S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Oct-1997
Day Change Summary
Previous Current
27-Oct-1997 28-Oct-1997 Change Change % Previous Week
Open 940.86 873.10 -67.76 -7.2% 944.57
High 940.86 923.09 -17.77 -1.9% 972.61
Low 876.77 855.27 -21.50 -2.5% 937.55
Close 876.98 921.85 44.87 5.1% 941.64
Range 64.09 67.82 3.73 5.8% 35.06
ATR 17.89 21.46 3.57 19.9% 0.00
Volume
Daily Pivots for day following 28-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,103.53 1,080.51 959.15
R3 1,035.71 1,012.69 940.50
R2 967.89 967.89 934.28
R1 944.87 944.87 928.07 956.38
PP 900.07 900.07 900.07 905.83
S1 877.05 877.05 915.63 888.56
S2 832.25 832.25 909.42
S3 764.43 809.23 903.20
S4 696.61 741.41 884.55
Weekly Pivots for week ending 24-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,055.78 1,033.77 960.92
R3 1,020.72 998.71 951.28
R2 985.66 985.66 948.07
R1 963.65 963.65 944.85 957.13
PP 950.60 950.60 950.60 947.34
S1 928.59 928.59 938.43 922.07
S2 915.54 915.54 935.21
S3 880.48 893.53 932.00
S4 845.42 858.47 922.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 972.61 855.27 117.34 12.7% 37.14 4.0% 57% False True
10 973.38 855.27 118.11 12.8% 27.07 2.9% 56% False True
20 983.12 855.27 127.85 13.9% 18.94 2.1% 52% False True
40 983.12 855.27 127.85 13.9% 15.54 1.7% 52% False True
60 983.12 855.27 127.85 13.9% 15.72 1.7% 52% False True
80 983.12 855.27 127.85 13.9% 14.73 1.6% 52% False True
100 983.12 855.27 127.85 13.9% 14.09 1.5% 52% False True
120 983.12 815.78 167.34 18.2% 13.51 1.5% 63% 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 5.07
Widest range in 4535 trading days
Fibonacci Retracements and Extensions
4.250 1,211.33
2.618 1,100.64
1.618 1,032.82
1.000 990.91
0.618 965.00
HIGH 923.09
0.618 897.18
0.500 889.18
0.382 881.18
LOW 855.27
0.618 813.36
1.000 787.45
1.618 745.54
2.618 677.72
4.250 567.04
Fisher Pivots for day following 28-Oct-1997
Pivot 1 day 3 day
R1 910.96 917.12
PP 900.07 912.39
S1 889.18 907.66

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

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