S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Oct-1997
Day Change Summary
Previous Current
08-Oct-1997 09-Oct-1997 Change Change % Previous Week
Open 982.34 973.42 -8.92 -0.9% 945.35
High 983.12 974.72 -8.40 -0.9% 975.47
Low 968.65 963.34 -5.31 -0.5% 941.94
Close 973.84 970.62 -3.22 -0.3% 965.03
Range 14.47 11.38 -3.09 -21.4% 33.53
ATR 12.41 12.33 -0.07 -0.6% 0.00
Volume
Daily Pivots for day following 09-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,003.70 998.54 976.88
R3 992.32 987.16 973.75
R2 980.94 980.94 972.71
R1 975.78 975.78 971.66 972.67
PP 969.56 969.56 969.56 968.01
S1 964.40 964.40 969.58 961.29
S2 958.18 958.18 968.53
S3 946.80 953.02 967.49
S4 935.42 941.64 964.36
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
5 983.12 955.13 27.99 2.9% 13.30 1.4% 55% False False
10 983.12 937.91 45.21 4.7% 11.19 1.2% 72% False False
20 983.12 906.70 76.42 7.9% 12.13 1.3% 84% False False
40 983.12 893.34 89.78 9.2% 13.53 1.4% 86% False False
60 983.12 893.34 89.78 9.2% 13.37 1.4% 86% False False
80 983.12 878.43 104.69 10.8% 13.14 1.4% 88% False False
100 983.12 826.42 156.70 16.1% 12.53 1.3% 92% False False
120 983.12 759.90 223.22 23.0% 12.41 1.3% 94% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.86
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,023.09
2.618 1,004.51
1.618 993.13
1.000 986.10
0.618 981.75
HIGH 974.72
0.618 970.37
0.500 969.03
0.382 967.69
LOW 963.34
0.618 956.31
1.000 951.96
1.618 944.93
2.618 933.55
4.250 914.98
Fisher Pivots for day following 09-Oct-1997
Pivot 1 day 3 day
R1 970.09 973.23
PP 969.56 972.36
S1 969.03 971.49

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

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