S&P500 Cash Index

Trading Metrics calculated at close of trading on 11-Sep-1997

Day Change Summary
	Previous	Current
	10-Sep-1997	11-Sep-1997	Change	Change %	Previous Week
Open	933.40	918.24	-15.16	-1.6%	899.46
High	933.62	919.03	-14.59	-1.6%	940.37
Low	918.76	902.56	-16.20	-1.8%	899.46
Close	919.03	912.59	-6.44	-0.7%	929.05
Range	14.86	16.47	1.61	10.8%	40.91
ATR	13.93	14.11	0.18	1.3%	0.00
Volume

Daily Pivots for day following 11-Sep-1997
	Classic	Woodie	Camarilla	DeMark
R4	960.80	953.17	921.65
R3	944.33	936.70	917.12
R2	927.86	927.86	915.61
R1	920.23	920.23	914.10	915.81
PP	911.39	911.39	911.39	909.19
S1	903.76	903.76	911.08	899.34
S2	894.92	894.92	909.57
S3	878.45	887.29	908.06
S4	861.98	870.82	903.53

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	902.56	37.81	4.1%	13.34	1.5%	27%	False	True
10	940.37	896.82	43.55	4.8%	13.94	1.5%	36%	False	False
20	940.37	893.34	47.03	5.2%	14.93	1.6%	41%	False	False
40	964.17	893.34	70.83	7.8%	13.99	1.5%	27%	False	False
60	964.17	878.43	85.74	9.4%	13.47	1.5%	40%	False	False
80	964.17	826.42	137.75	15.1%	12.63	1.4%	63%	False	False
100	964.17	759.90	204.27	22.4%	12.46	1.4%	75%	False	False
120	964.17	733.54	230.63	25.3%	12.25	1.3%	78%	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	2.28
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	989.03
2.618	962.15
1.618	945.68
1.000	935.50
0.618	929.21
HIGH	919.03
0.618	912.74
0.500	910.80
0.382	908.85
LOW	902.56
0.618	892.38
1.000	886.09
1.618	875.91
2.618	859.44
4.250	832.56

Fisher Pivots for day following 11-Sep-1997
Pivot	1 day	3 day
R1	911.99	920.73
PP	911.39	918.02
S1	910.80	915.30

Download as Excel Spreadsheet

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

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