S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Dec-1997
Day Change Summary
Previous Current
17-Dec-1997 18-Dec-1997 Change Change % Previous Week
Open 969.22 963.01 -6.21 -0.6% 984.10
High 974.30 965.54 -8.76 -0.9% 985.67
Low 964.25 950.55 -13.70 -1.4% 947.00
Close 965.54 955.30 -10.24 -1.1% 953.39
Range 10.05 14.99 4.94 49.2% 38.67
ATR 13.29 13.41 0.12 0.9% 0.00
Volume
Daily Pivots for day following 18-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,002.10 993.69 963.54
R3 987.11 978.70 959.42
R2 972.12 972.12 958.05
R1 963.71 963.71 956.67 960.42
PP 957.13 957.13 957.13 955.49
S1 948.72 948.72 953.93 945.43
S2 942.14 942.14 952.55
S3 927.15 933.73 951.18
S4 912.16 918.74 947.06
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 2.9% 12.31 1.3% 30% False False
10 986.25 947.00 39.25 4.1% 12.44 1.3% 21% False False
20 986.25 944.59 41.66 4.4% 12.24 1.3% 26% False False
40 986.25 855.27 130.98 13.7% 16.84 1.8% 76% False False
60 986.25 855.27 130.98 13.7% 15.20 1.6% 76% False False
80 986.25 855.27 130.98 13.7% 14.81 1.6% 76% False False
100 986.25 855.27 130.98 13.7% 14.85 1.6% 76% False False
120 986.25 855.27 130.98 13.7% 14.36 1.5% 76% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,029.25
2.618 1,004.78
1.618 989.79
1.000 980.53
0.618 974.80
HIGH 965.54
0.618 959.81
0.500 958.05
0.382 956.28
LOW 950.55
0.618 941.29
1.000 935.56
1.618 926.30
2.618 911.31
4.250 886.84
Fisher Pivots for day following 18-Dec-1997
Pivot 1 day 3 day
R1 958.05 962.43
PP 957.13 960.05
S1 956.22 957.68

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

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