S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-May-1997
Day Change Summary
Previous Current
15-May-1997 16-May-1997 Change Change % Previous Week
Open 835.64 841.23 5.59 0.7% 825.01
High 842.45 841.88 -0.57 -0.1% 842.45
Low 833.34 829.15 -4.19 -0.5% 824.78
Close 841.88 829.75 -12.13 -1.4% 829.75
Range 9.11 12.73 3.62 39.7% 17.67
ATR 11.47 11.56 0.09 0.8% 0.00
Volume
Daily Pivots for day following 16-May-1997
Classic Woodie Camarilla DeMark
R4 871.78 863.50 836.75
R3 859.05 850.77 833.25
R2 846.32 846.32 832.08
R1 838.04 838.04 830.92 835.82
PP 833.59 833.59 833.59 832.48
S1 825.31 825.31 828.58 823.09
S2 820.86 820.86 827.42
S3 808.13 812.58 826.25
S4 795.40 799.85 822.75
Weekly Pivots for week ending 16-May-1997
Classic Woodie Camarilla DeMark
R4 885.34 875.21 839.47
R3 867.67 857.54 834.61
R2 850.00 850.00 832.99
R1 839.87 839.87 831.37 844.94
PP 832.33 832.33 832.33 834.86
S1 822.20 822.20 828.13 827.27
S2 814.66 814.66 826.51
S3 796.99 804.53 824.89
S4 779.32 786.86 820.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 842.45 824.78 17.67 2.1% 10.63 1.3% 28% False False
10 842.45 811.80 30.65 3.7% 12.14 1.5% 59% False False
20 842.45 756.38 86.07 10.4% 11.97 1.4% 85% False False
40 842.45 733.54 108.91 13.1% 11.40 1.4% 88% False False
60 842.45 733.54 108.91 13.1% 10.83 1.3% 88% False False
80 842.45 733.54 108.91 13.1% 10.58 1.3% 88% False False
100 842.45 729.55 112.90 13.6% 10.19 1.2% 89% False False
120 842.45 716.69 125.76 15.2% 10.19 1.2% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.73
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 895.98
2.618 875.21
1.618 862.48
1.000 854.61
0.618 849.75
HIGH 841.88
0.618 837.02
0.500 835.52
0.382 834.01
LOW 829.15
0.618 821.28
1.000 816.42
1.618 808.55
2.618 795.82
4.250 775.05
Fisher Pivots for day following 16-May-1997
Pivot 1 day 3 day
R1 835.52 835.80
PP 833.59 833.78
S1 831.67 831.77

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

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