S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Dec-1997
Day Change Summary
Previous Current
08-Dec-1997 09-Dec-1997 Change Change % Previous Week
Open 984.10 980.67 -3.43 -0.3% 955.90
High 985.67 982.37 -3.30 -0.3% 986.25
Low 979.57 973.81 -5.76 -0.6% 955.40
Close 982.37 975.78 -6.59 -0.7% 983.79
Range 6.10 8.56 2.46 40.3% 30.85
ATR 14.03 13.64 -0.39 -2.8% 0.00
Volume
Daily Pivots for day following 09-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,003.00 997.95 980.49
R3 994.44 989.39 978.13
R2 985.88 985.88 977.35
R1 980.83 980.83 976.56 979.08
PP 977.32 977.32 977.32 976.44
S1 972.27 972.27 975.00 970.52
S2 968.76 968.76 974.21
S3 960.20 963.71 973.43
S4 951.64 955.15 971.07
Weekly Pivots for week ending 05-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,067.70 1,056.59 1,000.76
R3 1,036.85 1,025.74 992.27
R2 1,006.00 1,006.00 989.45
R1 994.89 994.89 986.62 1,000.45
PP 975.15 975.15 975.15 977.92
S1 964.04 964.04 980.96 969.60
S2 944.30 944.30 978.13
S3 913.45 933.19 975.31
S4 882.60 902.34 966.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 986.25 966.16 20.09 2.1% 11.69 1.2% 48% False False
10 986.25 944.71 41.54 4.3% 10.71 1.1% 75% False False
20 986.25 900.61 85.64 8.8% 12.78 1.3% 88% False False
40 986.25 855.27 130.98 13.4% 17.10 1.8% 92% False False
60 986.25 855.27 130.98 13.4% 15.21 1.6% 92% False False
80 986.25 855.27 130.98 13.4% 15.02 1.5% 92% False False
100 986.25 855.27 130.98 13.4% 14.72 1.5% 92% False False
120 986.25 855.27 130.98 13.4% 14.42 1.5% 92% 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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,018.75
2.618 1,004.78
1.618 996.22
1.000 990.93
0.618 987.66
HIGH 982.37
0.618 979.10
0.500 978.09
0.382 977.08
LOW 973.81
0.618 968.52
1.000 965.25
1.618 959.96
2.618 951.40
4.250 937.43
Fisher Pivots for day following 09-Dec-1997
Pivot 1 day 3 day
R1 978.09 977.68
PP 977.32 977.04
S1 976.55 976.41

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

View Archives - Comment on this page... - Back to Index of Symbols