S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Oct-1997
Day Change Summary
Previous Current
01-Oct-1997 02-Oct-1997 Change Change % Previous Week
Open 947.80 955.52 7.72 0.8% 950.60
High 956.71 960.46 3.75 0.4% 960.59
Low 947.28 952.94 5.66 0.6% 937.38
Close 955.41 960.46 5.05 0.5% 945.22
Range 9.43 7.52 -1.91 -20.3% 23.21
ATR 12.33 11.98 -0.34 -2.8% 0.00
Volume
Daily Pivots for day following 02-Oct-1997
Classic Woodie Camarilla DeMark
R4 980.51 978.01 964.60
R3 972.99 970.49 962.53
R2 965.47 965.47 961.84
R1 962.97 962.97 961.15 964.22
PP 957.95 957.95 957.95 958.58
S1 955.45 955.45 959.77 956.70
S2 950.43 950.43 959.08
S3 942.91 947.93 958.39
S4 935.39 940.41 956.32
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
5 960.46 937.91 22.55 2.3% 9.08 0.9% 100% True False
10 960.59 937.38 23.21 2.4% 9.70 1.0% 99% False False
20 960.59 902.56 58.03 6.0% 12.15 1.3% 100% False False
40 964.17 893.34 70.83 7.4% 14.08 1.5% 95% False False
60 964.17 893.34 70.83 7.4% 13.16 1.4% 95% False False
80 964.17 865.15 99.02 10.3% 12.90 1.3% 96% False False
100 964.17 826.42 137.75 14.3% 12.33 1.3% 97% False False
120 964.17 743.73 220.44 23.0% 12.25 1.3% 98% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.28
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 992.42
2.618 980.15
1.618 972.63
1.000 967.98
0.618 965.11
HIGH 960.46
0.618 957.59
0.500 956.70
0.382 955.81
LOW 952.94
0.618 948.29
1.000 945.42
1.618 940.77
2.618 933.25
4.250 920.98
Fisher Pivots for day following 02-Oct-1997
Pivot 1 day 3 day
R1 959.21 958.26
PP 957.95 956.07
S1 956.70 953.87

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

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