S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Oct-1997
Day Change Summary
Previous Current
30-Sep-1997 01-Oct-1997 Change Change % Previous Week
Open 952.94 947.80 -5.14 -0.5% 950.60
High 955.17 956.71 1.54 0.2% 960.59
Low 947.28 947.28 0.00 0.0% 937.38
Close 947.28 955.41 8.13 0.9% 945.22
Range 7.89 9.43 1.54 19.5% 23.21
ATR 12.55 12.33 -0.22 -1.8% 0.00
Volume
Daily Pivots for day following 01-Oct-1997
Classic Woodie Camarilla DeMark
R4 981.42 977.85 960.60
R3 971.99 968.42 958.00
R2 962.56 962.56 957.14
R1 958.99 958.99 956.27 960.78
PP 953.13 953.13 953.13 954.03
S1 949.56 949.56 954.55 951.35
S2 943.70 943.70 953.68
S3 934.27 940.13 952.82
S4 924.84 930.70 950.22
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
5 956.71 937.38 19.33 2.0% 9.50 1.0% 93% True False
10 960.59 937.38 23.21 2.4% 10.46 1.1% 78% False False
20 960.59 902.56 58.03 6.1% 12.16 1.3% 91% False False
40 964.17 893.34 70.83 7.4% 14.21 1.5% 88% False False
60 964.17 893.34 70.83 7.4% 13.36 1.4% 88% False False
80 964.17 862.18 101.99 10.7% 12.90 1.4% 91% False False
100 964.17 824.78 139.39 14.6% 12.40 1.3% 94% False False
120 964.17 733.54 230.63 24.1% 12.27 1.3% 96% 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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 996.79
2.618 981.40
1.618 971.97
1.000 966.14
0.618 962.54
HIGH 956.71
0.618 953.11
0.500 952.00
0.382 950.88
LOW 947.28
0.618 941.45
1.000 937.85
1.618 932.02
2.618 922.59
4.250 907.20
Fisher Pivots for day following 01-Oct-1997
Pivot 1 day 3 day
R1 954.27 953.38
PP 953.13 951.35
S1 952.00 949.33

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

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