S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Jun-1997
Day Change Summary
Previous Current
18-Jun-1997 19-Jun-1997 Change Change % Previous Week
Open 893.37 889.06 -4.31 -0.5% 858.98
High 894.42 900.09 5.67 0.6% 894.69
Low 887.03 888.99 1.96 0.2% 858.01
Close 889.06 897.99 8.93 1.0% 893.27
Range 7.39 11.10 3.71 50.2% 36.68
ATR 9.94 10.02 0.08 0.8% 0.00
Volume
Daily Pivots for day following 19-Jun-1997
Classic Woodie Camarilla DeMark
R4 928.99 924.59 904.10
R3 917.89 913.49 901.04
R2 906.79 906.79 900.03
R1 902.39 902.39 899.01 904.59
PP 895.69 895.69 895.69 896.79
S1 891.29 891.29 896.97 893.49
S2 884.59 884.59 895.96
S3 873.49 880.19 894.94
S4 862.39 869.09 891.89
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
5 900.09 883.48 16.61 1.8% 9.01 1.0% 87% True False
10 900.09 843.36 56.73 6.3% 9.68 1.1% 96% True False
20 900.09 831.87 68.22 7.6% 9.68 1.1% 97% True False
40 900.09 763.30 136.79 15.2% 10.88 1.2% 98% True False
60 900.09 733.54 166.55 18.5% 11.00 1.2% 99% True False
80 900.09 733.54 166.55 18.5% 10.68 1.2% 99% True False
100 900.09 733.54 166.55 18.5% 10.39 1.2% 99% True False
120 900.09 729.55 170.54 19.0% 10.27 1.1% 99% 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 0.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 947.27
2.618 929.15
1.618 918.05
1.000 911.19
0.618 906.95
HIGH 900.09
0.618 895.85
0.500 894.54
0.382 893.23
LOW 888.99
0.618 882.13
1.000 877.89
1.618 871.03
2.618 859.93
4.250 841.82
Fisher Pivots for day following 19-Jun-1997
Pivot 1 day 3 day
R1 896.84 896.37
PP 895.69 894.76
S1 894.54 893.14

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

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