S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jun-1997
Day Change Summary
Previous Current
09-Jun-1997 10-Jun-1997 Change Change % Previous Week
Open 858.98 862.82 3.84 0.4% 849.27
High 865.14 870.05 4.91 0.6% 859.24
Low 858.01 862.18 4.17 0.5% 838.82
Close 862.91 865.27 2.36 0.3% 858.01
Range 7.13 7.87 0.74 10.4% 20.42
ATR 10.62 10.42 -0.20 -1.8% 0.00
Volume
Daily Pivots for day following 10-Jun-1997
Classic Woodie Camarilla DeMark
R4 889.44 885.23 869.60
R3 881.57 877.36 867.43
R2 873.70 873.70 866.71
R1 869.49 869.49 865.99 871.60
PP 865.83 865.83 865.83 866.89
S1 861.62 861.62 864.55 863.73
S2 857.96 857.96 863.83
S3 850.09 853.75 863.11
S4 842.22 845.88 860.94
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
5 870.05 838.82 31.23 3.6% 9.28 1.1% 85% True False
10 870.05 831.87 38.18 4.4% 9.63 1.1% 87% True False
20 870.05 826.42 43.63 5.0% 10.07 1.2% 89% True False
40 870.05 743.73 126.32 14.6% 10.95 1.3% 96% True False
60 870.05 733.54 136.51 15.8% 11.06 1.3% 96% True False
80 870.05 733.54 136.51 15.8% 10.55 1.2% 96% True False
100 870.05 733.54 136.51 15.8% 10.39 1.2% 96% True False
120 870.05 726.04 144.01 16.6% 10.16 1.2% 97% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 903.50
2.618 890.65
1.618 882.78
1.000 877.92
0.618 874.91
HIGH 870.05
0.618 867.04
0.500 866.12
0.382 865.19
LOW 862.18
0.618 857.32
1.000 854.31
1.618 849.45
2.618 841.58
4.250 828.73
Fisher Pivots for day following 10-Jun-1997
Pivot 1 day 3 day
R1 866.12 862.42
PP 865.83 859.56
S1 865.55 856.71

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

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