S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Sep-1997
Day Change Summary
Previous Current
05-Sep-1997 08-Sep-1997 Change Change % Previous Week
Open 931.53 929.52 -2.01 -0.2% 899.46
High 940.37 936.50 -3.87 -0.4% 940.37
Low 924.05 929.05 5.00 0.5% 899.46
Close 929.05 931.20 2.15 0.2% 929.05
Range 16.32 7.45 -8.87 -54.4% 40.91
ATR 14.53 14.03 -0.51 -3.5% 0.00
Volume
Daily Pivots for day following 08-Sep-1997
Classic Woodie Camarilla DeMark
R4 954.60 950.35 935.30
R3 947.15 942.90 933.25
R2 939.70 939.70 932.57
R1 935.45 935.45 931.88 937.58
PP 932.25 932.25 932.25 933.31
S1 928.00 928.00 930.52 930.13
S2 924.80 924.80 929.83
S3 917.35 920.55 929.15
S4 909.90 913.10 927.10
Weekly Pivots for week ending 05-Sep-1997
Classic Woodie Camarilla DeMark
R4 1,045.69 1,028.28 951.55
R3 1,004.78 987.37 940.30
R2 963.87 963.87 936.55
R1 946.46 946.46 932.80 955.17
PP 922.96 922.96 922.96 927.31
S1 905.55 905.55 925.30 914.26
S2 882.05 882.05 921.55
S3 841.14 864.64 917.80
S4 800.23 823.73 906.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 940.37 899.46 40.91 4.4% 13.74 1.5% 78% False False
10 940.37 896.82 43.55 4.7% 13.32 1.4% 79% False False
20 942.99 893.34 49.65 5.3% 15.26 1.6% 76% False False
40 964.17 893.34 70.83 7.6% 13.79 1.5% 53% False False
60 964.17 878.43 85.74 9.2% 13.20 1.4% 62% False False
80 964.17 826.42 137.75 14.8% 12.46 1.3% 76% False False
100 964.17 756.38 207.79 22.3% 12.28 1.3% 84% False False
120 964.17 733.54 230.63 24.8% 12.09 1.3% 86% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.03
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 968.16
2.618 956.00
1.618 948.55
1.000 943.95
0.618 941.10
HIGH 936.50
0.618 933.65
0.500 932.78
0.382 931.90
LOW 929.05
0.618 924.45
1.000 921.60
1.618 917.00
2.618 909.55
4.250 897.39
Fisher Pivots for day following 08-Sep-1997
Pivot 1 day 3 day
R1 932.78 932.21
PP 932.25 931.87
S1 931.73 931.54

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

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