S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jun-1997
Day Change Summary
Previous Current
27-Jun-1997 30-Jun-1997 Change Change % Previous Week
Open 883.68 887.30 3.62 0.4% 898.54
High 894.70 892.62 -2.08 -0.2% 902.09
Low 883.68 879.82 -3.86 -0.4% 878.43
Close 887.30 885.14 -2.16 -0.2% 887.30
Range 11.02 12.80 1.78 16.2% 23.66
ATR 11.66 11.75 0.08 0.7% 0.00
Volume
Daily Pivots for day following 30-Jun-1997
Classic Woodie Camarilla DeMark
R4 924.26 917.50 892.18
R3 911.46 904.70 888.66
R2 898.66 898.66 887.49
R1 891.90 891.90 886.31 888.88
PP 885.86 885.86 885.86 884.35
S1 879.10 879.10 883.97 876.08
S2 873.06 873.06 882.79
S3 860.26 866.30 881.62
S4 847.46 853.50 878.10
Weekly Pivots for week ending 27-Jun-1997
Classic Woodie Camarilla DeMark
R4 960.25 947.44 900.31
R3 936.59 923.78 893.81
R2 912.93 912.93 891.64
R1 900.12 900.12 889.47 894.70
PP 889.27 889.27 889.27 886.56
S1 876.46 876.46 885.13 871.04
S2 865.61 865.61 882.96
S3 841.95 852.80 880.79
S4 818.29 829.14 874.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 902.09 878.62 23.47 2.7% 15.14 1.7% 28% False False
10 902.09 878.43 23.66 2.7% 12.99 1.5% 28% False False
20 902.09 838.82 63.27 7.1% 11.07 1.3% 73% False False
40 902.09 811.80 90.29 10.2% 11.23 1.3% 81% False False
60 902.09 733.54 168.55 19.0% 11.10 1.3% 90% False False
80 902.09 733.54 168.55 19.0% 11.07 1.3% 90% False False
100 902.09 733.54 168.55 19.0% 10.68 1.2% 90% False False
120 902.09 733.54 168.55 19.0% 10.50 1.2% 90% False 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 2.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 947.02
2.618 926.13
1.618 913.33
1.000 905.42
0.618 900.53
HIGH 892.62
0.618 887.73
0.500 886.22
0.382 884.71
LOW 879.82
0.618 871.91
1.000 867.02
1.618 859.11
2.618 846.31
4.250 825.42
Fisher Pivots for day following 30-Jun-1997
Pivot 1 day 3 day
R1 886.22 887.01
PP 885.86 886.39
S1 885.50 885.76

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

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