S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jul-1997
Day Change Summary
Previous Current
24-Jul-1997 25-Jul-1997 Change Change % Previous Week
Open 936.41 941.99 5.58 0.6% 915.30
High 941.51 945.65 4.14 0.4% 945.65
Low 926.91 936.09 9.18 1.0% 907.12
Close 940.30 938.79 -1.51 -0.2% 938.79
Range 14.60 9.56 -5.04 -34.5% 38.53
ATR 12.35 12.15 -0.20 -1.6% 0.00
Volume
Daily Pivots for day following 25-Jul-1997
Classic Woodie Camarilla DeMark
R4 968.86 963.38 944.05
R3 959.30 953.82 941.42
R2 949.74 949.74 940.54
R1 944.26 944.26 939.67 942.22
PP 940.18 940.18 940.18 939.16
S1 934.70 934.70 937.91 932.66
S2 930.62 930.62 937.04
S3 921.06 925.14 936.16
S4 911.50 915.58 933.53
Weekly Pivots for week ending 25-Jul-1997
Classic Woodie Camarilla DeMark
R4 1,046.11 1,030.98 959.98
R3 1,007.58 992.45 949.39
R2 969.05 969.05 945.85
R1 953.92 953.92 942.32 961.49
PP 930.52 930.52 930.52 934.30
S1 915.39 915.39 935.26 922.96
S2 891.99 891.99 931.73
S3 853.46 876.86 928.19
S4 814.93 838.33 917.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 945.65 907.12 38.53 4.1% 12.34 1.3% 82% True False
10 945.65 907.12 38.53 4.1% 12.44 1.3% 82% True False
20 945.65 879.82 65.83 7.0% 12.18 1.3% 90% True False
40 945.65 831.87 113.78 12.1% 11.69 1.2% 94% True False
60 945.65 793.21 152.44 16.2% 11.55 1.2% 95% True False
80 945.65 733.54 212.11 22.6% 11.33 1.2% 97% True False
100 945.65 733.54 212.11 22.6% 11.23 1.2% 97% True False
120 945.65 733.54 212.11 22.6% 10.94 1.2% 97% 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 True
Stretch 2.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 986.28
2.618 970.68
1.618 961.12
1.000 955.21
0.618 951.56
HIGH 945.65
0.618 942.00
0.500 940.87
0.382 939.74
LOW 936.09
0.618 930.18
1.000 926.53
1.618 920.62
2.618 911.06
4.250 895.46
Fisher Pivots for day following 25-Jul-1997
Pivot 1 day 3 day
R1 940.87 937.95
PP 940.18 937.12
S1 939.48 936.28

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

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