S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jan-1998
Day Change Summary
Previous Current
14-Jan-1998 15-Jan-1998 Change Change % Previous Week
Open 952.52 957.60 5.08 0.5% 975.41
High 958.12 957.60 -0.52 -0.1% 982.64
Low 948.00 950.22 2.22 0.2% 921.72
Close 957.94 950.73 -7.21 -0.8% 927.69
Range 10.12 7.38 -2.74 -27.1% 60.92
ATR 14.97 14.45 -0.52 -3.5% 0.00
Volume
Daily Pivots for day following 15-Jan-1998
Classic Woodie Camarilla DeMark
R4 974.99 970.24 954.79
R3 967.61 962.86 952.76
R2 960.23 960.23 952.08
R1 955.48 955.48 951.41 954.17
PP 952.85 952.85 952.85 952.19
S1 948.10 948.10 950.05 946.79
S2 945.47 945.47 949.38
S3 938.09 940.72 948.70
S4 930.71 933.34 946.67
Weekly Pivots for week ending 09-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,126.78 1,088.15 961.20
R3 1,065.86 1,027.23 944.44
R2 1,004.94 1,004.94 938.86
R1 966.31 966.31 933.27 955.17
PP 944.02 944.02 944.02 938.44
S1 905.39 905.39 922.11 894.25
S2 883.10 883.10 916.52
S3 822.18 844.47 910.94
S4 761.26 783.55 894.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 958.12 912.83 45.29 4.8% 18.10 1.9% 84% False False
10 982.64 912.83 69.81 7.3% 15.01 1.6% 54% False False
20 982.64 912.83 69.81 7.3% 14.59 1.5% 54% False False
40 986.25 912.83 73.42 7.7% 13.35 1.4% 52% False False
60 986.25 855.27 130.98 13.8% 16.07 1.7% 73% False False
80 986.25 855.27 130.98 13.8% 15.02 1.6% 73% False False
100 986.25 855.27 130.98 13.8% 14.76 1.6% 73% False False
120 986.25 855.27 130.98 13.8% 14.75 1.6% 73% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.80
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 988.97
2.618 976.92
1.618 969.54
1.000 964.98
0.618 962.16
HIGH 957.60
0.618 954.78
0.500 953.91
0.382 953.04
LOW 950.22
0.618 945.66
1.000 942.84
1.618 938.28
2.618 930.90
4.250 918.86
Fisher Pivots for day following 15-Jan-1998
Pivot 1 day 3 day
R1 953.91 950.16
PP 952.85 949.60
S1 951.79 949.03

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

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