S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jan-1998
Day Change Summary
Previous Current
05-Jan-1998 06-Jan-1998 Change Change % Previous Week
Open 975.41 976.49 1.08 0.1% 937.01
High 982.64 976.49 -6.15 -0.6% 975.04
Low 968.99 962.70 -6.29 -0.6% 936.46
Close 977.07 966.58 -10.49 -1.1% 975.04
Range 13.65 13.79 0.14 1.0% 38.58
ATR 13.40 13.47 0.07 0.5% 0.00
Volume
Daily Pivots for day following 06-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,009.96 1,002.06 974.16
R3 996.17 988.27 970.37
R2 982.38 982.38 969.11
R1 974.48 974.48 967.84 971.54
PP 968.59 968.59 968.59 967.12
S1 960.69 960.69 965.32 957.75
S2 954.80 954.80 964.05
S3 941.01 946.90 962.79
S4 927.22 933.11 959.00
Weekly Pivots for week ending 02-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,077.92 1,065.06 996.26
R3 1,039.34 1,026.48 985.65
R2 1,000.76 1,000.76 982.11
R1 987.90 987.90 978.58 994.33
PP 962.18 962.18 962.18 965.40
S1 949.32 949.32 971.50 955.75
S2 923.60 923.60 967.97
S3 885.02 910.74 964.43
S4 846.44 872.16 953.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 982.64 953.35 29.29 3.0% 12.37 1.3% 45% False False
10 982.64 932.70 49.94 5.2% 12.30 1.3% 68% False False
20 985.67 924.92 60.75 6.3% 13.03 1.3% 69% False False
40 986.25 900.61 85.64 8.9% 13.44 1.4% 77% False False
60 986.25 855.27 130.98 13.6% 15.73 1.6% 85% False False
80 986.25 855.27 130.98 13.6% 14.83 1.5% 85% False False
100 986.25 855.27 130.98 13.6% 14.85 1.5% 85% False False
120 986.25 855.27 130.98 13.6% 14.55 1.5% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.89
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,035.10
2.618 1,012.59
1.618 998.80
1.000 990.28
0.618 985.01
HIGH 976.49
0.618 971.22
0.500 969.60
0.382 967.97
LOW 962.70
0.618 954.18
1.000 948.91
1.618 940.39
2.618 926.60
4.250 904.09
Fisher Pivots for day following 06-Jan-1998
Pivot 1 day 3 day
R1 969.60 972.67
PP 968.59 970.64
S1 967.59 968.61

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

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