S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-May-1997
Day Change Summary
Previous Current
13-May-1997 14-May-1997 Change Change % Previous Week
Open 837.41 833.15 -4.26 -0.5% 813.18
High 838.49 841.29 2.80 0.3% 832.29
Low 829.12 833.15 4.03 0.5% 811.80
Close 833.13 836.04 2.91 0.3% 824.78
Range 9.37 8.14 -1.23 -13.1% 20.49
ATR 11.92 11.65 -0.27 -2.3% 0.00
Volume
Daily Pivots for day following 14-May-1997
Classic Woodie Camarilla DeMark
R4 861.25 856.78 840.52
R3 853.11 848.64 838.28
R2 844.97 844.97 837.53
R1 840.50 840.50 836.79 842.74
PP 836.83 836.83 836.83 837.94
S1 832.36 832.36 835.29 834.60
S2 828.69 828.69 834.55
S3 820.55 824.22 833.80
S4 812.41 816.08 831.56
Weekly Pivots for week ending 09-May-1997
Classic Woodie Camarilla DeMark
R4 884.43 875.09 836.05
R3 863.94 854.60 830.41
R2 843.45 843.45 828.54
R1 834.11 834.11 826.66 838.78
PP 822.96 822.96 822.96 825.29
S1 813.62 813.62 822.90 818.29
S2 802.47 802.47 821.02
S3 781.98 793.13 819.15
S4 761.49 772.64 813.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 841.29 811.84 29.45 3.5% 12.09 1.4% 82% True False
10 841.29 793.21 48.08 5.8% 12.38 1.5% 89% True False
20 841.29 756.38 84.91 10.2% 11.59 1.4% 94% True False
40 841.29 733.54 107.75 12.9% 11.35 1.4% 95% True False
60 841.29 733.54 107.75 12.9% 10.77 1.3% 95% True False
80 841.29 733.54 107.75 12.9% 10.53 1.3% 95% True False
100 841.29 729.55 111.74 13.4% 10.14 1.2% 95% True False
120 841.29 716.69 124.60 14.9% 10.09 1.2% 96% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 1.62
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 875.89
2.618 862.60
1.618 854.46
1.000 849.43
0.618 846.32
HIGH 841.29
0.618 838.18
0.500 837.22
0.382 836.26
LOW 833.15
0.618 828.12
1.000 825.01
1.618 819.98
2.618 811.84
4.250 798.56
Fisher Pivots for day following 14-May-1997
Pivot 1 day 3 day
R1 837.22 835.04
PP 836.83 834.04
S1 836.43 833.04

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

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