S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Sep-1997
Day Change Summary
Previous Current
18-Sep-1997 19-Sep-1997 Change Change % Previous Week
Open 943.40 947.23 3.83 0.4% 923.36
High 958.19 952.35 -5.84 -0.6% 958.19
Low 943.00 943.90 0.90 0.1% 919.41
Close 947.29 950.51 3.22 0.3% 950.51
Range 15.19 8.45 -6.74 -44.4% 38.78
ATR 14.61 14.17 -0.44 -3.0% 0.00
Volume
Daily Pivots for day following 19-Sep-1997
Classic Woodie Camarilla DeMark
R4 974.27 970.84 955.16
R3 965.82 962.39 952.83
R2 957.37 957.37 952.06
R1 953.94 953.94 951.28 955.66
PP 948.92 948.92 948.92 949.78
S1 945.49 945.49 949.74 947.21
S2 940.47 940.47 948.96
S3 932.02 937.04 948.19
S4 923.57 928.59 945.86
Weekly Pivots for week ending 19-Sep-1997
Classic Woodie Camarilla DeMark
R4 1,059.04 1,043.56 971.84
R3 1,020.26 1,004.78 961.17
R2 981.48 981.48 957.62
R1 966.00 966.00 954.06 973.74
PP 942.70 942.70 942.70 946.58
S1 927.22 927.22 946.96 934.96
S2 903.92 903.92 943.40
S3 865.14 888.44 939.85
S4 826.36 849.66 929.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 958.19 919.41 38.78 4.1% 13.86 1.5% 80% False False
10 958.19 902.56 55.63 5.9% 13.81 1.5% 86% False False
20 958.19 896.82 61.37 6.5% 14.17 1.5% 87% False False
40 964.17 893.34 70.83 7.5% 14.19 1.5% 81% False False
60 964.17 879.32 84.85 8.9% 13.59 1.4% 84% False False
80 964.17 831.87 132.30 13.9% 12.90 1.4% 90% False False
100 964.17 791.21 172.96 18.2% 12.64 1.3% 92% False False
120 964.17 733.54 230.63 24.3% 12.30 1.3% 94% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 988.26
2.618 974.47
1.618 966.02
1.000 960.80
0.618 957.57
HIGH 952.35
0.618 949.12
0.500 948.13
0.382 947.13
LOW 943.90
0.618 938.68
1.000 935.45
1.618 930.23
2.618 921.78
4.250 907.99
Fisher Pivots for day following 19-Sep-1997
Pivot 1 day 3 day
R1 949.72 950.37
PP 948.92 950.23
S1 948.13 950.09

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

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