S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Dec-1997
Day Change Summary
Previous Current
22-Dec-1997 23-Dec-1997 Change Change % Previous Week
Open 947.48 953.74 6.26 0.7% 953.45
High 956.73 954.45 -2.28 -0.2% 974.30
Low 946.25 938.77 -7.48 -0.8% 924.92
Close 953.70 939.08 -14.62 -1.5% 946.78
Range 10.48 15.68 5.20 49.6% 49.38
ATR 14.33 14.42 0.10 0.7% 0.00
Volume
Daily Pivots for day following 23-Dec-1997
Classic Woodie Camarilla DeMark
R4 991.14 980.79 947.70
R3 975.46 965.11 943.39
R2 959.78 959.78 941.95
R1 949.43 949.43 940.52 946.77
PP 944.10 944.10 944.10 942.77
S1 933.75 933.75 937.64 931.09
S2 928.42 928.42 936.21
S3 912.74 918.07 934.77
S4 897.06 902.39 930.46
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 5.3% 16.32 1.7% 29% False False
10 975.78 924.92 50.86 5.4% 14.91 1.6% 28% False False
20 986.25 924.92 61.33 6.5% 12.81 1.4% 23% False False
40 986.25 855.27 130.98 13.9% 15.48 1.6% 64% False False
60 986.25 855.27 130.98 13.9% 15.64 1.7% 64% False False
80 986.25 855.27 130.98 13.9% 15.01 1.6% 64% False False
100 986.25 855.27 130.98 13.9% 15.04 1.6% 64% False False
120 986.25 855.27 130.98 13.9% 14.53 1.5% 64% 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 1.92
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,021.09
2.618 995.50
1.618 979.82
1.000 970.13
0.618 964.14
HIGH 954.45
0.618 948.46
0.500 946.61
0.382 944.76
LOW 938.77
0.618 929.08
1.000 923.09
1.618 913.40
2.618 897.72
4.250 872.13
Fisher Pivots for day following 23-Dec-1997
Pivot 1 day 3 day
R1 946.61 940.83
PP 944.10 940.24
S1 941.59 939.66

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

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