S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jul-1997
Day Change Summary
Previous Current
29-Jul-1997 30-Jul-1997 Change Change % Previous Week
Open 934.31 941.97 7.66 0.8% 915.30
High 942.96 953.98 11.02 1.2% 945.65
Low 932.56 941.92 9.36 1.0% 907.12
Close 942.29 952.29 10.00 1.1% 938.79
Range 10.40 12.06 1.66 16.0% 38.53
ATR 11.73 11.76 0.02 0.2% 0.00
Volume
Daily Pivots for day following 30-Jul-1997
Classic Woodie Camarilla DeMark
R4 985.58 980.99 958.92
R3 973.52 968.93 955.61
R2 961.46 961.46 954.50
R1 956.87 956.87 953.40 959.17
PP 949.40 949.40 949.40 950.54
S1 944.81 944.81 951.18 947.11
S2 937.34 937.34 950.08
S3 925.28 932.75 948.97
S4 913.22 920.69 945.66
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
5 953.98 926.91 27.07 2.8% 10.88 1.1% 94% True False
10 953.98 907.12 46.86 4.9% 11.97 1.3% 96% True False
20 953.98 891.03 62.95 6.6% 12.03 1.3% 97% True False
40 953.98 838.82 115.16 12.1% 11.56 1.2% 99% True False
60 953.98 811.84 142.14 14.9% 11.35 1.2% 99% True False
80 953.98 733.54 220.44 23.1% 11.36 1.2% 99% True False
100 953.98 733.54 220.44 23.1% 11.26 1.2% 99% True False
120 953.98 733.54 220.44 23.1% 10.94 1.1% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,005.24
2.618 985.55
1.618 973.49
1.000 966.04
0.618 961.43
HIGH 953.98
0.618 949.37
0.500 947.95
0.382 946.53
LOW 941.92
0.618 934.47
1.000 929.86
1.618 922.41
2.618 910.35
4.250 890.67
Fisher Pivots for day following 30-Jul-1997
Pivot 1 day 3 day
R1 950.84 949.28
PP 949.40 946.28
S1 947.95 943.27

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

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