S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jan-1998
Day Change Summary
Previous Current
27-Jan-1998 28-Jan-1998 Change Change % Previous Week
Open 957.00 969.50 12.50 1.3% 962.05
High 973.23 978.63 5.40 0.6% 978.60
Low 956.26 969.02 12.76 1.3% 950.86
Close 969.02 977.46 8.44 0.9% 957.59
Range 16.97 9.61 -7.36 -43.4% 27.74
ATR 14.32 13.98 -0.34 -2.3% 0.00
Volume
Daily Pivots for day following 28-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,003.87 1,000.27 982.75
R3 994.26 990.66 980.10
R2 984.65 984.65 979.22
R1 981.05 981.05 978.34 982.85
PP 975.04 975.04 975.04 975.94
S1 971.44 971.44 976.58 973.24
S2 965.43 965.43 975.70
S3 955.82 961.83 974.82
S4 946.21 952.22 972.17
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
5 978.63 950.86 27.77 2.8% 12.46 1.3% 96% True False
10 978.63 948.00 30.63 3.1% 12.49 1.3% 96% True False
20 982.64 912.83 69.81 7.1% 14.13 1.4% 93% False False
40 986.25 912.83 73.42 7.5% 13.77 1.4% 88% False False
60 986.25 900.61 85.64 8.8% 13.80 1.4% 90% False False
80 986.25 855.27 130.98 13.4% 15.39 1.6% 93% False False
100 986.25 855.27 130.98 13.4% 14.74 1.5% 93% False False
120 986.25 855.27 130.98 13.4% 14.95 1.5% 93% 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 True
Bear Hook False
Bull Hook False
Stretch 1.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,019.47
2.618 1,003.79
1.618 994.18
1.000 988.24
0.618 984.57
HIGH 978.63
0.618 974.96
0.500 973.83
0.382 972.69
LOW 969.02
0.618 963.08
1.000 959.41
1.618 953.47
2.618 943.86
4.250 928.18
Fisher Pivots for day following 28-Jan-1998
Pivot 1 day 3 day
R1 976.25 973.79
PP 975.04 970.11
S1 973.83 966.44

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

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