S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Nov-1997
Day Change Summary
Previous Current
10-Nov-1997 11-Nov-1997 Change Change % Previous Week
Open 927.51 921.37 -6.14 -0.7% 915.63
High 935.90 928.29 -7.61 -0.8% 949.62
Low 920.26 919.63 -0.63 -0.1% 914.62
Close 921.13 923.78 2.65 0.3% 927.51
Range 15.64 8.66 -6.98 -44.6% 35.00
ATR 18.91 18.18 -0.73 -3.9% 0.00
Volume
Daily Pivots for day following 11-Nov-1997
Classic Woodie Camarilla DeMark
R4 949.88 945.49 928.54
R3 941.22 936.83 926.16
R2 932.56 932.56 925.37
R1 928.17 928.17 924.57 930.37
PP 923.90 923.90 923.90 925.00
S1 919.51 919.51 922.99 921.71
S2 915.24 915.24 922.19
S3 906.58 910.85 921.40
S4 897.92 902.19 919.02
Weekly Pivots for week ending 07-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,035.58 1,016.55 946.76
R3 1,000.58 981.55 937.14
R2 965.58 965.58 933.93
R1 946.55 946.55 930.72 956.07
PP 930.58 930.58 930.58 935.34
S1 911.55 911.55 924.30 921.07
S2 895.58 895.58 921.09
S3 860.58 876.55 917.89
S4 825.58 841.55 908.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949.62 915.35 34.27 3.7% 13.00 1.4% 25% False False
10 949.62 903.68 45.94 5.0% 15.53 1.7% 44% False False
20 973.38 855.27 118.11 12.8% 21.30 2.3% 58% False False
40 983.12 855.27 127.85 13.8% 15.94 1.7% 54% False False
60 983.12 855.27 127.85 13.8% 15.59 1.7% 54% False False
80 983.12 855.27 127.85 13.8% 15.21 1.6% 54% False False
100 983.12 855.27 127.85 13.8% 14.79 1.6% 54% False False
120 983.12 831.87 151.25 16.4% 13.91 1.5% 61% 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 3.19
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 965.10
2.618 950.96
1.618 942.30
1.000 936.95
0.618 933.64
HIGH 928.29
0.618 924.98
0.500 923.96
0.382 922.94
LOW 919.63
0.618 914.28
1.000 910.97
1.618 905.62
2.618 896.96
4.250 882.83
Fisher Pivots for day following 11-Nov-1997
Pivot 1 day 3 day
R1 923.96 925.63
PP 923.90 925.01
S1 923.84 924.40

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

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