S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Sep-1997
Day Change Summary
Previous Current
12-Sep-1997 15-Sep-1997 Change Change % Previous Week
Open 912.61 923.36 10.75 1.2% 929.52
High 925.05 928.90 3.85 0.4% 938.90
Low 906.70 919.41 12.71 1.4% 902.56
Close 923.91 919.77 -4.14 -0.4% 923.91
Range 18.35 9.49 -8.86 -48.3% 36.34
ATR 14.41 14.06 -0.35 -2.4% 0.00
Volume
Daily Pivots for day following 15-Sep-1997
Classic Woodie Camarilla DeMark
R4 951.16 944.96 924.99
R3 941.67 935.47 922.38
R2 932.18 932.18 921.51
R1 925.98 925.98 920.64 924.34
PP 922.69 922.69 922.69 921.87
S1 916.49 916.49 918.90 914.85
S2 913.20 913.20 918.03
S3 903.71 907.00 917.16
S4 894.22 897.51 914.55
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 4.0% 14.16 1.5% 47% False False
10 940.37 899.46 40.91 4.4% 13.95 1.5% 50% False False
20 940.37 893.34 47.03 5.1% 14.46 1.6% 56% False False
40 964.17 893.34 70.83 7.7% 13.99 1.5% 37% False False
60 964.17 878.43 85.74 9.3% 13.63 1.5% 48% False False
80 964.17 831.87 132.30 14.4% 12.64 1.4% 66% False False
100 964.17 763.30 200.87 21.8% 12.53 1.4% 78% False False
120 964.17 733.54 230.63 25.1% 12.31 1.3% 81% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 2.60
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 969.23
2.618 953.74
1.618 944.25
1.000 938.39
0.618 934.76
HIGH 928.90
0.618 925.27
0.500 924.16
0.382 923.04
LOW 919.41
0.618 913.55
1.000 909.92
1.618 904.06
2.618 894.57
4.250 879.08
Fisher Pivots for day following 15-Sep-1997
Pivot 1 day 3 day
R1 924.16 918.42
PP 922.69 917.08
S1 921.23 915.73

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

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