S&P500 Cash Index

Trading Metrics calculated at close of trading on 09-Sep-1997

Day Change Summary
	Previous	Current
	08-Sep-1997	09-Sep-1997	Change	Change %	Previous Week
Open	929.52	931.30	1.78	0.2%	899.46
High	936.50	938.90	2.40	0.3%	940.37
Low	929.05	927.28	-1.77	-0.2%	899.46
Close	931.20	933.62	2.42	0.3%	929.05
Range	7.45	11.62	4.17	56.0%	40.91
ATR	14.03	13.86	-0.17	-1.2%	0.00
Volume

Daily Pivots for day following 09-Sep-1997
	Classic	Woodie	Camarilla	DeMark
R4	968.13	962.49	940.01
R3	956.51	950.87	936.82
R2	944.89	944.89	935.75
R1	939.25	939.25	934.69	942.07
PP	933.27	933.27	933.27	934.68
S1	927.63	927.63	932.55	930.45
S2	921.65	921.65	931.49
S3	910.03	916.01	930.42
S4	898.41	904.39	927.23

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	924.05	16.32	1.7%	10.44	1.1%	59%	False	False
10	940.37	896.82	43.55	4.7%	13.12	1.4%	85%	False	False
20	942.99	893.34	49.65	5.3%	15.19	1.6%	81%	False	False
40	964.17	893.34	70.83	7.6%	13.84	1.5%	57%	False	False
60	964.17	878.43	85.74	9.2%	13.21	1.4%	64%	False	False
80	964.17	826.42	137.75	14.8%	12.49	1.3%	78%	False	False
100	964.17	756.38	207.79	22.3%	12.32	1.3%	85%	False	False
120	964.17	733.54	230.63	24.7%	12.09	1.3%	87%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	988.29
2.618	969.32
1.618	957.70
1.000	950.52
0.618	946.08
HIGH	938.90
0.618	934.46
0.500	933.09
0.382	931.72
LOW	927.28
0.618	920.10
1.000	915.66
1.618	908.48
2.618	896.86
4.250	877.90

Fisher Pivots for day following 09-Sep-1997
Pivot	1 day	3 day
R1	933.44	933.15
PP	933.27	932.68
S1	933.09	932.21

Download as Excel Spreadsheet

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

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