S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-May-1997
Day Change Summary
Previous Current
27-May-1997 28-May-1997 Change Change % Previous Week
Open 846.51 849.48 2.97 0.4% 829.96
High 851.53 850.95 -0.58 -0.1% 848.49
Low 840.96 843.21 2.25 0.3% 826.42
Close 849.71 847.21 -2.50 -0.3% 847.03
Range 10.57 7.74 -2.83 -26.8% 22.07
ATR 11.35 11.09 -0.26 -2.3% 0.00
Volume
Daily Pivots for day following 28-May-1997
Classic Woodie Camarilla DeMark
R4 870.34 866.52 851.47
R3 862.60 858.78 849.34
R2 854.86 854.86 848.63
R1 851.04 851.04 847.92 849.08
PP 847.12 847.12 847.12 846.15
S1 843.30 843.30 846.50 841.34
S2 839.38 839.38 845.79
S3 831.64 835.56 845.08
S4 823.90 827.82 842.95
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
5 851.53 833.86 17.67 2.1% 10.17 1.2% 76% False False
10 851.53 826.42 25.11 3.0% 10.34 1.2% 83% False False
20 851.53 791.21 60.32 7.1% 11.60 1.4% 93% False False
40 851.53 733.54 117.99 13.9% 11.11 1.3% 96% False False
60 851.53 733.54 117.99 13.9% 10.97 1.3% 96% False False
80 851.53 733.54 117.99 13.9% 10.53 1.2% 96% False False
100 851.53 733.54 117.99 13.9% 10.34 1.2% 96% False False
120 851.53 716.69 134.84 15.9% 10.34 1.2% 97% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.45
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 883.85
2.618 871.21
1.618 863.47
1.000 858.69
0.618 855.73
HIGH 850.95
0.618 847.99
0.500 847.08
0.382 846.17
LOW 843.21
0.618 838.43
1.000 835.47
1.618 830.69
2.618 822.95
4.250 810.32
Fisher Pivots for day following 28-May-1997
Pivot 1 day 3 day
R1 847.17 846.01
PP 847.12 844.80
S1 847.08 843.60

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

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