S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Sep-1997
Day Change Summary
Previous Current
15-Sep-1997 16-Sep-1997 Change Change % Previous Week
Open 923.36 920.40 -2.96 -0.3% 929.52
High 928.90 947.66 18.76 2.0% 938.90
Low 919.41 919.77 0.36 0.0% 902.56
Close 919.77 945.64 25.87 2.8% 923.91
Range 9.49 27.89 18.40 193.9% 36.34
ATR 14.06 15.05 0.99 7.0% 0.00
Volume
Daily Pivots for day following 16-Sep-1997
Classic Woodie Camarilla DeMark
R4 1,021.36 1,011.39 960.98
R3 993.47 983.50 953.31
R2 965.58 965.58 950.75
R1 955.61 955.61 948.20 960.60
PP 937.69 937.69 937.69 940.18
S1 927.72 927.72 943.08 932.71
S2 909.80 909.80 940.53
S3 881.91 899.83 937.97
S4 854.02 871.94 930.30
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
5 947.66 902.56 45.10 4.8% 17.41 1.8% 96% True False
10 947.66 902.56 45.10 4.8% 13.93 1.5% 96% True False
20 947.66 896.82 50.84 5.4% 14.90 1.6% 96% True False
40 964.17 893.34 70.83 7.5% 14.48 1.5% 74% False False
60 964.17 878.43 85.74 9.1% 14.03 1.5% 78% False False
80 964.17 831.87 132.30 14.0% 12.89 1.4% 86% False False
100 964.17 763.30 200.87 21.2% 12.71 1.3% 91% False False
120 964.17 733.54 230.63 24.4% 12.48 1.3% 92% 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 2.66
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,066.19
2.618 1,020.68
1.618 992.79
1.000 975.55
0.618 964.90
HIGH 947.66
0.618 937.01
0.500 933.72
0.382 930.42
LOW 919.77
0.618 902.53
1.000 891.88
1.618 874.64
2.618 846.75
4.250 801.24
Fisher Pivots for day following 16-Sep-1997
Pivot 1 day 3 day
R1 941.67 939.49
PP 937.69 933.33
S1 933.72 927.18

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

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