S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jun-1997
Day Change Summary
Previous Current
20-Jun-1997 23-Jun-1997 Change Change % Previous Week
Open 898.04 898.54 0.50 0.1% 893.29
High 901.77 898.70 -3.07 -0.3% 901.77
Low 897.77 878.43 -19.34 -2.2% 886.19
Close 898.70 878.62 -20.08 -2.2% 898.70
Range 4.00 20.27 16.27 406.8% 15.58
ATR 9.59 10.35 0.76 8.0% 0.00
Volume
Daily Pivots for day following 23-Jun-1997
Classic Woodie Camarilla DeMark
R4 946.06 932.61 889.77
R3 925.79 912.34 884.19
R2 905.52 905.52 882.34
R1 892.07 892.07 880.48 888.66
PP 885.25 885.25 885.25 883.55
S1 871.80 871.80 876.76 868.39
S2 864.98 864.98 874.90
S3 844.71 851.53 873.05
S4 824.44 831.26 867.47
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
5 901.77 878.43 23.34 2.7% 10.83 1.2% 1% False True
10 901.77 862.18 39.59 4.5% 9.81 1.1% 42% False False
20 901.77 831.87 69.90 8.0% 9.85 1.1% 67% False False
40 901.77 763.30 138.47 15.8% 11.07 1.3% 83% False False
60 901.77 733.54 168.23 19.1% 10.85 1.2% 86% False False
80 901.77 733.54 168.23 19.1% 10.67 1.2% 86% False False
100 901.77 733.54 168.23 19.1% 10.41 1.2% 86% False False
120 901.77 729.55 172.22 19.6% 10.31 1.2% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 984.85
2.618 951.77
1.618 931.50
1.000 918.97
0.618 911.23
HIGH 898.70
0.618 890.96
0.500 888.57
0.382 886.17
LOW 878.43
0.618 865.90
1.000 858.16
1.618 845.63
2.618 825.36
4.250 792.28
Fisher Pivots for day following 23-Jun-1997
Pivot 1 day 3 day
R1 888.57 890.10
PP 885.25 886.27
S1 881.94 882.45

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

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