S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jun-1997
Day Change Summary
Previous Current
19-Jun-1997 20-Jun-1997 Change Change % Previous Week
Open 889.06 898.04 8.98 1.0% 893.29
High 900.09 901.77 1.68 0.2% 901.77
Low 888.99 897.77 8.78 1.0% 886.19
Close 897.99 898.70 0.71 0.1% 898.70
Range 11.10 4.00 -7.10 -64.0% 15.58
ATR 10.02 9.59 -0.43 -4.3% 0.00
Volume
Daily Pivots for day following 20-Jun-1997
Classic Woodie Camarilla DeMark
R4 911.41 909.06 900.90
R3 907.41 905.06 899.80
R2 903.41 903.41 899.43
R1 901.06 901.06 899.07 902.24
PP 899.41 899.41 899.41 900.00
S1 897.06 897.06 898.33 898.24
S2 895.41 895.41 897.97
S3 891.41 893.06 897.60
S4 887.41 889.06 896.50
Weekly Pivots for week ending 20-Jun-1997
Classic Woodie Camarilla DeMark
R4 942.29 936.08 907.27
R3 926.71 920.50 902.98
R2 911.13 911.13 901.56
R1 904.92 904.92 900.13 908.03
PP 895.55 895.55 895.55 897.11
S1 889.34 889.34 897.27 892.45
S2 879.97 879.97 895.84
S3 864.39 873.76 894.42
S4 848.81 858.18 890.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 901.77 886.19 15.58 1.7% 7.57 0.8% 80% True False
10 901.77 858.01 43.76 4.9% 8.49 0.9% 93% True False
20 901.77 831.87 69.90 7.8% 9.48 1.1% 96% True False
40 901.77 763.30 138.47 15.4% 10.73 1.2% 98% True False
60 901.77 733.54 168.23 18.7% 10.93 1.2% 98% True False
80 901.77 733.54 168.23 18.7% 10.55 1.2% 98% True False
100 901.77 733.54 168.23 18.7% 10.28 1.1% 98% True False
120 901.77 729.55 172.22 19.2% 10.25 1.1% 98% True False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.96
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 918.77
2.618 912.24
1.618 908.24
1.000 905.77
0.618 904.24
HIGH 901.77
0.618 900.24
0.500 899.77
0.382 899.30
LOW 897.77
0.618 895.30
1.000 893.77
1.618 891.30
2.618 887.30
4.250 880.77
Fisher Pivots for day following 20-Jun-1997
Pivot 1 day 3 day
R1 899.77 897.27
PP 899.41 895.83
S1 899.06 894.40

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

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