S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Sep-1997
Day Change Summary
Previous Current
19-Sep-1997 22-Sep-1997 Change Change % Previous Week
Open 947.23 950.60 3.37 0.4% 923.36
High 952.35 960.59 8.24 0.9% 958.19
Low 943.90 950.51 6.61 0.7% 919.41
Close 950.51 955.43 4.92 0.5% 950.51
Range 8.45 10.08 1.63 19.3% 38.78
ATR 14.17 13.88 -0.29 -2.1% 0.00
Volume
Daily Pivots for day following 22-Sep-1997
Classic Woodie Camarilla DeMark
R4 985.75 980.67 960.97
R3 975.67 970.59 958.20
R2 965.59 965.59 957.28
R1 960.51 960.51 956.35 963.05
PP 955.51 955.51 955.51 956.78
S1 950.43 950.43 954.51 952.97
S2 945.43 945.43 953.58
S3 935.35 940.35 952.66
S4 925.27 930.27 949.89
Weekly Pivots for week ending 19-Sep-1997
Classic Woodie Camarilla DeMark
R4 1,059.04 1,043.56 971.84
R3 1,020.26 1,004.78 961.17
R2 981.48 981.48 957.62
R1 966.00 966.00 954.06 973.74
PP 942.70 942.70 942.70 946.58
S1 927.22 927.22 946.96 934.96
S2 903.92 903.92 943.40
S3 865.14 888.44 939.85
S4 826.36 849.66 929.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 960.59 919.77 40.82 4.3% 13.98 1.5% 87% True False
10 960.59 902.56 58.03 6.1% 14.07 1.5% 91% True False
20 960.59 896.82 63.77 6.7% 13.69 1.4% 92% True False
40 964.17 893.34 70.83 7.4% 14.20 1.5% 88% False False
60 964.17 879.82 84.35 8.8% 13.52 1.4% 90% False False
80 964.17 831.87 132.30 13.8% 12.95 1.4% 93% False False
100 964.17 793.21 170.96 17.9% 12.61 1.3% 95% False False
120 964.17 733.54 230.63 24.1% 12.29 1.3% 96% 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 2.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,003.43
2.618 986.98
1.618 976.90
1.000 970.67
0.618 966.82
HIGH 960.59
0.618 956.74
0.500 955.55
0.382 954.36
LOW 950.51
0.618 944.28
1.000 940.43
1.618 934.20
2.618 924.12
4.250 907.67
Fisher Pivots for day following 22-Sep-1997
Pivot 1 day 3 day
R1 955.55 954.22
PP 955.51 953.01
S1 955.47 951.80

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

View Archives - Comment on this page... - Back to Index of Symbols