S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Nov-1997
Day Change Summary
Previous Current
14-Nov-1997 17-Nov-1997 Change Change % Previous Week
Open 917.08 929.73 12.65 1.4% 927.51
High 930.44 949.66 19.22 2.1% 935.90
Low 915.34 928.35 13.01 1.4% 900.61
Close 928.35 946.20 17.85 1.9% 928.35
Range 15.10 21.31 6.21 41.1% 35.29
ATR 17.92 18.16 0.24 1.4% 0.00
Volume
Daily Pivots for day following 17-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,005.33 997.08 957.92
R3 984.02 975.77 952.06
R2 962.71 962.71 950.11
R1 954.46 954.46 948.15 958.59
PP 941.40 941.40 941.40 943.47
S1 933.15 933.15 944.25 937.28
S2 920.09 920.09 942.29
S3 898.78 911.84 940.34
S4 877.47 890.53 934.48
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
5 949.66 900.61 49.05 5.2% 16.16 1.7% 93% True False
10 949.66 900.61 49.05 5.2% 14.59 1.5% 93% True False
20 972.61 855.27 117.34 12.4% 21.51 2.3% 77% False False
40 983.12 855.27 127.85 13.5% 16.70 1.8% 71% False False
60 983.12 855.27 127.85 13.5% 15.69 1.7% 71% False False
80 983.12 855.27 127.85 13.5% 15.45 1.6% 71% False False
100 983.12 855.27 127.85 13.5% 14.79 1.6% 71% False False
120 983.12 831.87 151.25 16.0% 14.20 1.5% 76% 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 2.54
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,040.23
2.618 1,005.45
1.618 984.14
1.000 970.97
0.618 962.83
HIGH 949.66
0.618 941.52
0.500 939.01
0.382 936.49
LOW 928.35
0.618 915.18
1.000 907.04
1.618 893.87
2.618 872.56
4.250 837.78
Fisher Pivots for day following 17-Nov-1997
Pivot 1 day 3 day
R1 943.80 939.18
PP 941.40 932.16
S1 939.01 925.14

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

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