S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Aug-1997
Day Change Summary
Previous Current
15-Aug-1997 18-Aug-1997 Change Change % Previous Week
Open 924.33 900.79 -23.54 -2.5% 933.19
High 924.77 912.57 -12.20 -1.3% 942.99
Low 900.81 893.34 -7.47 -0.8% 900.81
Close 900.81 912.49 11.68 1.3% 900.81
Range 23.96 19.23 -4.73 -19.7% 42.18
ATR 14.10 14.46 0.37 2.6% 0.00
Volume
Daily Pivots for day following 18-Aug-1997
Classic Woodie Camarilla DeMark
R4 963.82 957.39 923.07
R3 944.59 938.16 917.78
R2 925.36 925.36 916.02
R1 918.93 918.93 914.25 922.15
PP 906.13 906.13 906.13 907.74
S1 899.70 899.70 910.73 902.92
S2 886.90 886.90 908.96
S3 867.67 880.47 907.20
S4 848.44 861.24 901.91
Weekly Pivots for week ending 15-Aug-1997
Classic Woodie Camarilla DeMark
R4 1,041.41 1,013.29 924.01
R3 999.23 971.11 912.41
R2 957.05 957.05 908.54
R1 928.93 928.93 904.68 921.90
PP 914.87 914.87 914.87 911.36
S1 886.75 886.75 896.94 879.72
S2 872.69 872.69 893.08
S3 830.51 844.57 889.21
S4 788.33 802.39 877.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 942.99 893.34 49.65 5.4% 18.58 2.0% 39% False True
10 964.17 893.34 70.83 7.8% 16.30 1.8% 27% False True
20 964.17 893.34 70.83 7.8% 14.07 1.5% 27% False True
40 964.17 878.43 85.74 9.4% 13.59 1.5% 40% False False
60 964.17 831.87 132.30 14.5% 12.22 1.3% 61% False False
80 964.17 763.30 200.87 22.0% 12.16 1.3% 74% False False
100 964.17 733.54 230.63 25.3% 12.00 1.3% 78% False False
120 964.17 733.54 230.63 25.3% 11.56 1.3% 78% False 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 True
Bull Hook False
Stretch 4.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 994.30
2.618 962.91
1.618 943.68
1.000 931.80
0.618 924.45
HIGH 912.57
0.618 905.22
0.500 902.96
0.382 900.69
LOW 893.34
0.618 881.46
1.000 874.11
1.618 862.23
2.618 843.00
4.250 811.61
Fisher Pivots for day following 18-Aug-1997
Pivot 1 day 3 day
R1 909.31 912.23
PP 906.13 911.97
S1 902.96 911.71

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

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