S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Aug-1997
Day Change Summary
Previous Current
25-Aug-1997 26-Aug-1997 Change Change % Previous Week
Open 923.77 919.64 -4.13 -0.4% 900.79
High 930.93 922.47 -8.46 -0.9% 939.47
Low 917.29 911.72 -5.57 -0.6% 893.34
Close 920.16 913.02 -7.14 -0.8% 923.55
Range 13.64 10.75 -2.89 -21.2% 46.13
ATR 14.94 14.64 -0.30 -2.0% 0.00
Volume
Daily Pivots for day following 26-Aug-1997
Classic Woodie Camarilla DeMark
R4 947.99 941.25 918.93
R3 937.24 930.50 915.98
R2 926.49 926.49 914.99
R1 919.75 919.75 914.01 917.75
PP 915.74 915.74 915.74 914.73
S1 909.00 909.00 912.03 907.00
S2 904.99 904.99 911.05
S3 894.24 898.25 910.06
S4 883.49 887.50 907.11
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% 15.38 1.7% 22% False False
10 939.47 893.34 46.13 5.1% 16.60 1.8% 43% False False
20 964.17 893.34 70.83 7.8% 15.01 1.6% 28% False False
40 964.17 884.54 79.63 8.7% 13.45 1.5% 36% False False
60 964.17 838.82 125.35 13.7% 12.66 1.4% 59% False False
80 964.17 811.80 152.37 16.7% 12.34 1.4% 66% False False
100 964.17 733.54 230.63 25.3% 12.04 1.3% 78% False False
120 964.17 733.54 230.63 25.3% 11.87 1.3% 78% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.58
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 968.16
2.618 950.61
1.618 939.86
1.000 933.22
0.618 929.11
HIGH 922.47
0.618 918.36
0.500 917.10
0.382 915.83
LOW 911.72
0.618 905.08
1.000 900.97
1.618 894.33
2.618 883.58
4.250 866.03
Fisher Pivots for day following 26-Aug-1997
Pivot 1 day 3 day
R1 917.10 918.18
PP 915.74 916.46
S1 914.38 914.74

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

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