S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Aug-1997
Day Change Summary
Previous Current
20-Aug-1997 21-Aug-1997 Change Change % Previous Week
Open 926.06 939.00 12.94 1.4% 933.19
High 939.35 939.47 0.12 0.0% 942.99
Low 924.58 921.35 -3.23 -0.3% 900.81
Close 939.35 925.05 -14.30 -1.5% 900.81
Range 14.77 18.12 3.35 22.7% 42.18
ATR 14.42 14.69 0.26 1.8% 0.00
Volume
Daily Pivots for day following 21-Aug-1997
Classic Woodie Camarilla DeMark
R4 982.98 972.14 935.02
R3 964.86 954.02 930.03
R2 946.74 946.74 928.37
R1 935.90 935.90 926.71 932.26
PP 928.62 928.62 928.62 926.81
S1 917.78 917.78 923.39 914.14
S2 910.50 910.50 921.73
S3 892.38 899.66 920.07
S4 874.26 881.54 915.08
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
5 939.47 893.34 46.13 5.0% 17.92 1.9% 69% True False
10 951.19 893.34 57.85 6.3% 17.79 1.9% 55% False False
20 964.17 893.34 70.83 7.7% 14.20 1.5% 45% False False
40 964.17 879.32 84.85 9.2% 13.30 1.4% 54% False False
60 964.17 831.87 132.30 14.3% 12.48 1.3% 70% False False
80 964.17 791.21 172.96 18.7% 12.26 1.3% 77% False False
100 964.17 733.54 230.63 24.9% 11.93 1.3% 83% False False
120 964.17 733.54 230.63 24.9% 11.72 1.3% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,016.48
2.618 986.91
1.618 968.79
1.000 957.59
0.618 950.67
HIGH 939.47
0.618 932.55
0.500 930.41
0.382 928.27
LOW 921.35
0.618 910.15
1.000 903.23
1.618 892.03
2.618 873.91
4.250 844.34
Fisher Pivots for day following 21-Aug-1997
Pivot 1 day 3 day
R1 930.41 925.98
PP 928.62 925.67
S1 926.84 925.36

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

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