S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jan-1998
Day Change Summary
Previous Current
02-Jan-1998 05-Jan-1998 Change Change % Previous Week
Open 971.98 975.41 3.43 0.4% 937.01
High 975.04 982.64 7.60 0.8% 975.04
Low 965.73 968.99 3.26 0.3% 936.46
Close 975.04 977.07 2.03 0.2% 975.04
Range 9.31 13.65 4.34 46.6% 38.58
ATR 13.38 13.40 0.02 0.1% 0.00
Volume
Daily Pivots for day following 05-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,017.18 1,010.78 984.58
R3 1,003.53 997.13 980.82
R2 989.88 989.88 979.57
R1 983.48 983.48 978.32 986.68
PP 976.23 976.23 976.23 977.84
S1 969.83 969.83 975.82 973.03
S2 962.58 962.58 974.57
S3 948.93 956.18 973.32
S4 935.28 942.53 969.56
Weekly Pivots for week ending 02-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,077.92 1,065.06 996.26
R3 1,039.34 1,026.48 985.65
R2 1,000.76 1,000.76 982.11
R1 987.90 987.90 978.58 994.33
PP 962.18 962.18 962.18 965.40
S1 949.32 949.32 971.50 955.75
S2 923.60 923.60 967.97
S3 885.02 910.74 964.43
S4 846.44 872.16 953.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 982.64 936.46 46.18 4.7% 13.11 1.3% 88% True False
10 982.64 924.92 57.72 5.9% 13.96 1.4% 90% True False
20 986.25 924.92 61.33 6.3% 13.20 1.4% 85% False False
40 986.25 900.61 85.64 8.8% 13.32 1.4% 89% False False
60 986.25 855.27 130.98 13.4% 15.69 1.6% 93% False False
80 986.25 855.27 130.98 13.4% 14.86 1.5% 93% False False
100 986.25 855.27 130.98 13.4% 14.90 1.5% 93% False False
120 986.25 855.27 130.98 13.4% 14.55 1.5% 93% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,040.65
2.618 1,018.38
1.618 1,004.73
1.000 996.29
0.618 991.08
HIGH 982.64
0.618 977.43
0.500 975.82
0.382 974.20
LOW 968.99
0.618 960.55
1.000 955.34
1.618 946.90
2.618 933.25
4.250 910.98
Fisher Pivots for day following 05-Jan-1998
Pivot 1 day 3 day
R1 976.65 976.11
PP 976.23 975.15
S1 975.82 974.19

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

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