S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Sep-1997
Day Change Summary
Previous Current
03-Sep-1997 04-Sep-1997 Change Change % Previous Week
Open 927.76 927.85 0.09 0.0% 923.77
High 935.90 933.36 -2.54 -0.3% 930.93
Low 926.87 925.59 -1.28 -0.1% 896.82
Close 927.86 930.87 3.01 0.3% 899.47
Range 9.03 7.77 -1.26 -14.0% 34.11
ATR 14.91 14.40 -0.51 -3.4% 0.00
Volume
Daily Pivots for day following 04-Sep-1997
Classic Woodie Camarilla DeMark
R4 953.25 949.83 935.14
R3 945.48 942.06 933.01
R2 937.71 937.71 932.29
R1 934.29 934.29 931.58 936.00
PP 929.94 929.94 929.94 930.80
S1 926.52 926.52 930.16 928.23
S2 922.17 922.17 929.45
S3 914.40 918.75 928.73
S4 906.63 910.98 926.60
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% 14.53 1.6% 87% False False
10 939.47 896.82 42.65 4.6% 14.72 1.6% 80% False False
20 964.17 893.34 70.83 7.6% 16.01 1.7% 53% False False
40 964.17 893.34 70.83 7.6% 13.67 1.5% 53% False False
60 964.17 865.15 99.02 10.6% 13.15 1.4% 66% False False
80 964.17 826.42 137.75 14.8% 12.38 1.3% 76% False False
100 964.17 743.73 220.44 23.7% 12.27 1.3% 85% False False
120 964.17 733.54 230.63 24.8% 12.11 1.3% 86% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.51
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 966.38
2.618 953.70
1.618 945.93
1.000 941.13
0.618 938.16
HIGH 933.36
0.618 930.39
0.500 929.48
0.382 928.56
LOW 925.59
0.618 920.79
1.000 917.82
1.618 913.02
2.618 905.25
4.250 892.57
Fisher Pivots for day following 04-Sep-1997
Pivot 1 day 3 day
R1 930.41 926.47
PP 929.94 922.08
S1 929.48 917.68

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

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