S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jan-1998
Day Change Summary
Previous Current
07-Jan-1998 08-Jan-1998 Change Change % Previous Week
Open 965.87 963.53 -2.34 -0.2% 937.01
High 966.58 964.00 -2.58 -0.3% 975.04
Low 952.67 955.04 2.37 0.2% 936.46
Close 964.00 956.05 -7.95 -0.8% 975.04
Range 13.91 8.96 -4.95 -35.6% 38.58
ATR 13.50 13.18 -0.32 -2.4% 0.00
Volume
Daily Pivots for day following 08-Jan-1998
Classic Woodie Camarilla DeMark
R4 985.24 979.61 960.98
R3 976.28 970.65 958.51
R2 967.32 967.32 957.69
R1 961.69 961.69 956.87 960.03
PP 958.36 958.36 958.36 957.53
S1 952.73 952.73 955.23 951.07
S2 949.40 949.40 954.41
S3 940.44 943.77 953.59
S4 931.48 934.81 951.12
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% 11.92 1.2% 11% False False
10 982.64 932.70 49.94 5.2% 11.97 1.3% 47% False False
20 982.64 924.92 57.72 6.0% 13.44 1.4% 54% False False
40 986.25 900.61 85.64 9.0% 13.11 1.4% 65% False False
60 986.25 855.27 130.98 13.7% 15.88 1.7% 77% False False
80 986.25 855.27 130.98 13.7% 14.77 1.5% 77% False False
100 986.25 855.27 130.98 13.7% 14.71 1.5% 77% False False
120 986.25 855.27 130.98 13.7% 14.51 1.5% 77% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.82
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,002.08
2.618 987.46
1.618 978.50
1.000 972.96
0.618 969.54
HIGH 964.00
0.618 960.58
0.500 959.52
0.382 958.46
LOW 955.04
0.618 949.50
1.000 946.08
1.618 940.54
2.618 931.58
4.250 916.96
Fisher Pivots for day following 08-Jan-1998
Pivot 1 day 3 day
R1 959.52 964.58
PP 958.36 961.74
S1 957.21 958.89

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

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