S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jan-1998
Day Change Summary
Previous Current
29-Jan-1998 30-Jan-1998 Change Change % Previous Week
Open 977.19 985.91 8.72 0.9% 957.72
High 992.65 987.41 -5.24 -0.5% 992.65
Low 975.21 979.63 4.42 0.5% 954.24
Close 985.49 980.28 -5.21 -0.5% 980.28
Range 17.44 7.78 -9.66 -55.4% 38.41
ATR 14.23 13.77 -0.46 -3.2% 0.00
Volume
Daily Pivots for day following 30-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,005.78 1,000.81 984.56
R3 998.00 993.03 982.42
R2 990.22 990.22 981.71
R1 985.25 985.25 980.99 983.85
PP 982.44 982.44 982.44 981.74
S1 977.47 977.47 979.57 976.07
S2 974.66 974.66 978.85
S3 966.88 969.69 978.14
S4 959.10 961.91 976.00
Weekly Pivots for week ending 30-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,090.95 1,074.03 1,001.41
R3 1,052.54 1,035.62 990.84
R2 1,014.13 1,014.13 987.32
R1 997.21 997.21 983.80 1,005.67
PP 975.72 975.72 975.72 979.96
S1 958.80 958.80 976.76 967.26
S2 937.31 937.31 973.24
S3 898.90 920.39 969.72
S4 860.49 881.98 959.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 992.65 954.24 38.41 3.9% 12.12 1.2% 68% False False
10 992.65 950.86 41.79 4.3% 13.27 1.4% 70% False False
20 992.65 912.83 79.82 8.1% 14.14 1.4% 85% False False
40 992.65 912.83 79.82 8.1% 13.76 1.4% 85% False False
60 992.65 900.61 92.04 9.4% 13.54 1.4% 87% False False
80 992.65 855.27 137.38 14.0% 15.33 1.6% 91% False False
100 992.65 855.27 137.38 14.0% 14.75 1.5% 91% False False
120 992.65 855.27 137.38 14.0% 14.84 1.5% 91% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.27
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,020.48
2.618 1,007.78
1.618 1,000.00
1.000 995.19
0.618 992.22
HIGH 987.41
0.618 984.44
0.500 983.52
0.382 982.60
LOW 979.63
0.618 974.82
1.000 971.85
1.618 967.04
2.618 959.26
4.250 946.57
Fisher Pivots for day following 30-Jan-1998
Pivot 1 day 3 day
R1 983.52 980.84
PP 982.44 980.65
S1 981.36 980.47

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

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