S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jan-1998
Day Change Summary
Previous Current
23-Jan-1998 26-Jan-1998 Change Change % Previous Week
Open 963.32 957.72 -5.60 -0.6% 962.05
High 966.44 963.04 -3.40 -0.4% 978.60
Low 950.86 954.24 3.38 0.4% 950.86
Close 957.59 956.95 -0.64 -0.1% 957.59
Range 15.58 8.80 -6.78 -43.5% 27.74
ATR 14.52 14.12 -0.41 -2.8% 0.00
Volume
Daily Pivots for day following 26-Jan-1998
Classic Woodie Camarilla DeMark
R4 984.48 979.51 961.79
R3 975.68 970.71 959.37
R2 966.88 966.88 958.56
R1 961.91 961.91 957.76 960.00
PP 958.08 958.08 958.08 957.12
S1 953.11 953.11 956.14 951.20
S2 949.28 949.28 955.34
S3 940.48 944.31 954.53
S4 931.68 935.51 952.11
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% 13.51 1.4% 22% False False
10 978.60 912.83 65.77 6.9% 13.70 1.4% 67% False False
20 982.64 912.83 69.81 7.3% 14.04 1.5% 63% False False
40 986.25 912.83 73.42 7.7% 13.44 1.4% 60% False False
60 986.25 900.61 85.64 8.9% 14.04 1.5% 66% False False
80 986.25 855.27 130.98 13.7% 15.27 1.6% 78% False False
100 986.25 855.27 130.98 13.7% 14.64 1.5% 78% False False
120 986.25 855.27 130.98 13.7% 14.88 1.6% 78% 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 2.52
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,000.44
2.618 986.08
1.618 977.28
1.000 971.84
0.618 968.48
HIGH 963.04
0.618 959.68
0.500 958.64
0.382 957.60
LOW 954.24
0.618 948.80
1.000 945.44
1.618 940.00
2.618 931.20
4.250 916.84
Fisher Pivots for day following 26-Jan-1998
Pivot 1 day 3 day
R1 958.64 960.84
PP 958.08 959.54
S1 957.51 958.25

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

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