S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Nov-1997
Day Change Summary
Previous Current
17-Nov-1997 18-Nov-1997 Change Change % Previous Week
Open 929.73 946.06 16.33 1.8% 927.51
High 949.66 947.65 -2.01 -0.2% 935.90
Low 928.35 937.43 9.08 1.0% 900.61
Close 946.20 938.23 -7.97 -0.8% 928.35
Range 21.31 10.22 -11.09 -52.0% 35.29
ATR 18.16 17.59 -0.57 -3.1% 0.00
Volume
Daily Pivots for day following 18-Nov-1997
Classic Woodie Camarilla DeMark
R4 971.76 965.22 943.85
R3 961.54 955.00 941.04
R2 951.32 951.32 940.10
R1 944.78 944.78 939.17 942.94
PP 941.10 941.10 941.10 940.19
S1 934.56 934.56 937.29 932.72
S2 930.88 930.88 936.36
S3 920.66 924.34 935.42
S4 910.44 914.12 932.61
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% 16.47 1.8% 77% False False
10 949.66 900.61 49.05 5.2% 14.73 1.6% 77% False False
20 972.61 855.27 117.34 12.5% 21.17 2.3% 71% False False
40 983.12 855.27 127.85 13.6% 16.76 1.8% 65% False False
60 983.12 855.27 127.85 13.6% 15.64 1.7% 65% False False
80 983.12 855.27 127.85 13.6% 15.48 1.6% 65% False False
100 983.12 855.27 127.85 13.6% 14.78 1.6% 65% False False
120 983.12 838.82 144.30 15.4% 14.11 1.5% 69% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 991.09
2.618 974.41
1.618 964.19
1.000 957.87
0.618 953.97
HIGH 947.65
0.618 943.75
0.500 942.54
0.382 941.33
LOW 937.43
0.618 931.11
1.000 927.21
1.618 920.89
2.618 910.67
4.250 894.00
Fisher Pivots for day following 18-Nov-1997
Pivot 1 day 3 day
R1 942.54 936.32
PP 941.10 934.41
S1 939.67 932.50

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

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