S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Sep-1997
Day Change Summary
Previous Current
11-Sep-1997 12-Sep-1997 Change Change % Previous Week
Open 918.24 912.61 -5.63 -0.6% 929.52
High 919.03 925.05 6.02 0.7% 938.90
Low 902.56 906.70 4.14 0.5% 902.56
Close 912.59 923.91 11.32 1.2% 923.91
Range 16.47 18.35 1.88 11.4% 36.34
ATR 14.11 14.41 0.30 2.1% 0.00
Volume
Daily Pivots for day following 12-Sep-1997
Classic Woodie Camarilla DeMark
R4 973.60 967.11 934.00
R3 955.25 948.76 928.96
R2 936.90 936.90 927.27
R1 930.41 930.41 925.59 933.66
PP 918.55 918.55 918.55 920.18
S1 912.06 912.06 922.23 915.31
S2 900.20 900.20 920.55
S3 881.85 893.71 918.86
S4 863.50 875.36 913.82
Weekly Pivots for week ending 12-Sep-1997
Classic Woodie Camarilla DeMark
R4 1,030.81 1,013.70 943.90
R3 994.47 977.36 933.90
R2 958.13 958.13 930.57
R1 941.02 941.02 927.24 931.41
PP 921.79 921.79 921.79 916.98
S1 904.68 904.68 920.58 895.07
S2 885.45 885.45 917.25
S3 849.11 868.34 913.92
S4 812.77 832.00 903.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 938.90 902.56 36.34 3.9% 13.75 1.5% 59% False False
10 940.37 896.82 43.55 4.7% 14.05 1.5% 62% False False
20 940.37 893.34 47.03 5.1% 15.19 1.6% 65% False False
40 964.17 893.34 70.83 7.7% 14.22 1.5% 43% False False
60 964.17 878.43 85.74 9.3% 13.66 1.5% 53% False False
80 964.17 831.87 132.30 14.3% 12.67 1.4% 70% False False
100 964.17 763.30 200.87 21.7% 12.50 1.4% 80% False False
120 964.17 733.54 230.63 25.0% 12.32 1.3% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.58
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,003.04
2.618 973.09
1.618 954.74
1.000 943.40
0.618 936.39
HIGH 925.05
0.618 918.04
0.500 915.88
0.382 913.71
LOW 906.70
0.618 895.36
1.000 888.35
1.618 877.01
2.618 858.66
4.250 828.71
Fisher Pivots for day following 12-Sep-1997
Pivot 1 day 3 day
R1 921.23 921.97
PP 918.55 920.03
S1 915.88 918.09

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

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