S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Dec-1997
Day Change Summary
Previous Current
18-Dec-1997 19-Dec-1997 Change Change % Previous Week
Open 963.01 954.23 -8.78 -0.9% 953.45
High 965.54 955.30 -10.24 -1.1% 974.30
Low 950.55 924.92 -25.63 -2.7% 924.92
Close 955.30 946.78 -8.52 -0.9% 946.78
Range 14.99 30.38 15.39 102.7% 49.38
ATR 13.41 14.62 1.21 9.0% 0.00
Volume
Daily Pivots for day following 19-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,033.47 1,020.51 963.49
R3 1,003.09 990.13 955.13
R2 972.71 972.71 952.35
R1 959.75 959.75 949.56 951.04
PP 942.33 942.33 942.33 937.98
S1 929.37 929.37 944.00 920.66
S2 911.95 911.95 941.21
S3 881.57 898.99 938.43
S4 851.19 868.61 930.07
Weekly Pivots for week ending 19-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,096.81 1,071.17 973.94
R3 1,047.43 1,021.79 960.36
R2 998.05 998.05 955.83
R1 972.41 972.41 951.31 960.54
PP 948.67 948.67 948.67 942.73
S1 923.03 923.03 942.25 911.16
S2 899.29 899.29 937.73
S3 849.91 873.65 933.20
S4 800.53 824.27 919.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 974.30 924.92 49.38 5.2% 15.52 1.6% 44% False True
10 985.67 924.92 60.75 6.4% 13.76 1.5% 36% False True
20 986.25 924.92 61.33 6.5% 12.89 1.4% 36% False True
40 986.25 855.27 130.98 13.8% 16.99 1.8% 70% False False
60 986.25 855.27 130.98 13.8% 15.54 1.6% 70% False False
80 986.25 855.27 130.98 13.8% 15.03 1.6% 70% False False
100 986.25 855.27 130.98 13.8% 15.03 1.6% 70% False False
120 986.25 855.27 130.98 13.8% 14.53 1.5% 70% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.05
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1,084.42
2.618 1,034.83
1.618 1,004.45
1.000 985.68
0.618 974.07
HIGH 955.30
0.618 943.69
0.500 940.11
0.382 936.53
LOW 924.92
0.618 906.15
1.000 894.54
1.618 875.77
2.618 845.39
4.250 795.81
Fisher Pivots for day following 19-Dec-1997
Pivot 1 day 3 day
R1 944.56 949.61
PP 942.33 948.67
S1 940.11 947.72

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

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