S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jul-1997
Day Change Summary
Previous Current
23-Jul-1997 24-Jul-1997 Change Change % Previous Week
Open 934.57 936.41 1.84 0.2% 917.08
High 941.80 941.51 -0.29 0.0% 939.32
Low 933.98 926.91 -7.07 -0.8% 912.02
Close 936.56 940.30 3.74 0.4% 915.30
Range 7.82 14.60 6.78 86.7% 27.30
ATR 12.17 12.35 0.17 1.4% 0.00
Volume
Daily Pivots for day following 24-Jul-1997
Classic Woodie Camarilla DeMark
R4 980.04 974.77 948.33
R3 965.44 960.17 944.32
R2 950.84 950.84 942.98
R1 945.57 945.57 941.64 948.21
PP 936.24 936.24 936.24 937.56
S1 930.97 930.97 938.96 933.61
S2 921.64 921.64 937.62
S3 907.04 916.37 936.29
S4 892.44 901.77 932.27
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% 14.17 1.5% 96% False False
10 941.80 907.12 34.68 3.7% 12.15 1.3% 96% False False
20 941.80 879.32 62.48 6.6% 12.39 1.3% 98% False False
40 941.80 831.87 109.93 11.7% 11.61 1.2% 99% False False
60 941.80 791.21 150.59 16.0% 11.61 1.2% 99% False False
80 941.80 733.54 208.26 22.1% 11.36 1.2% 99% False False
100 941.80 733.54 208.26 22.1% 11.23 1.2% 99% False False
120 941.80 733.54 208.26 22.1% 10.89 1.2% 99% 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 1.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,003.56
2.618 979.73
1.618 965.13
1.000 956.11
0.618 950.53
HIGH 941.51
0.618 935.93
0.500 934.21
0.382 932.49
LOW 926.91
0.618 917.89
1.000 912.31
1.618 903.29
2.618 888.69
4.250 864.86
Fisher Pivots for day following 24-Jul-1997
Pivot 1 day 3 day
R1 938.27 935.99
PP 936.24 931.68
S1 934.21 927.37

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

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