S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Sep-1997
Day Change Summary
Previous Current
08-Sep-1997 09-Sep-1997 Change Change % Previous Week
Open 929.52 931.30 1.78 0.2% 899.46
High 936.50 938.90 2.40 0.3% 940.37
Low 929.05 927.28 -1.77 -0.2% 899.46
Close 931.20 933.62 2.42 0.3% 929.05
Range 7.45 11.62 4.17 56.0% 40.91
ATR 14.03 13.86 -0.17 -1.2% 0.00
Volume
Daily Pivots for day following 09-Sep-1997
Classic Woodie Camarilla DeMark
R4 968.13 962.49 940.01
R3 956.51 950.87 936.82
R2 944.89 944.89 935.75
R1 939.25 939.25 934.69 942.07
PP 933.27 933.27 933.27 934.68
S1 927.63 927.63 932.55 930.45
S2 921.65 921.65 931.49
S3 910.03 916.01 930.42
S4 898.41 904.39 927.23
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
5 940.37 924.05 16.32 1.7% 10.44 1.1% 59% False False
10 940.37 896.82 43.55 4.7% 13.12 1.4% 85% False False
20 942.99 893.34 49.65 5.3% 15.19 1.6% 81% False False
40 964.17 893.34 70.83 7.6% 13.84 1.5% 57% False False
60 964.17 878.43 85.74 9.2% 13.21 1.4% 64% False False
80 964.17 826.42 137.75 14.8% 12.49 1.3% 78% False False
100 964.17 756.38 207.79 22.3% 12.32 1.3% 85% False False
120 964.17 733.54 230.63 24.7% 12.09 1.3% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 988.29
2.618 969.32
1.618 957.70
1.000 950.52
0.618 946.08
HIGH 938.90
0.618 934.46
0.500 933.09
0.382 931.72
LOW 927.28
0.618 920.10
1.000 915.66
1.618 908.48
2.618 896.86
4.250 877.90
Fisher Pivots for day following 09-Sep-1997
Pivot 1 day 3 day
R1 933.44 933.15
PP 933.27 932.68
S1 933.09 932.21

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

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