S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jan-1998
Day Change Summary
Previous Current
12-Jan-1998 13-Jan-1998 Change Change % Previous Week
Open 926.64 939.94 13.30 1.4% 975.41
High 939.28 952.14 12.86 1.4% 982.64
Low 912.83 939.94 27.11 3.0% 921.72
Close 939.21 952.12 12.91 1.4% 927.69
Range 26.45 12.20 -14.25 -53.9% 60.92
ATR 15.53 15.34 -0.19 -1.2% 0.00
Volume
Daily Pivots for day following 13-Jan-1998
Classic Woodie Camarilla DeMark
R4 984.67 980.59 958.83
R3 972.47 968.39 955.48
R2 960.27 960.27 954.36
R1 956.19 956.19 953.24 958.23
PP 948.07 948.07 948.07 949.09
S1 943.99 943.99 951.00 946.03
S2 935.87 935.87 949.88
S3 923.67 931.79 948.77
S4 911.47 919.59 945.41
Weekly Pivots for week ending 09-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,126.78 1,088.15 961.20
R3 1,065.86 1,027.23 944.44
R2 1,004.94 1,004.94 938.86
R1 966.31 966.31 933.27 955.17
PP 944.02 944.02 944.02 938.44
S1 905.39 905.39 922.11 894.25
S2 883.10 883.10 916.52
S3 822.18 844.47 910.94
S4 761.26 783.55 894.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 966.58 912.83 53.75 5.6% 19.17 2.0% 73% False False
10 982.64 912.83 69.81 7.3% 15.77 1.7% 56% False False
20 982.64 912.83 69.81 7.3% 14.82 1.6% 56% False False
40 986.25 912.83 73.42 7.7% 13.83 1.5% 54% False False
60 986.25 855.27 130.98 13.8% 16.41 1.7% 74% False False
80 986.25 855.27 130.98 13.8% 15.04 1.6% 74% False False
100 986.25 855.27 130.98 13.8% 14.96 1.6% 74% False False
120 986.25 855.27 130.98 13.8% 14.80 1.6% 74% 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 False
Stretch 2.72
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,003.99
2.618 984.08
1.618 971.88
1.000 964.34
0.618 959.68
HIGH 952.14
0.618 947.48
0.500 946.04
0.382 944.60
LOW 939.94
0.618 932.40
1.000 927.74
1.618 920.20
2.618 908.00
4.250 888.09
Fisher Pivots for day following 13-Jan-1998
Pivot 1 day 3 day
R1 950.09 946.23
PP 948.07 940.34
S1 946.04 934.45

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

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