S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Oct-1997
Day Change Summary
Previous Current
03-Oct-1997 06-Oct-1997 Change Change % Previous Week
Open 961.40 965.33 3.93 0.4% 945.35
High 975.47 974.16 -1.31 -0.1% 975.47
Low 955.13 965.03 9.90 1.0% 941.94
Close 965.03 972.69 7.66 0.8% 965.03
Range 20.34 9.13 -11.21 -55.1% 33.53
ATR 12.58 12.33 -0.25 -2.0% 0.00
Volume
Daily Pivots for day following 06-Oct-1997
Classic Woodie Camarilla DeMark
R4 998.02 994.48 977.71
R3 988.89 985.35 975.20
R2 979.76 979.76 974.36
R1 976.22 976.22 973.53 977.99
PP 970.63 970.63 970.63 971.51
S1 967.09 967.09 971.85 968.86
S2 961.50 961.50 971.02
S3 952.37 957.96 970.18
S4 943.24 948.83 967.67
Weekly Pivots for week ending 03-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,061.40 1,046.75 983.47
R3 1,027.87 1,013.22 974.25
R2 994.34 994.34 971.18
R1 979.69 979.69 968.10 987.02
PP 960.81 960.81 960.81 964.48
S1 946.16 946.16 961.96 953.49
S2 927.28 927.28 958.88
S3 893.75 912.63 955.81
S4 860.22 879.10 946.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 975.47 947.28 28.19 2.9% 10.86 1.1% 90% False False
10 975.47 937.38 38.09 3.9% 10.79 1.1% 93% False False
20 975.47 902.56 72.91 7.5% 12.43 1.3% 96% False False
40 975.47 893.34 82.13 8.4% 13.85 1.4% 97% False False
60 975.47 893.34 82.13 8.4% 13.34 1.4% 97% False False
80 975.47 878.43 97.04 10.0% 13.01 1.3% 97% False False
100 975.47 826.42 149.05 15.3% 12.45 1.3% 98% False False
120 975.47 756.38 219.09 22.5% 12.31 1.3% 99% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,012.96
2.618 998.06
1.618 988.93
1.000 983.29
0.618 979.80
HIGH 974.16
0.618 970.67
0.500 969.60
0.382 968.52
LOW 965.03
0.618 959.39
1.000 955.90
1.618 950.26
2.618 941.13
4.250 926.23
Fisher Pivots for day following 06-Oct-1997
Pivot 1 day 3 day
R1 971.66 969.86
PP 970.63 967.03
S1 969.60 964.21

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

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