S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jun-1997
Day Change Summary
Previous Current
10-Jun-1997 11-Jun-1997 Change Change % Previous Week
Open 862.82 865.27 2.45 0.3% 849.27
High 870.05 870.66 0.61 0.1% 859.24
Low 862.18 865.15 2.97 0.3% 838.82
Close 865.27 869.57 4.30 0.5% 858.01
Range 7.87 5.51 -2.36 -30.0% 20.42
ATR 10.42 10.07 -0.35 -3.4% 0.00
Volume
Daily Pivots for day following 11-Jun-1997
Classic Woodie Camarilla DeMark
R4 884.99 882.79 872.60
R3 879.48 877.28 871.09
R2 873.97 873.97 870.58
R1 871.77 871.77 870.08 872.87
PP 868.46 868.46 868.46 869.01
S1 866.26 866.26 869.06 867.36
S2 862.95 862.95 868.56
S3 857.44 860.75 868.05
S4 851.93 855.24 866.54
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
5 870.66 840.11 30.55 3.5% 9.03 1.0% 96% True False
10 870.66 831.87 38.79 4.5% 9.40 1.1% 97% True False
20 870.66 826.42 44.24 5.1% 9.87 1.1% 98% True False
40 870.66 751.99 118.67 13.6% 10.82 1.2% 99% True False
60 870.66 733.54 137.12 15.8% 10.93 1.3% 99% True False
80 870.66 733.54 137.12 15.8% 10.57 1.2% 99% True False
100 870.66 733.54 137.12 15.8% 10.38 1.2% 99% True False
120 870.66 729.55 141.11 16.2% 10.15 1.2% 99% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.95
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 894.08
2.618 885.09
1.618 879.58
1.000 876.17
0.618 874.07
HIGH 870.66
0.618 868.56
0.500 867.91
0.382 867.25
LOW 865.15
0.618 861.74
1.000 859.64
1.618 856.23
2.618 850.72
4.250 841.73
Fisher Pivots for day following 11-Jun-1997
Pivot 1 day 3 day
R1 869.02 867.83
PP 868.46 866.08
S1 867.91 864.34

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

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