S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Dec-1997
Day Change Summary
Previous Current
01-Dec-1997 02-Dec-1997 Change Change % Previous Week
Open 955.90 974.42 18.52 1.9% 961.96
High 974.77 976.20 1.43 0.1% 963.09
Low 955.40 969.81 14.41 1.5% 944.71
Close 974.77 971.68 -3.09 -0.3% 955.40
Range 19.37 6.39 -12.98 -67.0% 18.38
ATR 15.27 14.63 -0.63 -4.2% 0.00
Volume
Daily Pivots for day following 02-Dec-1997
Classic Woodie Camarilla DeMark
R4 991.73 988.10 975.19
R3 985.34 981.71 973.44
R2 978.95 978.95 972.85
R1 975.32 975.32 972.27 973.94
PP 972.56 972.56 972.56 971.88
S1 968.93 968.93 971.09 967.55
S2 966.17 966.17 970.51
S3 959.78 962.54 969.92
S4 953.39 956.15 968.17
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
5 976.20 944.71 31.49 3.2% 9.73 1.0% 86% True False
10 976.20 934.83 41.37 4.3% 11.64 1.2% 89% True False
20 976.20 900.61 75.59 7.8% 13.11 1.3% 94% True False
40 983.12 855.27 127.85 13.2% 16.91 1.7% 91% False False
60 983.12 855.27 127.85 13.2% 15.41 1.6% 91% False False
80 983.12 855.27 127.85 13.2% 15.38 1.6% 91% False False
100 983.12 855.27 127.85 13.2% 14.77 1.5% 91% False False
120 983.12 855.27 127.85 13.2% 14.31 1.5% 91% 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 1.60
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,003.36
2.618 992.93
1.618 986.54
1.000 982.59
0.618 980.15
HIGH 976.20
0.618 973.76
0.500 973.01
0.382 972.25
LOW 969.81
0.618 965.86
1.000 963.42
1.618 959.47
2.618 953.08
4.250 942.65
Fisher Pivots for day following 02-Dec-1997
Pivot 1 day 3 day
R1 973.01 969.09
PP 972.56 966.51
S1 972.12 963.92

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

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