S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Dec-1997
Day Change Summary
Previous Current
15-Dec-1997 16-Dec-1997 Change Change % Previous Week
Open 953.45 963.71 10.26 1.1% 984.10
High 965.96 973.00 7.04 0.7% 985.67
Low 953.39 963.39 10.00 1.0% 947.00
Close 963.39 968.04 4.65 0.5% 953.39
Range 12.57 9.61 -2.96 -23.5% 38.67
ATR 13.84 13.54 -0.30 -2.2% 0.00
Volume
Daily Pivots for day following 16-Dec-1997
Classic Woodie Camarilla DeMark
R4 996.97 992.12 973.33
R3 987.36 982.51 970.68
R2 977.75 977.75 969.80
R1 972.90 972.90 968.92 975.33
PP 968.14 968.14 968.14 969.36
S1 963.29 963.29 967.16 965.72
S2 958.53 958.53 966.28
S3 948.92 953.68 965.40
S4 939.31 944.07 962.75
Weekly Pivots for week ending 12-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,078.03 1,054.38 974.66
R3 1,039.36 1,015.71 964.02
R2 1,000.69 1,000.69 960.48
R1 977.04 977.04 956.93 969.53
PP 962.02 962.02 962.02 958.27
S1 938.37 938.37 949.85 930.86
S2 923.35 923.35 946.30
S3 884.68 899.70 942.76
S4 846.01 861.03 932.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 975.78 947.00 28.78 3.0% 13.50 1.4% 73% False False
10 986.25 947.00 39.25 4.1% 12.60 1.3% 54% False False
20 986.25 934.83 51.42 5.3% 12.12 1.3% 65% False False
40 986.25 855.27 130.98 13.5% 16.81 1.7% 86% False False
60 986.25 855.27 130.98 13.5% 15.17 1.6% 86% False False
80 986.25 855.27 130.98 13.5% 14.80 1.5% 86% False False
100 986.25 855.27 130.98 13.5% 14.78 1.5% 86% False False
120 986.25 855.27 130.98 13.5% 14.35 1.5% 86% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.66
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,013.84
2.618 998.16
1.618 988.55
1.000 982.61
0.618 978.94
HIGH 973.00
0.618 969.33
0.500 968.20
0.382 967.06
LOW 963.39
0.618 957.45
1.000 953.78
1.618 947.84
2.618 938.23
4.250 922.55
Fisher Pivots for day following 16-Dec-1997
Pivot 1 day 3 day
R1 968.20 965.36
PP 968.14 962.68
S1 968.09 960.00

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

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