S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Dec-1997
Day Change Summary
Previous Current
16-Dec-1997 17-Dec-1997 Change Change % Previous Week
Open 963.71 969.22 5.51 0.6% 984.10
High 973.00 974.30 1.30 0.1% 985.67
Low 963.39 964.25 0.86 0.1% 947.00
Close 968.04 965.54 -2.50 -0.3% 953.39
Range 9.61 10.05 0.44 4.6% 38.67
ATR 13.54 13.29 -0.25 -1.8% 0.00
Volume
Daily Pivots for day following 17-Dec-1997
Classic Woodie Camarilla DeMark
R4 998.18 991.91 971.07
R3 988.13 981.86 968.30
R2 978.08 978.08 967.38
R1 971.81 971.81 966.46 969.92
PP 968.03 968.03 968.03 967.09
S1 961.76 961.76 964.62 959.87
S2 957.98 957.98 963.70
S3 947.93 951.71 962.78
S4 937.88 941.66 960.01
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
5 974.30 947.00 27.30 2.8% 12.89 1.3% 68% True False
10 986.25 947.00 39.25 4.1% 12.14 1.3% 47% False False
20 986.25 934.83 51.42 5.3% 12.11 1.3% 60% False False
40 986.25 855.27 130.98 13.6% 16.64 1.7% 84% False False
60 986.25 855.27 130.98 13.6% 15.21 1.6% 84% False False
80 986.25 855.27 130.98 13.6% 14.76 1.5% 84% False False
100 986.25 855.27 130.98 13.6% 14.80 1.5% 84% False False
120 986.25 855.27 130.98 13.6% 14.34 1.5% 84% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,017.01
2.618 1,000.61
1.618 990.56
1.000 984.35
0.618 980.51
HIGH 974.30
0.618 970.46
0.500 969.28
0.382 968.09
LOW 964.25
0.618 958.04
1.000 954.20
1.618 947.99
2.618 937.94
4.250 921.54
Fisher Pivots for day following 17-Dec-1997
Pivot 1 day 3 day
R1 969.28 964.98
PP 968.03 964.41
S1 966.79 963.85

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

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