S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jun-1997
Day Change Summary
Previous Current
13-Jun-1997 16-Jun-1997 Change Change % Previous Week
Open 883.76 893.29 9.53 1.1% 858.98
High 894.69 895.17 0.48 0.1% 894.69
Low 883.48 891.21 7.73 0.9% 858.01
Close 893.27 893.90 0.63 0.1% 893.27
Range 11.21 3.96 -7.25 -64.7% 36.68
ATR 10.50 10.03 -0.47 -4.4% 0.00
Volume
Daily Pivots for day following 16-Jun-1997
Classic Woodie Camarilla DeMark
R4 905.31 903.56 896.08
R3 901.35 899.60 894.99
R2 897.39 897.39 894.63
R1 895.64 895.64 894.26 896.52
PP 893.43 893.43 893.43 893.86
S1 891.68 891.68 893.54 892.56
S2 889.47 889.47 893.17
S3 885.51 887.72 892.81
S4 881.55 883.76 891.72
Weekly Pivots for week ending 13-Jun-1997
Classic Woodie Camarilla DeMark
R4 992.03 979.33 913.44
R3 955.35 942.65 903.36
R2 918.67 918.67 899.99
R1 905.97 905.97 896.63 912.32
PP 881.99 881.99 881.99 885.17
S1 869.29 869.29 889.91 875.64
S2 845.31 845.31 886.55
S3 808.63 832.61 883.18
S4 771.95 795.93 873.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 895.17 862.18 32.99 3.7% 8.78 1.0% 96% True False
10 895.17 838.82 56.35 6.3% 9.15 1.0% 98% True False
20 895.17 826.42 68.75 7.7% 9.90 1.1% 98% True False
40 895.17 756.38 138.79 15.5% 10.93 1.2% 99% True False
60 895.17 733.54 161.63 18.1% 10.90 1.2% 99% True False
80 895.17 733.54 161.63 18.1% 10.59 1.2% 99% True False
100 895.17 733.54 161.63 18.1% 10.44 1.2% 99% True False
120 895.17 729.55 165.62 18.5% 10.14 1.1% 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 0.92
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 912.00
2.618 905.54
1.618 901.58
1.000 899.13
0.618 897.62
HIGH 895.17
0.618 893.66
0.500 893.19
0.382 892.72
LOW 891.21
0.618 888.76
1.000 887.25
1.618 884.80
2.618 880.84
4.250 874.38
Fisher Pivots for day following 16-Jun-1997
Pivot 1 day 3 day
R1 893.66 889.96
PP 893.43 886.03
S1 893.19 882.09

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

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