S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Aug-1997
Day Change Summary
Previous Current
28-Aug-1997 29-Aug-1997 Change Change % Previous Week
Open 913.01 903.52 -9.49 -1.0% 923.77
High 915.90 907.28 -8.62 -0.9% 930.93
Low 898.65 896.82 -1.83 -0.2% 896.82
Close 903.67 899.47 -4.20 -0.5% 899.47
Range 17.25 10.46 -6.79 -39.4% 34.11
ATR 14.68 14.38 -0.30 -2.1% 0.00
Volume
Daily Pivots for day following 29-Aug-1997
Classic Woodie Camarilla DeMark
R4 932.57 926.48 905.22
R3 922.11 916.02 902.35
R2 911.65 911.65 901.39
R1 905.56 905.56 900.43 903.38
PP 901.19 901.19 901.19 900.10
S1 895.10 895.10 898.51 892.92
S2 890.73 890.73 897.55
S3 880.27 884.64 896.59
S4 869.81 874.18 893.72
Weekly Pivots for week ending 29-Aug-1997
Classic Woodie Camarilla DeMark
R4 1,011.40 989.55 918.23
R3 977.29 955.44 908.85
R2 943.18 943.18 905.72
R1 921.33 921.33 902.60 915.20
PP 909.07 909.07 909.07 906.01
S1 887.22 887.22 896.34 881.09
S2 874.96 874.96 893.22
S3 840.85 853.11 890.09
S4 806.74 819.00 880.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 930.93 896.82 34.11 3.8% 12.90 1.4% 8% False True
10 939.47 893.34 46.13 5.1% 14.98 1.7% 13% False False
20 964.17 893.34 70.83 7.9% 15.16 1.7% 9% False False
40 964.17 893.34 70.83 7.9% 13.55 1.5% 9% False False
60 964.17 843.36 120.81 13.4% 12.92 1.4% 46% False False
80 964.17 811.84 152.33 16.9% 12.35 1.4% 58% False False
100 964.17 733.54 230.63 25.6% 12.19 1.4% 72% False False
120 964.17 733.54 230.63 25.6% 12.00 1.3% 72% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 3.18
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 951.74
2.618 934.66
1.618 924.20
1.000 917.74
0.618 913.74
HIGH 907.28
0.618 903.28
0.500 902.05
0.382 900.82
LOW 896.82
0.618 890.36
1.000 886.36
1.618 879.90
2.618 869.44
4.250 852.37
Fisher Pivots for day following 29-Aug-1997
Pivot 1 day 3 day
R1 902.05 906.53
PP 901.19 904.17
S1 900.33 901.82

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

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