S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-May-1997
Day Change Summary
Previous Current
19-May-1997 20-May-1997 Change Change % Previous Week
Open 829.96 833.24 3.28 0.4% 825.01
High 835.92 841.96 6.04 0.7% 842.45
Low 828.87 826.42 -2.45 -0.3% 824.78
Close 833.27 841.66 8.39 1.0% 829.75
Range 7.05 15.54 8.49 120.4% 17.67
ATR 11.24 11.54 0.31 2.7% 0.00
Volume
Daily Pivots for day following 20-May-1997
Classic Woodie Camarilla DeMark
R4 883.30 878.02 850.21
R3 867.76 862.48 845.93
R2 852.22 852.22 844.51
R1 846.94 846.94 843.08 849.58
PP 836.68 836.68 836.68 838.00
S1 831.40 831.40 840.24 834.04
S2 821.14 821.14 838.81
S3 805.60 815.86 837.39
S4 790.06 800.32 833.11
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
5 842.45 826.42 16.03 1.9% 10.51 1.2% 95% False True
10 842.45 811.84 30.61 3.6% 11.79 1.4% 97% False False
20 842.45 763.30 79.15 9.4% 11.81 1.4% 99% False False
40 842.45 733.54 108.91 12.9% 11.61 1.4% 99% False False
60 842.45 733.54 108.91 12.9% 10.92 1.3% 99% False False
80 842.45 733.54 108.91 12.9% 10.51 1.2% 99% False False
100 842.45 729.55 112.90 13.4% 10.31 1.2% 99% False False
120 842.45 716.69 125.76 14.9% 10.23 1.2% 99% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 908.01
2.618 882.64
1.618 867.10
1.000 857.50
0.618 851.56
HIGH 841.96
0.618 836.02
0.500 834.19
0.382 832.36
LOW 826.42
0.618 816.82
1.000 810.88
1.618 801.28
2.618 785.74
4.250 760.38
Fisher Pivots for day following 20-May-1997
Pivot 1 day 3 day
R1 839.17 839.17
PP 836.68 836.68
S1 834.19 834.19

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

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