S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jul-1997
Day Change Summary
Previous Current
02-Jul-1997 03-Jul-1997 Change Change % Previous Week
Open 891.41 904.92 13.51 1.5% 898.54
High 904.05 917.82 13.77 1.5% 902.09
Low 891.03 904.03 13.00 1.5% 878.43
Close 904.03 916.92 12.89 1.4% 887.30
Range 13.02 13.79 0.77 5.9% 23.66
ATR 11.68 11.83 0.15 1.3% 0.00
Volume
Daily Pivots for day following 03-Jul-1997
Classic Woodie Camarilla DeMark
R4 954.29 949.40 924.50
R3 940.50 935.61 920.71
R2 926.71 926.71 919.45
R1 921.82 921.82 918.18 924.27
PP 912.92 912.92 912.92 914.15
S1 908.03 908.03 915.66 910.48
S2 899.13 899.13 914.39
S3 885.34 894.24 913.13
S4 871.55 880.45 909.34
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
5 917.82 879.82 38.00 4.1% 11.99 1.3% 98% True False
10 917.82 878.43 39.39 4.3% 13.61 1.5% 98% True False
20 917.82 843.36 74.46 8.1% 11.65 1.3% 99% True False
40 917.82 811.84 105.98 11.6% 11.16 1.2% 99% True False
60 917.82 733.54 184.28 20.1% 11.28 1.2% 100% True False
80 917.82 733.54 184.28 20.1% 11.23 1.2% 100% True False
100 917.82 733.54 184.28 20.1% 10.78 1.2% 100% True False
120 917.82 733.54 184.28 20.1% 10.56 1.2% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.85
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 976.43
2.618 953.92
1.618 940.13
1.000 931.61
0.618 926.34
HIGH 917.82
0.618 912.55
0.500 910.93
0.382 909.30
LOW 904.03
0.618 895.51
1.000 890.24
1.618 881.72
2.618 867.93
4.250 845.42
Fisher Pivots for day following 03-Jul-1997
Pivot 1 day 3 day
R1 914.92 911.67
PP 912.92 906.43
S1 910.93 901.18

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

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