S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jan-1998
Day Change Summary
Previous Current
15-Jan-1998 16-Jan-1998 Change Change % Previous Week
Open 957.60 951.82 -5.78 -0.6% 926.64
High 957.60 965.11 7.51 0.8% 965.11
Low 950.22 951.82 1.60 0.2% 912.83
Close 950.73 961.51 10.78 1.1% 961.51
Range 7.38 13.29 5.91 80.1% 52.28
ATR 14.45 14.45 -0.01 0.0% 0.00
Volume
Daily Pivots for day following 16-Jan-1998
Classic Woodie Camarilla DeMark
R4 999.35 993.72 968.82
R3 986.06 980.43 965.16
R2 972.77 972.77 963.95
R1 967.14 967.14 962.73 969.96
PP 959.48 959.48 959.48 960.89
S1 953.85 953.85 960.29 956.67
S2 946.19 946.19 959.07
S3 932.90 940.56 957.86
S4 919.61 927.27 954.20
Weekly Pivots for week ending 16-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,103.32 1,084.70 990.26
R3 1,051.04 1,032.42 975.89
R2 998.76 998.76 971.09
R1 980.14 980.14 966.30 989.45
PP 946.48 946.48 946.48 951.14
S1 927.86 927.86 956.72 937.17
S2 894.20 894.20 951.93
S3 841.92 875.58 947.13
S4 789.64 823.30 932.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 965.11 912.83 52.28 5.4% 13.89 1.4% 93% True False
10 982.64 912.83 69.81 7.3% 15.41 1.6% 70% False False
20 982.64 912.83 69.81 7.3% 14.75 1.5% 70% False False
40 986.25 912.83 73.42 7.6% 13.43 1.4% 66% False False
60 986.25 855.27 130.98 13.6% 16.01 1.7% 81% False False
80 986.25 855.27 130.98 13.6% 15.09 1.6% 81% False False
100 986.25 855.27 130.98 13.6% 14.75 1.5% 81% False False
120 986.25 855.27 130.98 13.6% 14.79 1.5% 81% 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 2.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,021.59
2.618 999.90
1.618 986.61
1.000 978.40
0.618 973.32
HIGH 965.11
0.618 960.03
0.500 958.47
0.382 956.90
LOW 951.82
0.618 943.61
1.000 938.53
1.618 930.32
2.618 917.03
4.250 895.34
Fisher Pivots for day following 16-Jan-1998
Pivot 1 day 3 day
R1 960.50 959.86
PP 959.48 958.21
S1 958.47 956.56

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

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