S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-May-1997
Day Change Summary
Previous Current
23-May-1997 27-May-1997 Change Change % Previous Week
Open 835.96 846.51 10.55 1.3% 829.96
High 848.49 851.53 3.04 0.4% 848.49
Low 835.66 840.96 5.30 0.6% 826.42
Close 847.03 849.71 2.68 0.3% 847.03
Range 12.83 10.57 -2.26 -17.6% 22.07
ATR 11.41 11.35 -0.06 -0.5% 0.00
Volume
Daily Pivots for day following 27-May-1997
Classic Woodie Camarilla DeMark
R4 879.11 874.98 855.52
R3 868.54 864.41 852.62
R2 857.97 857.97 851.65
R1 853.84 853.84 850.68 855.91
PP 847.40 847.40 847.40 848.43
S1 843.27 843.27 848.74 845.34
S2 836.83 836.83 847.77
S3 826.26 832.70 846.80
S4 815.69 822.13 843.90
Weekly Pivots for week ending 23-May-1997
Classic Woodie Camarilla DeMark
R4 906.86 899.01 859.17
R3 884.79 876.94 853.10
R2 862.72 862.72 851.08
R1 854.87 854.87 849.05 858.80
PP 840.65 840.65 840.65 842.61
S1 832.80 832.80 845.01 836.73
S2 818.58 818.58 842.98
S3 796.51 810.73 840.96
S4 774.44 788.66 834.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 851.53 826.42 25.11 3.0% 11.73 1.4% 93% True False
10 851.53 826.42 25.11 3.0% 10.50 1.2% 93% True False
20 851.53 772.96 78.57 9.2% 12.29 1.4% 98% True False
40 851.53 733.54 117.99 13.9% 11.17 1.3% 98% True False
60 851.53 733.54 117.99 13.9% 11.00 1.3% 98% True False
80 851.53 733.54 117.99 13.9% 10.53 1.2% 98% True False
100 851.53 733.54 117.99 13.9% 10.37 1.2% 98% True False
120 851.53 716.69 134.84 15.9% 10.36 1.2% 99% True 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 False
Bear Hook False
Bull Hook False
Stretch 2.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 896.45
2.618 879.20
1.618 868.63
1.000 862.10
0.618 858.06
HIGH 851.53
0.618 847.49
0.500 846.25
0.382 845.00
LOW 840.96
0.618 834.43
1.000 830.39
1.618 823.86
2.618 813.29
4.250 796.04
Fisher Pivots for day following 27-May-1997
Pivot 1 day 3 day
R1 848.56 847.37
PP 847.40 845.03
S1 846.25 842.70

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

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