S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Sep-1997
Day Change Summary
Previous Current
24-Sep-1997 25-Sep-1997 Change Change % Previous Week
Open 952.27 944.27 -8.00 -0.8% 923.36
High 959.78 947.00 -12.78 -1.3% 958.19
Low 944.07 937.38 -6.69 -0.7% 919.41
Close 944.48 937.91 -6.57 -0.7% 950.51
Range 15.71 9.62 -6.09 -38.8% 38.78
ATR 13.60 13.32 -0.28 -2.1% 0.00
Volume
Daily Pivots for day following 25-Sep-1997
Classic Woodie Camarilla DeMark
R4 969.62 963.39 943.20
R3 960.00 953.77 940.56
R2 950.38 950.38 939.67
R1 944.15 944.15 938.79 942.46
PP 940.76 940.76 940.76 939.92
S1 934.53 934.53 937.03 932.84
S2 931.14 931.14 936.15
S3 921.52 924.91 935.26
S4 911.90 915.29 932.62
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
5 960.59 937.38 23.21 2.5% 10.31 1.1% 2% False True
10 960.59 906.70 53.89 5.7% 13.08 1.4% 58% False False
20 960.59 896.82 63.77 6.8% 13.51 1.4% 64% False False
40 964.17 893.34 70.83 7.6% 14.27 1.5% 63% False False
60 964.17 891.03 73.14 7.8% 13.52 1.4% 64% False False
80 964.17 838.82 125.35 13.4% 12.91 1.4% 79% False False
100 964.17 811.84 152.33 16.2% 12.51 1.3% 83% False False
120 964.17 733.54 230.63 24.6% 12.33 1.3% 89% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 987.89
2.618 972.19
1.618 962.57
1.000 956.62
0.618 952.95
HIGH 947.00
0.618 943.33
0.500 942.19
0.382 941.05
LOW 937.38
0.618 931.43
1.000 927.76
1.618 921.81
2.618 912.19
4.250 896.50
Fisher Pivots for day following 25-Sep-1997
Pivot 1 day 3 day
R1 942.19 948.58
PP 940.76 945.02
S1 939.34 941.47

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

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