S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Oct-1997
Day Change Summary
Previous Current
15-Oct-1997 16-Oct-1997 Change Change % Previous Week
Open 968.45 966.15 -2.30 -0.2% 965.33
High 970.28 973.38 3.10 0.3% 983.12
Low 962.75 950.77 -11.98 -1.2% 963.34
Close 965.72 955.23 -10.49 -1.1% 966.98
Range 7.53 22.61 15.08 200.3% 19.78
ATR 11.25 12.06 0.81 7.2% 0.00
Volume
Daily Pivots for day following 16-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,027.62 1,014.04 967.67
R3 1,005.01 991.43 961.45
R2 982.40 982.40 959.38
R1 968.82 968.82 957.30 964.31
PP 959.79 959.79 959.79 957.54
S1 946.21 946.21 953.16 941.70
S2 937.18 937.18 951.08
S3 914.57 923.60 949.01
S4 891.96 900.99 942.79
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
5 973.46 950.77 22.69 2.4% 10.97 1.1% 20% False True
10 983.12 950.77 32.35 3.4% 12.13 1.3% 14% False True
20 983.12 937.38 45.74 4.8% 10.91 1.1% 39% False False
40 983.12 896.82 86.30 9.0% 12.79 1.3% 68% False False
60 983.12 893.34 89.78 9.4% 13.20 1.4% 69% False False
80 983.12 879.32 103.80 10.9% 13.06 1.4% 73% False False
100 983.12 831.87 151.25 15.8% 12.50 1.3% 82% False False
120 983.12 772.96 210.16 22.0% 12.46 1.3% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.41
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,069.47
2.618 1,032.57
1.618 1,009.96
1.000 995.99
0.618 987.35
HIGH 973.38
0.618 964.74
0.500 962.08
0.382 959.41
LOW 950.77
0.618 936.80
1.000 928.16
1.618 914.19
2.618 891.58
4.250 854.68
Fisher Pivots for day following 16-Oct-1997
Pivot 1 day 3 day
R1 962.08 962.08
PP 959.79 959.79
S1 957.51 957.51

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

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