S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Sep-1997
Day Change Summary
Previous Current
23-Sep-1997 24-Sep-1997 Change Change % Previous Week
Open 955.62 952.27 -3.35 -0.4% 923.36
High 955.78 959.78 4.00 0.4% 958.19
Low 948.07 944.07 -4.00 -0.4% 919.41
Close 951.93 944.48 -7.45 -0.8% 950.51
Range 7.71 15.71 8.00 103.8% 38.78
ATR 13.44 13.60 0.16 1.2% 0.00
Volume
Daily Pivots for day following 24-Sep-1997
Classic Woodie Camarilla DeMark
R4 996.57 986.24 953.12
R3 980.86 970.53 948.80
R2 965.15 965.15 947.36
R1 954.82 954.82 945.92 952.13
PP 949.44 949.44 949.44 948.10
S1 939.11 939.11 943.04 936.42
S2 933.73 933.73 941.60
S3 918.02 923.40 940.16
S4 902.31 907.69 935.84
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
5 960.59 943.00 17.59 1.9% 11.43 1.2% 8% False False
10 960.59 902.56 58.03 6.1% 13.76 1.5% 72% False False
20 960.59 896.82 63.77 6.8% 13.65 1.4% 75% False False
40 964.17 893.34 70.83 7.5% 14.33 1.5% 72% False False
60 964.17 884.54 79.63 8.4% 13.52 1.4% 75% False False
80 964.17 838.82 125.35 13.3% 12.91 1.4% 84% False False
100 964.17 811.80 152.37 16.1% 12.60 1.3% 87% False False
120 964.17 733.54 230.63 24.4% 12.31 1.3% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.68
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,026.55
2.618 1,000.91
1.618 985.20
1.000 975.49
0.618 969.49
HIGH 959.78
0.618 953.78
0.500 951.93
0.382 950.07
LOW 944.07
0.618 934.36
1.000 928.36
1.618 918.65
2.618 902.94
4.250 877.30
Fisher Pivots for day following 24-Sep-1997
Pivot 1 day 3 day
R1 951.93 952.33
PP 949.44 949.71
S1 946.96 947.10

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

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