S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Nov-1997
Day Change Summary
Previous Current
24-Nov-1997 25-Nov-1997 Change Change % Previous Week
Open 961.96 947.21 -14.75 -1.5% 929.73
High 963.09 954.47 -8.62 -0.9% 964.55
Low 945.22 944.71 -0.51 -0.1% 928.35
Close 946.67 950.82 4.15 0.4% 963.09
Range 17.87 9.76 -8.11 -45.4% 36.20
ATR 16.79 16.29 -0.50 -3.0% 0.00
Volume
Daily Pivots for day following 25-Nov-1997
Classic Woodie Camarilla DeMark
R4 979.28 974.81 956.19
R3 969.52 965.05 953.50
R2 959.76 959.76 952.61
R1 955.29 955.29 951.71 957.53
PP 950.00 950.00 950.00 951.12
S1 945.53 945.53 949.93 947.77
S2 940.24 940.24 949.03
S3 930.48 935.77 948.14
S4 920.72 926.01 945.45
Weekly Pivots for week ending 21-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,060.60 1,048.04 983.00
R3 1,024.40 1,011.84 973.05
R2 988.20 988.20 969.73
R1 975.64 975.64 966.41 981.92
PP 952.00 952.00 952.00 955.14
S1 939.44 939.44 959.77 945.72
S2 915.80 915.80 956.45
S3 879.60 903.24 953.14
S4 843.40 867.04 943.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 964.55 934.83 29.72 3.1% 13.45 1.4% 54% False False
10 964.55 900.61 63.94 6.7% 14.96 1.6% 79% False False
20 964.55 900.61 63.94 6.7% 15.25 1.6% 79% False False
40 983.12 855.27 127.85 13.4% 17.10 1.8% 75% False False
60 983.12 855.27 127.85 13.4% 15.44 1.6% 75% False False
80 983.12 855.27 127.85 13.4% 15.60 1.6% 75% False False
100 983.12 855.27 127.85 13.4% 14.83 1.6% 75% False False
120 983.12 855.27 127.85 13.4% 14.28 1.5% 75% 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 2.35
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 995.95
2.618 980.02
1.618 970.26
1.000 964.23
0.618 960.50
HIGH 954.47
0.618 950.74
0.500 949.59
0.382 948.44
LOW 944.71
0.618 938.68
1.000 934.95
1.618 928.92
2.618 919.16
4.250 903.23
Fisher Pivots for day following 25-Nov-1997
Pivot 1 day 3 day
R1 950.41 954.63
PP 950.00 953.36
S1 949.59 952.09

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

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