S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jul-1997
Day Change Summary
Previous Current
22-Jul-1997 23-Jul-1997 Change Change % Previous Week
Open 912.94 934.57 21.63 2.4% 917.08
High 934.38 941.80 7.42 0.8% 939.32
Low 912.94 933.98 21.04 2.3% 912.02
Close 933.98 936.56 2.58 0.3% 915.30
Range 21.44 7.82 -13.62 -63.5% 27.30
ATR 12.51 12.17 -0.33 -2.7% 0.00
Volume
Daily Pivots for day following 23-Jul-1997
Classic Woodie Camarilla DeMark
R4 960.91 956.55 940.86
R3 953.09 948.73 938.71
R2 945.27 945.27 937.99
R1 940.91 940.91 937.28 943.09
PP 937.45 937.45 937.45 938.54
S1 933.09 933.09 935.84 935.27
S2 929.63 929.63 935.13
S3 921.81 925.27 934.41
S4 913.99 917.45 932.26
Weekly Pivots for week ending 18-Jul-1997
Classic Woodie Camarilla DeMark
R4 1,004.11 987.01 930.32
R3 976.81 959.71 922.81
R2 949.51 949.51 920.31
R1 932.41 932.41 917.80 927.31
PP 922.21 922.21 922.21 919.67
S1 905.11 905.11 912.80 900.01
S2 894.91 894.91 910.30
S3 867.61 877.81 907.79
S4 840.31 850.51 900.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 941.80 907.12 34.68 3.7% 13.06 1.4% 85% True False
10 941.80 904.31 37.49 4.0% 11.91 1.3% 86% True False
20 941.80 879.32 62.48 6.7% 12.66 1.4% 92% True False
40 941.80 831.87 109.93 11.7% 11.44 1.2% 95% True False
60 941.80 772.96 168.84 18.0% 11.72 1.3% 97% True False
80 941.80 733.54 208.26 22.2% 11.31 1.2% 97% True False
100 941.80 733.54 208.26 22.2% 11.18 1.2% 97% True False
120 941.80 733.54 208.26 22.2% 10.84 1.2% 97% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.69
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 975.04
2.618 962.27
1.618 954.45
1.000 949.62
0.618 946.63
HIGH 941.80
0.618 938.81
0.500 937.89
0.382 936.97
LOW 933.98
0.618 929.15
1.000 926.16
1.618 921.33
2.618 913.51
4.250 900.75
Fisher Pivots for day following 23-Jul-1997
Pivot 1 day 3 day
R1 937.89 932.53
PP 937.45 928.49
S1 937.00 924.46

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

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