S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Oct-1997
Day Change Summary
Previous Current
02-Oct-1997 03-Oct-1997 Change Change % Previous Week
Open 955.52 961.40 5.88 0.6% 945.35
High 960.46 975.47 15.01 1.6% 975.47
Low 952.94 955.13 2.19 0.2% 941.94
Close 960.46 965.03 4.57 0.5% 965.03
Range 7.52 20.34 12.82 170.5% 33.53
ATR 11.98 12.58 0.60 5.0% 0.00
Volume
Daily Pivots for day following 03-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,026.23 1,015.97 976.22
R3 1,005.89 995.63 970.62
R2 985.55 985.55 968.76
R1 975.29 975.29 966.89 980.42
PP 965.21 965.21 965.21 967.78
S1 954.95 954.95 963.17 960.08
S2 944.87 944.87 961.30
S3 924.53 934.61 959.44
S4 904.19 914.27 953.84
Weekly Pivots for week ending 03-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,061.40 1,046.75 983.47
R3 1,027.87 1,013.22 974.25
R2 994.34 994.34 971.18
R1 979.69 979.69 968.10 987.02
PP 960.81 960.81 960.81 964.48
S1 946.16 946.16 961.96 953.49
S2 927.28 927.28 958.88
S3 893.75 912.63 955.81
S4 860.22 879.10 946.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 975.47 941.94 33.53 3.5% 11.44 1.2% 69% True False
10 975.47 937.38 38.09 3.9% 10.89 1.1% 73% True False
20 975.47 902.56 72.91 7.6% 12.35 1.3% 86% True False
40 975.47 893.34 82.13 8.5% 14.25 1.5% 87% True False
60 975.47 893.34 82.13 8.5% 13.30 1.4% 87% True False
80 975.47 869.01 106.46 11.0% 13.09 1.4% 90% True False
100 975.47 826.42 149.05 15.4% 12.44 1.3% 93% True False
120 975.47 751.99 223.48 23.2% 12.33 1.3% 95% True 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 2.57
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,061.92
2.618 1,028.72
1.618 1,008.38
1.000 995.81
0.618 988.04
HIGH 975.47
0.618 967.70
0.500 965.30
0.382 962.90
LOW 955.13
0.618 942.56
1.000 934.79
1.618 922.22
2.618 901.88
4.250 868.69
Fisher Pivots for day following 03-Oct-1997
Pivot 1 day 3 day
R1 965.30 963.81
PP 965.21 962.59
S1 965.12 961.38

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

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