S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jun-1997
Day Change Summary
Previous Current
16-Jun-1997 17-Jun-1997 Change Change % Previous Week
Open 893.29 893.80 0.51 0.1% 858.98
High 895.17 897.60 2.43 0.3% 894.69
Low 891.21 886.19 -5.02 -0.6% 858.01
Close 893.90 894.42 0.52 0.1% 893.27
Range 3.96 11.41 7.45 188.1% 36.68
ATR 10.03 10.13 0.10 1.0% 0.00
Volume
Daily Pivots for day following 17-Jun-1997
Classic Woodie Camarilla DeMark
R4 926.97 922.10 900.70
R3 915.56 910.69 897.56
R2 904.15 904.15 896.51
R1 899.28 899.28 895.47 901.72
PP 892.74 892.74 892.74 893.95
S1 887.87 887.87 893.37 890.31
S2 881.33 881.33 892.33
S3 869.92 876.46 891.28
S4 858.51 865.05 888.14
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
5 897.60 865.15 32.45 3.6% 9.48 1.1% 90% True False
10 897.60 838.82 58.78 6.6% 9.38 1.0% 95% True False
20 897.60 826.42 71.18 8.0% 10.12 1.1% 96% True False
40 897.60 759.90 137.70 15.4% 10.94 1.2% 98% True False
60 897.60 733.54 164.06 18.3% 11.03 1.2% 98% True False
80 897.60 733.54 164.06 18.3% 10.67 1.2% 98% True False
100 897.60 733.54 164.06 18.3% 10.38 1.2% 98% True False
120 897.60 729.55 168.05 18.8% 10.20 1.1% 98% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 946.09
2.618 927.47
1.618 916.06
1.000 909.01
0.618 904.65
HIGH 897.60
0.618 893.24
0.500 891.90
0.382 890.55
LOW 886.19
0.618 879.14
1.000 874.78
1.618 867.73
2.618 856.32
4.250 837.70
Fisher Pivots for day following 17-Jun-1997
Pivot 1 day 3 day
R1 893.58 893.13
PP 892.74 891.83
S1 891.90 890.54

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

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