S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jan-1998
Day Change Summary
Previous Current
06-Jan-1998 07-Jan-1998 Change Change % Previous Week
Open 976.49 965.87 -10.62 -1.1% 937.01
High 976.49 966.58 -9.91 -1.0% 975.04
Low 962.70 952.67 -10.03 -1.0% 936.46
Close 966.58 964.00 -2.58 -0.3% 975.04
Range 13.79 13.91 0.12 0.9% 38.58
ATR 13.47 13.50 0.03 0.2% 0.00
Volume
Daily Pivots for day following 07-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,002.81 997.32 971.65
R3 988.90 983.41 967.83
R2 974.99 974.99 966.55
R1 969.50 969.50 965.28 965.29
PP 961.08 961.08 961.08 958.98
S1 955.59 955.59 962.72 951.38
S2 947.17 947.17 961.45
S3 933.26 941.68 960.17
S4 919.35 927.77 956.35
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
5 982.64 952.67 29.97 3.1% 11.65 1.2% 38% False True
10 982.64 932.70 49.94 5.2% 12.64 1.3% 63% False False
20 982.64 924.92 57.72 6.0% 13.42 1.4% 68% False False
40 986.25 900.61 85.64 8.9% 13.28 1.4% 74% False False
60 986.25 855.27 130.98 13.6% 15.84 1.6% 83% False False
80 986.25 855.27 130.98 13.6% 14.77 1.5% 83% False False
100 986.25 855.27 130.98 13.6% 14.86 1.5% 83% False False
120 986.25 855.27 130.98 13.6% 14.59 1.5% 83% 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 1.84
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,025.70
2.618 1,003.00
1.618 989.09
1.000 980.49
0.618 975.18
HIGH 966.58
0.618 961.27
0.500 959.63
0.382 957.98
LOW 952.67
0.618 944.07
1.000 938.76
1.618 930.16
2.618 916.25
4.250 893.55
Fisher Pivots for day following 07-Jan-1998
Pivot 1 day 3 day
R1 962.54 967.66
PP 961.08 966.44
S1 959.63 965.22

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

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