S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jan-1998
Day Change Summary
Previous Current
22-Jan-1998 23-Jan-1998 Change Change % Previous Week
Open 970.07 963.32 -6.75 -0.7% 962.05
High 970.81 966.44 -4.37 -0.5% 978.60
Low 959.49 950.86 -8.63 -0.9% 950.86
Close 963.04 957.59 -5.45 -0.6% 957.59
Range 11.32 15.58 4.26 37.6% 27.74
ATR 14.44 14.52 0.08 0.6% 0.00
Volume
Daily Pivots for day following 23-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,005.04 996.89 966.16
R3 989.46 981.31 961.87
R2 973.88 973.88 960.45
R1 965.73 965.73 959.02 962.02
PP 958.30 958.30 958.30 956.44
S1 950.15 950.15 956.16 946.44
S2 942.72 942.72 954.73
S3 927.14 934.57 953.31
S4 911.56 918.99 949.02
Weekly Pivots for week ending 23-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,045.57 1,029.32 972.85
R3 1,017.83 1,001.58 965.22
R2 990.09 990.09 962.68
R1 973.84 973.84 960.13 968.10
PP 962.35 962.35 962.35 959.48
S1 946.10 946.10 955.05 940.36
S2 934.61 934.61 952.50
S3 906.87 918.36 949.96
S4 879.13 890.62 942.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 978.60 950.86 27.74 2.9% 14.41 1.5% 24% False True
10 978.60 912.83 65.77 6.9% 16.25 1.7% 68% False False
20 982.64 912.83 69.81 7.3% 14.11 1.5% 64% False False
40 986.25 912.83 73.42 7.7% 13.46 1.4% 61% False False
60 986.25 855.27 130.98 13.7% 15.02 1.6% 78% False False
80 986.25 855.27 130.98 13.7% 15.25 1.6% 78% False False
100 986.25 855.27 130.98 13.7% 14.83 1.5% 78% False False
120 986.25 855.27 130.98 13.7% 14.89 1.6% 78% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,032.66
2.618 1,007.23
1.618 991.65
1.000 982.02
0.618 976.07
HIGH 966.44
0.618 960.49
0.500 958.65
0.382 956.81
LOW 950.86
0.618 941.23
1.000 935.28
1.618 925.65
2.618 910.07
4.250 884.65
Fisher Pivots for day following 23-Jan-1998
Pivot 1 day 3 day
R1 958.65 964.73
PP 958.30 962.35
S1 957.94 959.97

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

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