S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-May-1997
Day Change Summary
Previous Current
14-May-1997 15-May-1997 Change Change % Previous Week
Open 833.15 835.64 2.49 0.3% 813.18
High 841.29 842.45 1.16 0.1% 832.29
Low 833.15 833.34 0.19 0.0% 811.80
Close 836.04 841.88 5.84 0.7% 824.78
Range 8.14 9.11 0.97 11.9% 20.49
ATR 11.65 11.47 -0.18 -1.6% 0.00
Volume
Daily Pivots for day following 15-May-1997
Classic Woodie Camarilla DeMark
R4 866.55 863.33 846.89
R3 857.44 854.22 844.39
R2 848.33 848.33 843.55
R1 845.11 845.11 842.72 846.72
PP 839.22 839.22 839.22 840.03
S1 836.00 836.00 841.04 837.61
S2 830.11 830.11 840.21
S3 821.00 826.89 839.37
S4 811.89 817.78 836.87
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
5 842.45 815.78 26.67 3.2% 10.46 1.2% 98% True False
10 842.45 798.53 43.92 5.2% 12.32 1.5% 99% True False
20 842.45 756.38 86.07 10.2% 11.64 1.4% 99% True False
40 842.45 733.54 108.91 12.9% 11.29 1.3% 99% True False
60 842.45 733.54 108.91 12.9% 10.82 1.3% 99% True False
80 842.45 733.54 108.91 12.9% 10.50 1.2% 99% True False
100 842.45 729.55 112.90 13.4% 10.13 1.2% 99% True False
120 842.45 716.69 125.76 14.9% 10.14 1.2% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 881.17
2.618 866.30
1.618 857.19
1.000 851.56
0.618 848.08
HIGH 842.45
0.618 838.97
0.500 837.90
0.382 836.82
LOW 833.34
0.618 827.71
1.000 824.23
1.618 818.60
2.618 809.49
4.250 794.62
Fisher Pivots for day following 15-May-1997
Pivot 1 day 3 day
R1 840.55 839.85
PP 839.22 837.82
S1 837.90 835.79

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

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