S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Dec-1997
Day Change Summary
Previous Current
30-Dec-1997 31-Dec-1997 Change Change % Previous Week
Open 953.41 971.03 17.62 1.8% 947.48
High 970.84 975.02 4.18 0.4% 956.73
Low 953.35 967.41 14.06 1.5% 932.70
Close 970.84 970.43 -0.41 0.0% 936.46
Range 17.49 7.61 -9.88 -56.5% 24.03
ATR 14.16 13.70 -0.47 -3.3% 0.00
Volume
Daily Pivots for day following 31-Dec-1997
Classic Woodie Camarilla DeMark
R4 993.78 989.72 974.62
R3 986.17 982.11 972.52
R2 978.56 978.56 971.83
R1 974.50 974.50 971.13 972.73
PP 970.95 970.95 970.95 970.07
S1 966.89 966.89 969.73 965.12
S2 963.34 963.34 969.03
S3 955.73 959.28 968.34
S4 948.12 951.67 966.24
Weekly Pivots for week ending 26-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,014.05 999.29 949.68
R3 990.02 975.26 943.07
R2 965.99 965.99 940.87
R1 951.23 951.23 938.66 946.60
PP 941.96 941.96 941.96 939.65
S1 927.20 927.20 934.26 922.57
S2 917.93 917.93 932.05
S3 893.90 903.17 929.85
S4 869.87 879.14 923.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 975.02 932.70 42.32 4.4% 12.01 1.2% 89% True False
10 975.02 924.92 50.10 5.2% 14.16 1.5% 91% True False
20 986.25 924.92 61.33 6.3% 13.38 1.4% 74% False False
40 986.25 900.61 85.64 8.8% 13.25 1.4% 82% False False
60 986.25 855.27 130.98 13.5% 15.73 1.6% 88% False False
80 986.25 855.27 130.98 13.5% 14.91 1.5% 88% False False
100 986.25 855.27 130.98 13.5% 14.98 1.5% 88% False False
120 986.25 855.27 130.98 13.5% 14.53 1.5% 88% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 1.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,007.36
2.618 994.94
1.618 987.33
1.000 982.63
0.618 979.72
HIGH 975.02
0.618 972.11
0.500 971.22
0.382 970.32
LOW 967.41
0.618 962.71
1.000 959.80
1.618 955.10
2.618 947.49
4.250 935.07
Fisher Pivots for day following 31-Dec-1997
Pivot 1 day 3 day
R1 971.22 965.53
PP 970.95 960.64
S1 970.69 955.74

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

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