-1997
Pivot 1 day 3 day
R1 912.79 918.29
PP 908.80 912.46
S1 904.80 906.64

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

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