S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Aug-1997
Day Change Summary
Previous Current
21-Aug-1997 22-Aug-1997 Change Change % Previous Week
Open 939.00 922.74 -16.26 -1.7% 900.79
High 939.47 925.05 -14.42 -1.5% 939.47
Low 921.35 905.42 -15.93 -1.7% 893.34
Close 925.05 923.55 -1.50 -0.2% 923.55
Range 18.12 19.63 1.51 8.3% 46.13
ATR 14.69 15.04 0.35 2.4% 0.00
Volume
Daily Pivots for day following 22-Aug-1997
Classic Woodie Camarilla DeMark
R4 976.90 969.85 934.35
R3 957.27 950.22 928.95
R2 937.64 937.64 927.15
R1 930.59 930.59 925.35 934.12
PP 918.01 918.01 918.01 919.77
S1 910.96 910.96 921.75 914.49
S2 898.38 898.38 919.95
S3 878.75 891.33 918.15
S4 859.12 871.70 912.75
Weekly Pivots for week ending 22-Aug-1997
Classic Woodie Camarilla DeMark
R4 1,057.18 1,036.49 948.92
R3 1,011.05 990.36 936.24
R2 964.92 964.92 932.01
R1 944.23 944.23 927.78 954.58
PP 918.79 918.79 918.79 923.96
S1 898.10 898.10 919.32 908.45
S2 872.66 872.66 915.09
S3 826.53 851.97 910.86
S4 780.40 805.84 898.18
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% 17.05 1.8% 65% False False
10 942.99 893.34 49.65 5.4% 17.21 1.9% 61% False False
20 964.17 893.34 70.83 7.7% 14.70 1.6% 43% False False
40 964.17 879.82 84.35 9.1% 13.44 1.5% 52% False False
60 964.17 831.87 132.30 14.3% 12.70 1.4% 69% False False
80 964.17 793.21 170.96 18.5% 12.34 1.3% 76% False False
100 964.17 733.54 230.63 25.0% 12.00 1.3% 82% False False
120 964.17 733.54 230.63 25.0% 11.81 1.3% 82% 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 3.71
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,008.48
2.618 976.44
1.618 956.81
1.000 944.68
0.618 937.18
HIGH 925.05
0.618 917.55
0.500 915.24
0.382 912.92
LOW 905.42
0.618 893.29
1.000 885.79
1.618 873.66
2.618 854.03
4.250 821.99
Fisher Pivots for day following 22-Aug-1997
Pivot 1 day 3 day
R1 920.78 923.18
PP 918.01 922.81
S1 915.24 922.45

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

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