S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Sep-1997
Day Change Summary
Previous Current
26-Sep-1997 29-Sep-1997 Change Change % Previous Week
Open 938.11 945.35 7.24 0.8% 950.60
High 946.44 953.96 7.52 0.8% 960.59
Low 937.91 941.94 4.03 0.4% 937.38
Close 945.22 953.34 8.12 0.9% 945.22
Range 8.53 12.02 3.49 40.9% 23.21
ATR 12.97 12.91 -0.07 -0.5% 0.00
Volume
Daily Pivots for day following 29-Sep-1997
Classic Woodie Camarilla DeMark
R4 985.81 981.59 959.95
R3 973.79 969.57 956.65
R2 961.77 961.77 955.54
R1 957.55 957.55 954.44 959.66
PP 949.75 949.75 949.75 950.80
S1 945.53 945.53 952.24 947.64
S2 937.73 937.73 951.14
S3 925.71 933.51 950.03
S4 913.69 921.49 946.73
Weekly Pivots for week ending 26-Sep-1997
Classic Woodie Camarilla DeMark
R4 1,017.36 1,004.50 957.99
R3 994.15 981.29 951.60
R2 970.94 970.94 949.48
R1 958.08 958.08 947.35 952.91
PP 947.73 947.73 947.73 945.14
S1 934.87 934.87 943.09 929.70
S2 924.52 924.52 940.96
S3 901.31 911.66 938.84
S4 878.10 888.45 932.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 959.78 937.38 22.40 2.3% 10.72 1.1% 71% False False
10 960.59 919.77 40.82 4.3% 12.35 1.3% 82% False False
20 960.59 899.46 61.13 6.4% 13.15 1.4% 88% False False
40 964.17 893.34 70.83 7.4% 14.15 1.5% 85% False False
60 964.17 893.34 70.83 7.4% 13.42 1.4% 85% False False
80 964.17 843.36 120.81 12.7% 12.98 1.4% 91% False False
100 964.17 811.84 152.33 16.0% 12.51 1.3% 93% False False
120 964.17 733.54 230.63 24.2% 12.35 1.3% 95% 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 True
Bear Hook False
Bull Hook False
Stretch 2.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,005.05
2.618 985.43
1.618 973.41
1.000 965.98
0.618 961.39
HIGH 953.96
0.618 949.37
0.500 947.95
0.382 946.53
LOW 941.94
0.618 934.51
1.000 929.92
1.618 922.49
2.618 910.47
4.250 890.86
Fisher Pivots for day following 29-Sep-1997
Pivot 1 day 3 day
R1 951.54 950.78
PP 949.75 948.23
S1 947.95 945.67

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

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