S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Sep-1997
Day Change Summary
Previous Current
09-Sep-1997 10-Sep-1997 Change Change % Previous Week
Open 931.30 933.40 2.10 0.2% 899.46
High 938.90 933.62 -5.28 -0.6% 940.37
Low 927.28 918.76 -8.52 -0.9% 899.46
Close 933.62 919.03 -14.59 -1.6% 929.05
Range 11.62 14.86 3.24 27.9% 40.91
ATR 13.86 13.93 0.07 0.5% 0.00
Volume
Daily Pivots for day following 10-Sep-1997
Classic Woodie Camarilla DeMark
R4 968.38 958.57 927.20
R3 953.52 943.71 923.12
R2 938.66 938.66 921.75
R1 928.85 928.85 920.39 926.33
PP 923.80 923.80 923.80 922.54
S1 913.99 913.99 917.67 911.47
S2 908.94 908.94 916.31
S3 894.08 899.13 914.94
S4 879.22 884.27 910.86
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
5 940.37 918.76 21.61 2.4% 11.60 1.3% 1% False True
10 940.37 896.82 43.55 4.7% 13.53 1.5% 51% False False
20 940.37 893.34 47.03 5.1% 15.06 1.6% 55% False False
40 964.17 893.34 70.83 7.7% 13.92 1.5% 36% False False
60 964.17 878.43 85.74 9.3% 13.39 1.5% 47% False False
80 964.17 826.42 137.75 15.0% 12.52 1.4% 67% False False
100 964.17 756.38 207.79 22.6% 12.41 1.3% 78% False False
120 964.17 733.54 230.63 25.1% 12.14 1.3% 80% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 996.78
2.618 972.52
1.618 957.66
1.000 948.48
0.618 942.80
HIGH 933.62
0.618 927.94
0.500 926.19
0.382 924.44
LOW 918.76
0.618 909.58
1.000 903.90
1.618 894.72
2.618 879.86
4.250 855.61
Fisher Pivots for day following 10-Sep-1997
Pivot 1 day 3 day
R1 926.19 928.83
PP 923.80 925.56
S1 921.42 922.30

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

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