S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Sep-1997
Day Change Summary
Previous Current
29-Aug-1997 02-Sep-1997 Change Change % Previous Week
Open 903.52 899.46 -4.06 -0.4% 923.77
High 907.28 927.58 20.30 2.2% 930.93
Low 896.82 899.46 2.64 0.3% 896.82
Close 899.47 927.58 28.11 3.1% 899.47
Range 10.46 28.12 17.66 168.8% 34.11
ATR 14.38 15.36 0.98 6.8% 0.00
Volume
Daily Pivots for day following 02-Sep-1997
Classic Woodie Camarilla DeMark
R4 1,002.57 993.19 943.05
R3 974.45 965.07 935.31
R2 946.33 946.33 932.74
R1 936.95 936.95 930.16 941.64
PP 918.21 918.21 918.21 920.55
S1 908.83 908.83 925.00 913.52
S2 890.09 890.09 922.42
S3 861.97 880.71 919.85
S4 833.85 852.59 912.11
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
5 927.58 896.82 30.76 3.3% 15.80 1.7% 100% True False
10 939.47 896.82 42.65 4.6% 15.87 1.7% 72% False False
20 964.17 893.34 70.83 7.6% 16.08 1.7% 48% False False
40 964.17 893.34 70.83 7.6% 13.92 1.5% 48% False False
60 964.17 858.01 106.16 11.4% 13.12 1.4% 66% False False
80 964.17 815.78 148.39 16.0% 12.49 1.3% 75% False False
100 964.17 733.54 230.63 24.9% 12.41 1.3% 84% False False
120 964.17 733.54 230.63 24.9% 12.15 1.3% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.44
Widest range in 2495 trading days
Fibonacci Retracements and Extensions
4.250 1,047.09
2.618 1,001.20
1.618 973.08
1.000 955.70
0.618 944.96
HIGH 927.58
0.618 916.84
0.500 913.52
0.382 910.20
LOW 899.46
0.618 882.08
1.000 871.34
1.618 853.96
2.618 825.84
4.250 779.95
Fisher Pivots for day following 02-Sep-1997
Pivot 1 day 3 day
R1 922.89 922.45
PP 918.21 917.33
S1 913.52 912.20

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

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