S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Oct-1997
Day Change Summary
Previous Current
30-Oct-1997 31-Oct-1997 Change Change % Previous Week
Open 916.70 905.67 -11.03 -1.2% 940.86
High 923.28 919.93 -3.35 -0.4% 940.86
Low 903.68 903.68 0.00 0.0% 855.27
Close 903.68 914.62 10.94 1.2% 914.62
Range 19.60 16.25 -3.35 -17.1% 85.59
ATR 21.32 20.95 -0.36 -1.7% 0.00
Volume
Daily Pivots for day following 31-Oct-1997
Classic Woodie Camarilla DeMark
R4 961.49 954.31 923.56
R3 945.24 938.06 919.09
R2 928.99 928.99 917.60
R1 921.81 921.81 916.11 925.40
PP 912.74 912.74 912.74 914.54
S1 905.56 905.56 913.13 909.15
S2 896.49 896.49 911.64
S3 880.24 889.31 910.15
S4 863.99 873.06 905.68
Weekly Pivots for week ending 31-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,160.35 1,123.08 961.69
R3 1,074.76 1,037.49 938.16
R2 989.17 989.17 930.31
R1 951.90 951.90 922.47 927.74
PP 903.58 903.58 903.58 891.51
S1 866.31 866.31 906.77 842.15
S2 817.99 817.99 898.93
S3 732.40 780.72 891.08
S4 646.81 695.13 867.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 940.86 855.27 85.59 9.4% 37.82 4.1% 69% False False
10 972.61 855.27 117.34 12.8% 27.41 3.0% 51% False False
20 983.12 855.27 127.85 14.0% 19.94 2.2% 46% False False
40 983.12 855.27 127.85 14.0% 16.14 1.8% 46% False False
60 983.12 855.27 127.85 14.0% 16.15 1.8% 46% False False
80 983.12 855.27 127.85 14.0% 14.96 1.6% 46% False False
100 983.12 855.27 127.85 14.0% 14.46 1.6% 46% False False
120 983.12 826.42 156.70 17.1% 13.69 1.5% 56% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.73
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 988.99
2.618 962.47
1.618 946.22
1.000 936.18
0.618 929.97
HIGH 919.93
0.618 913.72
0.500 911.81
0.382 909.89
LOW 903.68
0.618 893.64
1.000 887.43
1.618 877.39
2.618 861.14
4.250 834.62
Fisher Pivots for day following 31-Oct-1997
Pivot 1 day 3 day
R1 913.68 919.46
PP 912.74 917.85
S1 911.81 916.23

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

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