S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jan-1998
Day Change Summary
Previous Current
21-Jan-1998 22-Jan-1998 Change Change % Previous Week
Open 977.95 970.07 -7.88 -0.8% 926.64
High 978.60 970.81 -7.79 -0.8% 965.11
Low 963.29 959.49 -3.80 -0.4% 912.83
Close 970.81 963.04 -7.77 -0.8% 961.51
Range 15.31 11.32 -3.99 -26.1% 52.28
ATR 14.68 14.44 -0.24 -1.6% 0.00
Volume
Daily Pivots for day following 22-Jan-1998
Classic Woodie Camarilla DeMark
R4 998.41 992.04 969.27
R3 987.09 980.72 966.15
R2 975.77 975.77 965.12
R1 969.40 969.40 964.08 966.93
PP 964.45 964.45 964.45 963.21
S1 958.08 958.08 962.00 955.61
S2 953.13 953.13 960.96
S3 941.81 946.76 959.93
S4 930.49 935.44 956.81
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
5 978.60 950.22 28.38 2.9% 12.77 1.3% 45% False False
10 978.60 912.83 65.77 6.8% 15.59 1.6% 76% False False
20 982.64 912.83 69.81 7.2% 14.12 1.5% 72% False False
40 986.25 912.83 73.42 7.6% 13.52 1.4% 68% False False
60 986.25 855.27 130.98 13.6% 15.83 1.6% 82% False False
80 986.25 855.27 130.98 13.6% 15.21 1.6% 82% False False
100 986.25 855.27 130.98 13.6% 14.78 1.5% 82% False False
120 986.25 855.27 130.98 13.6% 14.89 1.5% 82% False False
Crabel Price Patterns
NR True
NR4 True
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 1.92
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,018.92
2.618 1,000.45
1.618 989.13
1.000 982.13
0.618 977.81
HIGH 970.81
0.618 966.49
0.500 965.15
0.382 963.81
LOW 959.49
0.618 952.49
1.000 948.17
1.618 941.17
2.618 929.85
4.250 911.38
Fisher Pivots for day following 22-Jan-1998
Pivot 1 day 3 day
R1 965.15 969.05
PP 964.45 967.04
S1 963.74 965.04

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

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