S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Sep-1997
Day Change Summary
Previous Current
29-Sep-1997 30-Sep-1997 Change Change % Previous Week
Open 945.35 952.94 7.59 0.8% 950.60
High 953.96 955.17 1.21 0.1% 960.59
Low 941.94 947.28 5.34 0.6% 937.38
Close 953.34 947.28 -6.06 -0.6% 945.22
Range 12.02 7.89 -4.13 -34.4% 23.21
ATR 12.91 12.55 -0.36 -2.8% 0.00
Volume
Daily Pivots for day following 30-Sep-1997
Classic Woodie Camarilla DeMark
R4 973.58 968.32 951.62
R3 965.69 960.43 949.45
R2 957.80 957.80 948.73
R1 952.54 952.54 948.00 951.23
PP 949.91 949.91 949.91 949.25
S1 944.65 944.65 946.56 943.34
S2 942.02 942.02 945.83
S3 934.13 936.76 945.11
S4 926.24 928.87 942.94
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
5 959.78 937.38 22.40 2.4% 10.75 1.1% 44% False False
10 960.59 937.38 23.21 2.5% 10.35 1.1% 43% False False
20 960.59 902.56 58.03 6.1% 12.14 1.3% 77% False False
40 964.17 893.34 70.83 7.5% 14.11 1.5% 76% False False
60 964.17 893.34 70.83 7.5% 13.32 1.4% 76% False False
80 964.17 858.01 106.16 11.2% 12.88 1.4% 84% False False
100 964.17 815.78 148.39 15.7% 12.42 1.3% 89% False False
120 964.17 733.54 230.63 24.3% 12.37 1.3% 93% 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 True
Bear Hook False
Bull Hook False
Stretch 2.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 988.70
2.618 975.83
1.618 967.94
1.000 963.06
0.618 960.05
HIGH 955.17
0.618 952.16
0.500 951.23
0.382 950.29
LOW 947.28
0.618 942.40
1.000 939.39
1.618 934.51
2.618 926.62
4.250 913.75
Fisher Pivots for day following 30-Sep-1997
Pivot 1 day 3 day
R1 951.23 947.03
PP 949.91 946.79
S1 948.60 946.54

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

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