S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jul-1997
Day Change Summary
Previous Current
01-Jul-1997 02-Jul-1997 Change Change % Previous Week
Open 884.98 891.41 6.43 0.7% 898.54
High 893.88 904.05 10.17 1.1% 902.09
Low 884.54 891.03 6.49 0.7% 878.43
Close 891.03 904.03 13.00 1.5% 887.30
Range 9.34 13.02 3.68 39.4% 23.66
ATR 11.57 11.68 0.10 0.9% 0.00
Volume
Daily Pivots for day following 02-Jul-1997
Classic Woodie Camarilla DeMark
R4 938.76 934.42 911.19
R3 925.74 921.40 907.61
R2 912.72 912.72 906.42
R1 908.38 908.38 905.22 910.55
PP 899.70 899.70 899.70 900.79
S1 895.36 895.36 902.84 897.53
S2 886.68 886.68 901.64
S3 873.66 882.34 900.45
S4 860.64 869.32 896.87
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
5 904.05 879.32 24.73 2.7% 12.01 1.3% 100% True False
10 904.05 878.43 25.62 2.8% 13.34 1.5% 100% True False
20 904.05 840.11 63.94 7.1% 11.39 1.3% 100% True False
40 904.05 811.84 92.21 10.2% 11.14 1.2% 100% True False
60 904.05 733.54 170.51 18.9% 11.23 1.2% 100% True False
80 904.05 733.54 170.51 18.9% 11.11 1.2% 100% True False
100 904.05 733.54 170.51 18.9% 10.73 1.2% 100% True False
120 904.05 733.54 170.51 18.9% 10.50 1.2% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.77
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 959.39
2.618 938.14
1.618 925.12
1.000 917.07
0.618 912.10
HIGH 904.05
0.618 899.08
0.500 897.54
0.382 896.00
LOW 891.03
0.618 882.98
1.000 878.01
1.618 869.96
2.618 856.94
4.250 835.70
Fisher Pivots for day following 02-Jul-1997
Pivot 1 day 3 day
R1 901.87 900.00
PP 899.70 895.97
S1 897.54 891.94

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

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