S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Sep-1997
Day Change Summary
Previous Current
10-Sep-1997 11-Sep-1997 Change Change % Previous Week
Open 933.40 918.24 -15.16 -1.6% 899.46
High 933.62 919.03 -14.59 -1.6% 940.37
Low 918.76 902.56 -16.20 -1.8% 899.46
Close 919.03 912.59 -6.44 -0.7% 929.05
Range 14.86 16.47 1.61 10.8% 40.91
ATR 13.93 14.11 0.18 1.3% 0.00
Volume
Daily Pivots for day following 11-Sep-1997
Classic Woodie Camarilla DeMark
R4 960.80 953.17 921.65
R3 944.33 936.70 917.12
R2 927.86 927.86 915.61
R1 920.23 920.23 914.10 915.81
PP 911.39 911.39 911.39 909.19
S1 903.76 903.76 911.08 899.34
S2 894.92 894.92 909.57
S3 878.45 887.29 908.06
S4 861.98 870.82 903.53
Weekly Pivots for week ending 05-Sep-1997
Classic Woodie Camarilla DeMark
R4 1,045.69 1,028.28 951.55
R3 1,004.78 987.37 940.30
R2 963.87 963.87 936.55
R1 946.46 946.46 932.80 955.17
PP 922.96 922.96 922.96 927.31
S1 905.55 905.55 925.30 914.26
S2 882.05 882.05 921.55
S3 841.14 864.64 917.80
S4 800.23 823.73 906.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 940.37 902.56 37.81 4.1% 13.34 1.5% 27% False True
10 940.37 896.82 43.55 4.8% 13.94 1.5% 36% False False
20 940.37 893.34 47.03 5.2% 14.93 1.6% 41% False False
40 964.17 893.34 70.83 7.8% 13.99 1.5% 27% False False
60 964.17 878.43 85.74 9.4% 13.47 1.5% 40% False False
80 964.17 826.42 137.75 15.1% 12.63 1.4% 63% False False
100 964.17 759.90 204.27 22.4% 12.46 1.4% 75% False False
120 964.17 733.54 230.63 25.3% 12.25 1.3% 78% False 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 2.28
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 989.03
2.618 962.15
1.618 945.68
1.000 935.50
0.618 929.21
HIGH 919.03
0.618 912.74
0.500 910.80
0.382 908.85
LOW 902.56
0.618 892.38
1.000 886.09
1.618 875.91
2.618 859.44
4.250 832.56
Fisher Pivots for day following 11-Sep-1997
Pivot 1 day 3 day
R1 911.99 920.73
PP 911.39 918.02
S1 910.80 915.30

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

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