S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jul-1997
Day Change Summary
Previous Current
30-Jul-1997 31-Jul-1997 Change Change % Previous Week
Open 941.97 952.48 10.51 1.1% 915.30
High 953.98 957.73 3.75 0.4% 945.65
Low 941.92 948.89 6.97 0.7% 907.12
Close 952.29 954.29 2.00 0.2% 938.79
Range 12.06 8.84 -3.22 -26.7% 38.53
ATR 11.76 11.55 -0.21 -1.8% 0.00
Volume
Daily Pivots for day following 31-Jul-1997
Classic Woodie Camarilla DeMark
R4 980.16 976.06 959.15
R3 971.32 967.22 956.72
R2 962.48 962.48 955.91
R1 958.38 958.38 955.10 960.43
PP 953.64 953.64 953.64 954.66
S1 949.54 949.54 953.48 951.59
S2 944.80 944.80 952.67
S3 935.96 940.70 951.86
S4 927.12 931.86 949.43
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
5 957.73 932.56 25.17 2.6% 9.73 1.0% 86% True False
10 957.73 907.12 50.61 5.3% 11.95 1.3% 93% True False
20 957.73 902.48 55.25 5.8% 11.82 1.2% 94% True False
40 957.73 840.11 117.62 12.3% 11.61 1.2% 97% True False
60 957.73 811.84 145.89 15.3% 11.37 1.2% 98% True False
80 957.73 733.54 224.19 23.5% 11.38 1.2% 98% True False
100 957.73 733.54 224.19 23.5% 11.25 1.2% 98% True False
120 957.73 733.54 224.19 23.5% 10.91 1.1% 98% 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 1.66
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 995.30
2.618 980.87
1.618 972.03
1.000 966.57
0.618 963.19
HIGH 957.73
0.618 954.35
0.500 953.31
0.382 952.27
LOW 948.89
0.618 943.43
1.000 940.05
1.618 934.59
2.618 925.75
4.250 911.32
Fisher Pivots for day following 31-Jul-1997
Pivot 1 day 3 day
R1 953.96 951.24
PP 953.64 948.19
S1 953.31 945.15

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

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