S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jun-1997
Day Change Summary
Previous Current
03-Jun-1997 04-Jun-1997 Change Change % Previous Week
Open 845.61 845.31 -0.30 0.0% 846.51
High 850.56 845.55 -5.01 -0.6% 851.87
Low 841.51 838.82 -2.69 -0.3% 831.87
Close 845.48 840.11 -5.37 -0.6% 848.28
Range 9.05 6.73 -2.32 -25.6% 20.00
ATR 10.93 10.63 -0.30 -2.7% 0.00
Volume
Daily Pivots for day following 04-Jun-1997
Classic Woodie Camarilla DeMark
R4 861.68 857.63 843.81
R3 854.95 850.90 841.96
R2 848.22 848.22 841.34
R1 844.17 844.17 840.73 842.83
PP 841.49 841.49 841.49 840.83
S1 837.44 837.44 839.49 836.10
S2 834.76 834.76 838.88
S3 828.03 830.71 838.26
S4 821.30 823.98 836.41
Weekly Pivots for week ending 30-May-1997
Classic Woodie Camarilla DeMark
R4 904.01 896.14 859.28
R3 884.01 876.14 853.78
R2 864.01 864.01 851.95
R1 856.14 856.14 850.11 860.08
PP 844.01 844.01 844.01 845.97
S1 836.14 836.14 846.45 840.08
S2 824.01 824.01 844.61
S3 804.01 816.14 842.78
S4 784.01 796.14 837.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 851.87 831.87 20.00 2.4% 9.77 1.2% 41% False False
10 851.87 831.87 20.00 2.4% 9.97 1.2% 41% False False
20 851.87 811.84 40.03 4.8% 10.88 1.3% 71% False False
40 851.87 733.54 118.33 14.1% 11.14 1.3% 90% False False
60 851.87 733.54 118.33 14.1% 11.01 1.3% 90% False False
80 851.87 733.54 118.33 14.1% 10.57 1.3% 90% False False
100 851.87 733.54 118.33 14.1% 10.32 1.2% 90% False False
120 851.87 716.69 135.18 16.1% 10.30 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 3.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 874.15
2.618 863.17
1.618 856.44
1.000 852.28
0.618 849.71
HIGH 845.55
0.618 842.98
0.500 842.19
0.382 841.39
LOW 838.82
0.618 834.66
1.000 832.09
1.618 827.93
2.618 821.20
4.250 810.22
Fisher Pivots for day following 04-Jun-1997
Pivot 1 day 3 day
R1 842.19 845.08
PP 841.49 843.42
S1 840.80 841.77

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

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