S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Oct-1997
Day Change Summary
Previous Current
14-Oct-1997 15-Oct-1997 Change Change % Previous Week
Open 968.27 968.45 0.18 0.0% 965.33
High 972.86 970.28 -2.58 -0.3% 983.12
Low 961.87 962.75 0.88 0.1% 963.34
Close 970.28 965.72 -4.56 -0.5% 966.98
Range 10.99 7.53 -3.46 -31.5% 19.78
ATR 11.54 11.25 -0.29 -2.5% 0.00
Volume
Daily Pivots for day following 15-Oct-1997
Classic Woodie Camarilla DeMark
R4 988.84 984.81 969.86
R3 981.31 977.28 967.79
R2 973.78 973.78 967.10
R1 969.75 969.75 966.41 968.00
PP 966.25 966.25 966.25 965.38
S1 962.22 962.22 965.03 960.47
S2 958.72 958.72 964.34
S3 951.19 954.69 963.65
S4 943.66 947.16 961.58
Weekly Pivots for week ending 10-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,030.49 1,018.51 977.86
R3 1,010.71 998.73 972.42
R2 990.93 990.93 970.61
R1 978.95 978.95 968.79 984.94
PP 971.15 971.15 971.15 974.14
S1 959.17 959.17 965.17 965.16
S2 951.37 951.37 963.35
S3 931.59 939.39 961.54
S4 911.81 919.61 956.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 974.72 961.87 12.85 1.3% 8.72 0.9% 30% False False
10 983.12 952.94 30.18 3.1% 10.62 1.1% 42% False False
20 983.12 937.38 45.74 4.7% 10.54 1.1% 62% False False
40 983.12 896.82 86.30 8.9% 12.59 1.3% 80% False False
60 983.12 893.34 89.78 9.3% 12.95 1.3% 81% False False
80 983.12 878.62 104.50 10.8% 13.01 1.3% 83% False False
100 983.12 831.87 151.25 15.7% 12.38 1.3% 88% False False
120 983.12 763.30 219.82 22.8% 12.36 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 False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.94
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,002.28
2.618 989.99
1.618 982.46
1.000 977.81
0.618 974.93
HIGH 970.28
0.618 967.40
0.500 966.52
0.382 965.63
LOW 962.75
0.618 958.10
1.000 955.22
1.618 950.57
2.618 943.04
4.250 930.75
Fisher Pivots for day following 15-Oct-1997
Pivot 1 day 3 day
R1 966.52 967.67
PP 966.25 967.02
S1 965.99 966.37

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

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