S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Nov-1997
Day Change Summary
Previous Current
11-Nov-1997 12-Nov-1997 Change Change % Previous Week
Open 921.37 922.72 1.35 0.1% 915.63
High 928.29 923.88 -4.41 -0.5% 949.62
Low 919.63 905.34 -14.29 -1.6% 914.62
Close 923.78 905.96 -17.82 -1.9% 927.51
Range 8.66 18.54 9.88 114.1% 35.00
ATR 18.18 18.21 0.03 0.1% 0.00
Volume
Daily Pivots for day following 12-Nov-1997
Classic Woodie Camarilla DeMark
R4 967.35 955.19 916.16
R3 948.81 936.65 911.06
R2 930.27 930.27 909.36
R1 918.11 918.11 907.66 914.92
PP 911.73 911.73 911.73 910.13
S1 899.57 899.57 904.26 896.38
S2 893.19 893.19 902.56
S3 874.65 881.03 900.86
S4 856.11 862.49 895.76
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
5 942.85 905.34 37.51 4.1% 14.41 1.6% 2% False True
10 949.62 903.68 45.94 5.1% 15.25 1.7% 5% False False
20 973.38 855.27 118.11 13.0% 21.85 2.4% 43% False False
40 983.12 855.27 127.85 14.1% 16.20 1.8% 40% False False
60 983.12 855.27 127.85 14.1% 15.68 1.7% 40% False False
80 983.12 855.27 127.85 14.1% 15.18 1.7% 40% False False
100 983.12 855.27 127.85 14.1% 14.78 1.6% 40% False False
120 983.12 831.87 151.25 16.7% 13.95 1.5% 49% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,002.68
2.618 972.42
1.618 953.88
1.000 942.42
0.618 935.34
HIGH 923.88
0.618 916.80
0.500 914.61
0.382 912.42
LOW 905.34
0.618 893.88
1.000 886.80
1.618 875.34
2.618 856.80
4.250 826.55
Fisher Pivots for day following 12-Nov-1997
Pivot 1 day 3 day
R1 914.61 920.62
PP 911.73 915.73
S1 908.84 910.85

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

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