S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Oct-1997
Day Change Summary
Previous Current
16-Oct-1997 17-Oct-1997 Change Change % Previous Week
Open 966.15 954.82 -11.33 -1.2% 967.27
High 973.38 955.23 -18.15 -1.9% 973.46
Low 950.77 931.58 -19.19 -2.0% 931.58
Close 955.23 944.16 -11.07 -1.2% 944.16
Range 22.61 23.65 1.04 4.6% 41.88
ATR 12.06 12.89 0.83 6.9% 0.00
Volume
Daily Pivots for day following 17-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,014.61 1,003.03 957.17
R3 990.96 979.38 950.66
R2 967.31 967.31 948.50
R1 955.73 955.73 946.33 949.70
PP 943.66 943.66 943.66 940.64
S1 932.08 932.08 941.99 926.05
S2 920.01 920.01 939.82
S3 896.36 908.43 937.66
S4 872.71 884.78 931.15
Weekly Pivots for week ending 17-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,075.37 1,051.65 967.19
R3 1,033.49 1,009.77 955.68
R2 991.61 991.61 951.84
R1 967.89 967.89 948.00 958.81
PP 949.73 949.73 949.73 945.20
S1 926.01 926.01 940.32 916.93
S2 907.85 907.85 936.48
S3 865.97 884.13 932.64
S4 824.09 842.25 921.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 973.46 931.58 41.88 4.4% 14.26 1.5% 30% False True
10 983.12 931.58 51.54 5.5% 12.46 1.3% 24% False True
20 983.12 931.58 51.54 5.5% 11.67 1.2% 24% False True
40 983.12 896.82 86.30 9.1% 12.92 1.4% 55% False False
60 983.12 893.34 89.78 9.5% 13.35 1.4% 57% False False
80 983.12 879.32 103.80 11.0% 13.11 1.4% 62% False False
100 983.12 831.87 151.25 16.0% 12.65 1.3% 74% False False
120 983.12 791.21 191.91 20.3% 12.48 1.3% 80% False 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 1.82
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1,055.74
2.618 1,017.15
1.618 993.50
1.000 978.88
0.618 969.85
HIGH 955.23
0.618 946.20
0.500 943.41
0.382 940.61
LOW 931.58
0.618 916.96
1.000 907.93
1.618 893.31
2.618 869.66
4.250 831.07
Fisher Pivots for day following 17-Oct-1997
Pivot 1 day 3 day
R1 943.91 952.48
PP 943.66 949.71
S1 943.41 946.93

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

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