S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Nov-1997
Day Change Summary
Previous Current
26-Nov-1997 28-Nov-1997 Change Change % Previous Week
Open 950.98 952.34 1.36 0.1% 961.96
High 956.47 959.13 2.66 0.3% 963.09
Low 950.82 951.64 0.82 0.1% 944.71
Close 951.64 955.40 3.76 0.4% 955.40
Range 5.65 7.49 1.84 32.6% 18.38
ATR 15.53 14.95 -0.57 -3.7% 0.00
Volume
Daily Pivots for day following 28-Nov-1997
Classic Woodie Camarilla DeMark
R4 977.86 974.12 959.52
R3 970.37 966.63 957.46
R2 962.88 962.88 956.77
R1 959.14 959.14 956.09 961.01
PP 955.39 955.39 955.39 956.33
S1 951.65 951.65 954.71 953.52
S2 947.90 947.90 954.03
S3 940.41 944.16 953.34
S4 932.92 936.67 951.28
Weekly Pivots for week ending 28-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,009.54 1,000.85 965.51
R3 991.16 982.47 960.45
R2 972.78 972.78 958.77
R1 964.09 964.09 957.08 959.25
PP 954.40 954.40 954.40 951.98
S1 945.71 945.71 953.72 940.87
S2 936.02 936.02 952.03
S3 917.64 927.33 950.35
S4 899.26 908.95 945.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 964.55 944.71 19.84 2.1% 10.14 1.1% 54% False False
10 964.55 915.34 49.21 5.2% 12.70 1.3% 81% False False
20 964.55 900.61 63.94 6.7% 13.86 1.5% 86% False False
40 983.12 855.27 127.85 13.4% 17.00 1.8% 78% False False
60 983.12 855.27 127.85 13.4% 15.38 1.6% 78% False False
80 983.12 855.27 127.85 13.4% 15.54 1.6% 78% False False
100 983.12 855.27 127.85 13.4% 14.70 1.5% 78% False False
120 983.12 855.27 127.85 13.4% 14.27 1.5% 78% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.69
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 990.96
2.618 978.74
1.618 971.25
1.000 966.62
0.618 963.76
HIGH 959.13
0.618 956.27
0.500 955.39
0.382 954.50
LOW 951.64
0.618 947.01
1.000 944.15
1.618 939.52
2.618 932.03
4.250 919.81
Fisher Pivots for day following 28-Nov-1997
Pivot 1 day 3 day
R1 955.40 954.24
PP 955.39 953.08
S1 955.39 951.92

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

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