S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Oct-1997
Day Change Summary
Previous Current
17-Oct-1997 20-Oct-1997 Change Change % Previous Week
Open 954.82 944.57 -10.25 -1.1% 967.27
High 955.23 955.72 0.49 0.1% 973.46
Low 931.58 941.43 9.85 1.1% 931.58
Close 944.16 955.61 11.45 1.2% 944.16
Range 23.65 14.29 -9.36 -39.6% 41.88
ATR 12.89 12.99 0.10 0.8% 0.00
Volume
Daily Pivots for day following 20-Oct-1997
Classic Woodie Camarilla DeMark
R4 993.79 988.99 963.47
R3 979.50 974.70 959.54
R2 965.21 965.21 958.23
R1 960.41 960.41 956.92 962.81
PP 950.92 950.92 950.92 952.12
S1 946.12 946.12 954.30 948.52
S2 936.63 936.63 952.99
S3 922.34 931.83 951.68
S4 908.05 917.54 947.75
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
5 973.38 931.58 41.80 4.4% 15.81 1.7% 57% False False
10 983.12 931.58 51.54 5.4% 12.98 1.4% 47% False False
20 983.12 931.58 51.54 5.4% 11.89 1.2% 47% 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% 13.43 1.4% 69% False False
80 983.12 879.82 103.30 10.8% 13.11 1.4% 73% False False
100 983.12 831.87 151.25 15.8% 12.73 1.3% 82% False False
120 983.12 793.21 189.91 19.9% 12.49 1.3% 86% 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 2.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,016.45
2.618 993.13
1.618 978.84
1.000 970.01
0.618 964.55
HIGH 955.72
0.618 950.26
0.500 948.58
0.382 946.89
LOW 941.43
0.618 932.60
1.000 927.14
1.618 918.31
2.618 904.02
4.250 880.70
Fisher Pivots for day following 20-Oct-1997
Pivot 1 day 3 day
R1 953.27 954.57
PP 950.92 953.52
S1 948.58 952.48

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

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