S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-May-1997
Day Change Summary
Previous Current
21-May-1997 22-May-1997 Change Change % Previous Week
Open 842.43 839.49 -2.94 -0.3% 825.01
High 846.87 841.91 -4.96 -0.6% 842.45
Low 835.22 833.86 -1.36 -0.2% 824.78
Close 839.35 835.66 -3.69 -0.4% 829.75
Range 11.65 8.05 -3.60 -30.9% 17.67
ATR 11.55 11.30 -0.25 -2.2% 0.00
Volume
Daily Pivots for day following 22-May-1997
Classic Woodie Camarilla DeMark
R4 861.29 856.53 840.09
R3 853.24 848.48 837.87
R2 845.19 845.19 837.14
R1 840.43 840.43 836.40 838.79
PP 837.14 837.14 837.14 836.32
S1 832.38 832.38 834.92 830.74
S2 829.09 829.09 834.18
S3 821.04 824.33 833.45
S4 812.99 816.28 831.23
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
5 846.87 826.42 20.45 2.4% 11.00 1.3% 45% False False
10 846.87 815.78 31.09 3.7% 10.73 1.3% 64% False False
20 846.87 763.30 83.57 10.0% 11.97 1.4% 87% False False
40 846.87 733.54 113.33 13.6% 11.66 1.4% 90% False False
60 846.87 733.54 113.33 13.6% 10.90 1.3% 90% False False
80 846.87 733.54 113.33 13.6% 10.48 1.3% 90% False False
100 846.87 729.55 117.32 14.0% 10.40 1.2% 90% False False
120 846.87 716.69 130.18 15.6% 10.33 1.2% 91% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 876.12
2.618 862.98
1.618 854.93
1.000 849.96
0.618 846.88
HIGH 841.91
0.618 838.83
0.500 837.89
0.382 836.94
LOW 833.86
0.618 828.89
1.000 825.81
1.618 820.84
2.618 812.79
4.250 799.65
Fisher Pivots for day following 22-May-1997
Pivot 1 day 3 day
R1 837.89 836.65
PP 837.14 836.32
S1 836.40 835.99

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

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