S&P500 Cash Index

Trading Metrics calculated at close of trading on 08-Sep-1997

Day Change Summary
	Previous	Current
	05-Sep-1997	08-Sep-1997	Change	Change %	Previous Week
Open	931.53	929.52	-2.01	-0.2%	899.46
High	940.37	936.50	-3.87	-0.4%	940.37
Low	924.05	929.05	5.00	0.5%	899.46
Close	929.05	931.20	2.15	0.2%	929.05
Range	16.32	7.45	-8.87	-54.4%	40.91
ATR	14.53	14.03	-0.51	-3.5%	0.00
Volume

Daily Pivots for day following 08-Sep-1997
	Classic	Woodie	Camarilla	DeMark
R4	954.60	950.35	935.30
R3	947.15	942.90	933.25
R2	939.70	939.70	932.57
R1	935.45	935.45	931.88	937.58
PP	932.25	932.25	932.25	933.31
S1	928.00	928.00	930.52	930.13
S2	924.80	924.80	929.83
S3	917.35	920.55	929.15
S4	909.90	913.10	927.10

Weekly Pivots for week ending 05-Sep-1997
	Classic	Woodie	Camarilla	DeMark
R4	1,045.69	1,028.28	951.55
R3	1,004.78	987.37	940.30
R2	963.87	963.87	936.55
R1	946.46	946.46	932.80	955.17
PP	922.96	922.96	922.96	927.31
S1	905.55	905.55	925.30	914.26
S2	882.05	882.05	921.55
S3	841.14	864.64	917.80
S4	800.23	823.73	906.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	940.37	899.46	40.91	4.4%	13.74	1.5%	78%	False	False
10	940.37	896.82	43.55	4.7%	13.32	1.4%	79%	False	False
20	942.99	893.34	49.65	5.3%	15.26	1.6%	76%	False	False
40	964.17	893.34	70.83	7.6%	13.79	1.5%	53%	False	False
60	964.17	878.43	85.74	9.2%	13.20	1.4%	62%	False	False
80	964.17	826.42	137.75	14.8%	12.46	1.3%	76%	False	False
100	964.17	756.38	207.79	22.3%	12.28	1.3%	84%	False	False
120	964.17	733.54	230.63	24.8%	12.09	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	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.03
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	968.16
2.618	956.00
1.618	948.55
1.000	943.95
0.618	941.10
HIGH	936.50
0.618	933.65
0.500	932.78
0.382	931.90
LOW	929.05
0.618	924.45
1.000	921.60
1.618	917.00
2.618	909.55
4.250	897.39

Fisher Pivots for day following 08-Sep-1997
Pivot	1 day	3 day
R1	932.78	932.21
PP	932.25	931.87
S1	931.73	931.54

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

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