S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Aug-1997
Day Change Summary
Previous Current
19-Aug-1997 20-Aug-1997 Change Change % Previous Week
Open 913.43 926.06 12.63 1.4% 933.19
High 926.01 939.35 13.34 1.4% 942.99
Low 912.49 924.58 12.09 1.3% 900.81
Close 926.01 939.35 13.34 1.4% 900.81
Range 13.52 14.77 1.25 9.2% 42.18
ATR 14.40 14.42 0.03 0.2% 0.00
Volume
Daily Pivots for day following 20-Aug-1997
Classic Woodie Camarilla DeMark
R4 978.74 973.81 947.47
R3 963.97 959.04 943.41
R2 949.20 949.20 942.06
R1 944.27 944.27 940.70 946.74
PP 934.43 934.43 934.43 935.66
S1 929.50 929.50 938.00 931.97
S2 919.66 919.66 936.64
S3 904.89 914.73 935.29
S4 890.12 899.96 931.23
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
5 939.35 893.34 46.01 4.9% 16.93 1.8% 100% True False
10 964.17 893.34 70.83 7.5% 17.31 1.8% 65% False False
20 964.17 893.34 70.83 7.5% 14.02 1.5% 65% False False
40 964.17 879.32 84.85 9.0% 13.34 1.4% 71% False False
60 964.17 831.87 132.30 14.1% 12.30 1.3% 81% False False
80 964.17 772.96 191.21 20.4% 12.30 1.3% 87% False False
100 964.17 733.54 230.63 24.6% 11.85 1.3% 89% False False
120 964.17 733.54 230.63 24.6% 11.65 1.2% 89% 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 3.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,002.12
2.618 978.02
1.618 963.25
1.000 954.12
0.618 948.48
HIGH 939.35
0.618 933.71
0.500 931.97
0.382 930.22
LOW 924.58
0.618 915.45
1.000 909.81
1.618 900.68
2.618 885.91
4.250 861.81
Fisher Pivots for day following 20-Aug-1997
Pivot 1 day 3 day
R1 936.89 931.68
PP 934.43 924.01
S1 931.97 916.35

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

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