S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Nov-1997
Day Change Summary
Previous Current
13-Nov-1997 14-Nov-1997 Change Change % Previous Week
Open 906.90 917.08 10.18 1.1% 927.51
High 917.79 930.44 12.65 1.4% 935.90
Low 900.61 915.34 14.73 1.6% 900.61
Close 916.66 928.35 11.69 1.3% 928.35
Range 17.18 15.10 -2.08 -12.1% 35.29
ATR 18.13 17.92 -0.22 -1.2% 0.00
Volume
Daily Pivots for day following 14-Nov-1997
Classic Woodie Camarilla DeMark
R4 970.01 964.28 936.66
R3 954.91 949.18 932.50
R2 939.81 939.81 931.12
R1 934.08 934.08 929.73 936.95
PP 924.71 924.71 924.71 926.14
S1 918.98 918.98 926.97 921.85
S2 909.61 909.61 925.58
S3 894.51 903.88 924.20
S4 879.41 888.78 920.05
Weekly Pivots for week ending 14-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,027.49 1,013.21 947.76
R3 992.20 977.92 938.05
R2 956.91 956.91 934.82
R1 942.63 942.63 931.58 949.77
PP 921.62 921.62 921.62 925.19
S1 907.34 907.34 925.12 914.48
S2 886.33 886.33 921.88
S3 851.04 872.05 918.65
S4 815.75 836.76 908.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 935.90 900.61 35.29 3.8% 15.02 1.6% 79% False False
10 949.62 900.61 49.01 5.3% 14.90 1.6% 57% False False
20 972.61 855.27 117.34 12.6% 21.15 2.3% 62% False False
40 983.12 855.27 127.85 13.8% 16.41 1.8% 57% False False
60 983.12 855.27 127.85 13.8% 15.67 1.7% 57% False False
80 983.12 855.27 127.85 13.8% 15.30 1.6% 57% False False
100 983.12 855.27 127.85 13.8% 14.72 1.6% 57% False False
120 983.12 831.87 151.25 16.3% 14.07 1.5% 64% 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 2.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 994.62
2.618 969.97
1.618 954.87
1.000 945.54
0.618 939.77
HIGH 930.44
0.618 924.67
0.500 922.89
0.382 921.11
LOW 915.34
0.618 906.01
1.000 900.24
1.618 890.91
2.618 875.81
4.250 851.17
Fisher Pivots for day following 14-Nov-1997
Pivot 1 day 3 day
R1 926.53 924.08
PP 924.71 919.80
S1 922.89 915.53

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

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