S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Sep-1997
Day Change Summary
Previous Current
17-Sep-1997 18-Sep-1997 Change Change % Previous Week
Open 946.06 943.40 -2.66 -0.3% 929.52
High 950.29 958.19 7.90 0.8% 938.90
Low 941.99 943.00 1.01 0.1% 902.56
Close 943.00 947.29 4.29 0.5% 923.91
Range 8.30 15.19 6.89 83.0% 36.34
ATR 14.57 14.61 0.04 0.3% 0.00
Volume
Daily Pivots for day following 18-Sep-1997
Classic Woodie Camarilla DeMark
R4 995.06 986.37 955.64
R3 979.87 971.18 951.47
R2 964.68 964.68 950.07
R1 955.99 955.99 948.68 960.34
PP 949.49 949.49 949.49 951.67
S1 940.80 940.80 945.90 945.15
S2 934.30 934.30 944.51
S3 919.11 925.61 943.11
S4 903.92 910.42 938.94
Weekly Pivots for week ending 12-Sep-1997
Classic Woodie Camarilla DeMark
R4 1,030.81 1,013.70 943.90
R3 994.47 977.36 933.90
R2 958.13 958.13 930.57
R1 941.02 941.02 927.24 931.41
PP 921.79 921.79 921.79 916.98
S1 904.68 904.68 920.58 895.07
S2 885.45 885.45 917.25
S3 849.11 868.34 913.92
S4 812.77 832.00 903.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 958.19 906.70 51.49 5.4% 15.84 1.7% 79% True False
10 958.19 902.56 55.63 5.9% 14.59 1.5% 80% True False
20 958.19 896.82 61.37 6.5% 14.66 1.5% 82% True False
40 964.17 893.34 70.83 7.5% 14.34 1.5% 76% False False
60 964.17 879.32 84.85 9.0% 13.78 1.5% 80% False False
80 964.17 831.87 132.30 14.0% 12.89 1.4% 87% False False
100 964.17 772.96 191.21 20.2% 12.77 1.3% 91% False False
120 964.17 733.54 230.63 24.3% 12.32 1.3% 93% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.79
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,022.75
2.618 997.96
1.618 982.77
1.000 973.38
0.618 967.58
HIGH 958.19
0.618 952.39
0.500 950.60
0.382 948.80
LOW 943.00
0.618 933.61
1.000 927.81
1.618 918.42
2.618 903.23
4.250 878.44
Fisher Pivots for day following 18-Sep-1997
Pivot 1 day 3 day
R1 950.60 944.52
PP 949.49 941.75
S1 948.39 938.98

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

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