S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jun-1997
Day Change Summary
Previous Current
05-Jun-1997 06-Jun-1997 Change Change % Previous Week
Open 840.44 843.48 3.04 0.4% 849.27
High 848.89 859.24 10.35 1.2% 859.24
Low 840.11 843.36 3.25 0.4% 838.82
Close 843.43 858.01 14.58 1.7% 858.01
Range 8.78 15.88 7.10 80.9% 20.42
ATR 10.50 10.89 0.38 3.7% 0.00
Volume
Daily Pivots for day following 06-Jun-1997
Classic Woodie Camarilla DeMark
R4 901.18 895.47 866.74
R3 885.30 879.59 862.38
R2 869.42 869.42 860.92
R1 863.71 863.71 859.47 866.57
PP 853.54 853.54 853.54 854.96
S1 847.83 847.83 856.55 850.69
S2 837.66 837.66 855.10
S3 821.78 831.95 853.64
S4 805.90 816.07 849.28
Weekly Pivots for week ending 06-Jun-1997
Classic Woodie Camarilla DeMark
R4 913.28 906.07 869.24
R3 892.86 885.65 863.63
R2 872.44 872.44 861.75
R1 865.23 865.23 859.88 868.84
PP 852.02 852.02 852.02 853.83
S1 844.81 844.81 856.14 848.42
S2 831.60 831.60 854.27
S3 811.18 824.39 852.39
S4 790.76 803.97 846.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 859.24 838.82 20.42 2.4% 9.43 1.1% 94% True False
10 859.24 831.87 27.37 3.2% 10.47 1.2% 96% True False
20 859.24 815.78 43.46 5.1% 10.60 1.2% 97% True False
40 859.24 733.54 125.70 14.7% 11.35 1.3% 99% True False
60 859.24 733.54 125.70 14.7% 11.18 1.3% 99% True False
80 859.24 733.54 125.70 14.7% 10.66 1.2% 99% True False
100 859.24 733.54 125.70 14.7% 10.38 1.2% 99% True False
120 859.24 716.69 142.55 16.6% 10.23 1.2% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.46
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 926.73
2.618 900.81
1.618 884.93
1.000 875.12
0.618 869.05
HIGH 859.24
0.618 853.17
0.500 851.30
0.382 849.43
LOW 843.36
0.618 833.55
1.000 827.48
1.618 817.67
2.618 801.79
4.250 775.87
Fisher Pivots for day following 06-Jun-1997
Pivot 1 day 3 day
R1 855.77 855.02
PP 853.54 852.02
S1 851.30 849.03

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

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