S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Sep-1997
Day Change Summary
Previous Current
02-Sep-1997 03-Sep-1997 Change Change % Previous Week
Open 899.46 927.76 28.30 3.1% 923.77
High 927.58 935.90 8.32 0.9% 930.93
Low 899.46 926.87 27.41 3.0% 896.82
Close 927.58 927.86 0.28 0.0% 899.47
Range 28.12 9.03 -19.09 -67.9% 34.11
ATR 15.36 14.91 -0.45 -2.9% 0.00
Volume
Daily Pivots for day following 03-Sep-1997
Classic Woodie Camarilla DeMark
R4 957.30 951.61 932.83
R3 948.27 942.58 930.34
R2 939.24 939.24 929.52
R1 933.55 933.55 928.69 936.40
PP 930.21 930.21 930.21 931.63
S1 924.52 924.52 927.03 927.37
S2 921.18 921.18 926.20
S3 912.15 915.49 925.38
S4 903.12 906.46 922.89
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
5 935.90 896.82 39.08 4.2% 15.45 1.7% 79% True False
10 939.47 896.82 42.65 4.6% 15.42 1.7% 73% False False
20 964.17 893.34 70.83 7.6% 16.27 1.8% 49% False False
40 964.17 893.34 70.83 7.6% 13.96 1.5% 49% False False
60 964.17 862.18 101.99 11.0% 13.15 1.4% 64% False False
80 964.17 824.78 139.39 15.0% 12.45 1.3% 74% False False
100 964.17 733.54 230.63 24.9% 12.30 1.3% 84% False False
120 964.17 733.54 230.63 24.9% 12.10 1.3% 84% 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 2.43
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 974.28
2.618 959.54
1.618 950.51
1.000 944.93
0.618 941.48
HIGH 935.90
0.618 932.45
0.500 931.39
0.382 930.32
LOW 926.87
0.618 921.29
1.000 917.84
1.618 912.26
2.618 903.23
4.250 888.49
Fisher Pivots for day following 03-Sep-1997
Pivot 1 day 3 day
R1 931.39 924.03
PP 930.21 920.19
S1 929.04 916.36

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

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