S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jan-1998
Day Change Summary
Previous Current
28-Jan-1998 29-Jan-1998 Change Change % Previous Week
Open 969.50 977.19 7.69 0.8% 962.05
High 978.63 992.65 14.02 1.4% 978.60
Low 969.02 975.21 6.19 0.6% 950.86
Close 977.46 985.49 8.03 0.8% 957.59
Range 9.61 17.44 7.83 81.5% 27.74
ATR 13.98 14.23 0.25 1.8% 0.00
Volume
Daily Pivots for day following 29-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,036.77 1,028.57 995.08
R3 1,019.33 1,011.13 990.29
R2 1,001.89 1,001.89 988.69
R1 993.69 993.69 987.09 997.79
PP 984.45 984.45 984.45 986.50
S1 976.25 976.25 983.89 980.35
S2 967.01 967.01 982.29
S3 949.57 958.81 980.69
S4 932.13 941.37 975.90
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
5 992.65 950.86 41.79 4.2% 13.68 1.4% 83% True False
10 992.65 950.22 42.43 4.3% 13.23 1.3% 83% True False
20 992.65 912.83 79.82 8.1% 14.13 1.4% 91% True False
40 992.65 912.83 79.82 8.1% 13.72 1.4% 91% True False
60 992.65 900.61 92.04 9.3% 13.82 1.4% 92% True False
80 992.65 855.27 137.38 13.9% 15.35 1.6% 95% True False
100 992.65 855.27 137.38 13.9% 14.75 1.5% 95% True False
120 992.65 855.27 137.38 13.9% 14.98 1.5% 95% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.12
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,066.77
2.618 1,038.31
1.618 1,020.87
1.000 1,010.09
0.618 1,003.43
HIGH 992.65
0.618 985.99
0.500 983.93
0.382 981.87
LOW 975.21
0.618 964.43
1.000 957.77
1.618 946.99
2.618 929.55
4.250 901.09
Fisher Pivots for day following 29-Jan-1998
Pivot 1 day 3 day
R1 984.97 981.81
PP 984.45 978.13
S1 983.93 974.46

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

View Archives - Comment on this page... - Back to Index of Symbols