S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Sep-1997
Day Change Summary
Previous Current
25-Sep-1997 26-Sep-1997 Change Change % Previous Week
Open 944.27 938.11 -6.16 -0.7% 950.60
High 947.00 946.44 -0.56 -0.1% 960.59
Low 937.38 937.91 0.53 0.1% 937.38
Close 937.91 945.22 7.31 0.8% 945.22
Range 9.62 8.53 -1.09 -11.3% 23.21
ATR 13.32 12.97 -0.34 -2.6% 0.00
Volume
Daily Pivots for day following 26-Sep-1997
Classic Woodie Camarilla DeMark
R4 968.78 965.53 949.91
R3 960.25 957.00 947.57
R2 951.72 951.72 946.78
R1 948.47 948.47 946.00 950.10
PP 943.19 943.19 943.19 944.00
S1 939.94 939.94 944.44 941.57
S2 934.66 934.66 943.66
S3 926.13 931.41 942.87
S4 917.60 922.88 940.53
Weekly Pivots for week ending 26-Sep-1997
Classic Woodie Camarilla DeMark
R4 1,017.36 1,004.50 957.99
R3 994.15 981.29 951.60
R2 970.94 970.94 949.48
R1 958.08 958.08 947.35 952.91
PP 947.73 947.73 947.73 945.14
S1 934.87 934.87 943.09 929.70
S2 924.52 924.52 940.96
S3 901.31 911.66 938.84
S4 878.10 888.45 932.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 960.59 937.38 23.21 2.5% 10.33 1.1% 34% False False
10 960.59 919.41 41.18 4.4% 12.10 1.3% 63% False False
20 960.59 896.82 63.77 6.7% 13.07 1.4% 76% False False
40 964.17 893.34 70.83 7.5% 14.26 1.5% 73% False False
60 964.17 893.34 70.83 7.5% 13.45 1.4% 73% False False
80 964.17 840.11 124.06 13.1% 12.93 1.4% 85% False False
100 964.17 811.84 152.33 16.1% 12.52 1.3% 88% False False
120 964.17 733.54 230.63 24.4% 12.34 1.3% 92% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 982.69
2.618 968.77
1.618 960.24
1.000 954.97
0.618 951.71
HIGH 946.44
0.618 943.18
0.500 942.18
0.382 941.17
LOW 937.91
0.618 932.64
1.000 929.38
1.618 924.11
2.618 915.58
4.250 901.66
Fisher Pivots for day following 26-Sep-1997
Pivot 1 day 3 day
R1 944.21 948.58
PP 943.19 947.46
S1 942.18 946.34

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

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