S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Aug-1997
Day Change Summary
Previous Current
22-Aug-1997 25-Aug-1997 Change Change % Previous Week
Open 922.74 923.77 1.03 0.1% 900.79
High 925.05 930.93 5.88 0.6% 939.47
Low 905.42 917.29 11.87 1.3% 893.34
Close 923.55 920.16 -3.39 -0.4% 923.55
Range 19.63 13.64 -5.99 -30.5% 46.13
ATR 15.04 14.94 -0.10 -0.7% 0.00
Volume
Daily Pivots for day following 25-Aug-1997
Classic Woodie Camarilla DeMark
R4 963.71 955.58 927.66
R3 950.07 941.94 923.91
R2 936.43 936.43 922.66
R1 928.30 928.30 921.41 925.55
PP 922.79 922.79 922.79 921.42
S1 914.66 914.66 918.91 911.91
S2 909.15 909.15 917.66
S3 895.51 901.02 916.41
S4 881.87 887.38 912.66
Weekly Pivots for week ending 22-Aug-1997
Classic Woodie Camarilla DeMark
R4 1,057.18 1,036.49 948.92
R3 1,011.05 990.36 936.24
R2 964.92 964.92 932.01
R1 944.23 944.23 927.78 954.58
PP 918.79 918.79 918.79 923.96
S1 898.10 898.10 919.32 908.45
S2 872.66 872.66 915.09
S3 826.53 851.97 910.86
S4 780.40 805.84 898.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.47 905.42 34.05 3.7% 15.94 1.7% 43% False False
10 942.99 893.34 49.65 5.4% 17.26 1.9% 54% False False
20 964.17 893.34 70.83 7.7% 15.00 1.6% 38% False False
40 964.17 879.82 84.35 9.2% 13.51 1.5% 48% False False
60 964.17 838.82 125.35 13.6% 12.59 1.4% 65% False False
80 964.17 798.53 165.64 18.0% 12.39 1.3% 73% False False
100 964.17 733.54 230.63 25.1% 12.07 1.3% 81% False False
120 964.17 733.54 230.63 25.1% 11.83 1.3% 81% False False
Crabel Price Patterns
NR True
NR4 True
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 3.83
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 988.90
2.618 966.64
1.618 953.00
1.000 944.57
0.618 939.36
HIGH 930.93
0.618 925.72
0.500 924.11
0.382 922.50
LOW 917.29
0.618 908.86
1.000 903.65
1.618 895.22
2.618 881.58
4.250 859.32
Fisher Pivots for day following 25-Aug-1997
Pivot 1 day 3 day
R1 924.11 922.45
PP 922.79 921.68
S1 921.48 920.92

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

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