S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Sep-1997
Day Change Summary
Previous Current
16-Sep-1997 17-Sep-1997 Change Change % Previous Week
Open 920.40 946.06 25.66 2.8% 929.52
High 947.66 950.29 2.63 0.3% 938.90
Low 919.77 941.99 22.22 2.4% 902.56
Close 945.64 943.00 -2.64 -0.3% 923.91
Range 27.89 8.30 -19.59 -70.2% 36.34
ATR 15.05 14.57 -0.48 -3.2% 0.00
Volume
Daily Pivots for day following 17-Sep-1997
Classic Woodie Camarilla DeMark
R4 969.99 964.80 947.57
R3 961.69 956.50 945.28
R2 953.39 953.39 944.52
R1 948.20 948.20 943.76 946.65
PP 945.09 945.09 945.09 944.32
S1 939.90 939.90 942.24 938.35
S2 936.79 936.79 941.48
S3 928.49 931.60 940.72
S4 920.19 923.30 938.44
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
5 950.29 902.56 47.73 5.1% 16.10 1.7% 85% True False
10 950.29 902.56 47.73 5.1% 13.85 1.5% 85% True False
20 950.29 896.82 53.47 5.7% 14.63 1.6% 86% True False
40 964.17 893.34 70.83 7.5% 14.15 1.5% 70% False False
60 964.17 878.62 85.55 9.1% 13.83 1.5% 75% False False
80 964.17 831.87 132.30 14.0% 12.83 1.4% 84% False False
100 964.17 763.30 200.87 21.3% 12.72 1.3% 89% False False
120 964.17 733.54 230.63 24.5% 12.34 1.3% 91% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.98
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 985.57
2.618 972.02
1.618 963.72
1.000 958.59
0.618 955.42
HIGH 950.29
0.618 947.12
0.500 946.14
0.382 945.16
LOW 941.99
0.618 936.86
1.000 933.69
1.618 928.56
2.618 920.26
4.250 906.72
Fisher Pivots for day following 17-Sep-1997
Pivot 1 day 3 day
R1 946.14 940.28
PP 945.09 937.57
S1 944.05 934.85

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

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