S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jul-1997
Day Change Summary
Previous Current
03-Jul-1997 07-Jul-1997 Change Change % Previous Week
Open 904.92 917.50 12.58 1.4% 887.30
High 917.82 923.26 5.44 0.6% 917.82
Low 904.03 909.69 5.66 0.6% 879.82
Close 916.92 912.20 -4.72 -0.5% 916.92
Range 13.79 13.57 -0.22 -1.6% 38.00
ATR 11.83 11.95 0.12 1.1% 0.00
Volume
Daily Pivots for day following 07-Jul-1997
Classic Woodie Camarilla DeMark
R4 955.76 947.55 919.66
R3 942.19 933.98 915.93
R2 928.62 928.62 914.69
R1 920.41 920.41 913.44 917.73
PP 915.05 915.05 915.05 913.71
S1 906.84 906.84 910.96 904.16
S2 901.48 901.48 909.71
S3 887.91 893.27 908.47
S4 874.34 879.70 904.74
Weekly Pivots for week ending 04-Jul-1997
Classic Woodie Camarilla DeMark
R4 1,018.85 1,005.89 937.82
R3 980.85 967.89 927.37
R2 942.85 942.85 923.89
R1 929.89 929.89 920.40 936.37
PP 904.85 904.85 904.85 908.10
S1 891.89 891.89 913.44 898.37
S2 866.85 866.85 909.95
S3 828.85 853.89 906.47
S4 790.85 815.89 896.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 923.26 879.82 43.44 4.8% 12.50 1.4% 75% True False
10 923.26 878.43 44.83 4.9% 14.57 1.6% 75% True False
20 923.26 858.01 65.25 7.2% 11.53 1.3% 83% True False
40 923.26 815.78 107.48 11.8% 11.06 1.2% 90% True False
60 923.26 733.54 189.72 20.8% 11.41 1.3% 94% True False
80 923.26 733.54 189.72 20.8% 11.27 1.2% 94% True False
100 923.26 733.54 189.72 20.8% 10.83 1.2% 94% True False
120 923.26 733.54 189.72 20.8% 10.57 1.2% 94% True False
Crabel Price Patterns
NR True
NR4 False
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 2.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 980.93
2.618 958.79
1.618 945.22
1.000 936.83
0.618 931.65
HIGH 923.26
0.618 918.08
0.500 916.48
0.382 914.87
LOW 909.69
0.618 901.30
1.000 896.12
1.618 887.73
2.618 874.16
4.250 852.02
Fisher Pivots for day following 07-Jul-1997
Pivot 1 day 3 day
R1 916.48 910.52
PP 915.05 908.83
S1 913.63 907.15

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

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