S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Oct-1997
Day Change Summary
Previous Current
06-Oct-1997 07-Oct-1997 Change Change % Previous Week
Open 965.33 972.91 7.58 0.8% 945.35
High 974.16 983.12 8.96 0.9% 975.47
Low 965.03 971.95 6.92 0.7% 941.94
Close 972.69 983.12 10.43 1.1% 965.03
Range 9.13 11.17 2.04 22.3% 33.53
ATR 12.33 12.25 -0.08 -0.7% 0.00
Volume
Daily Pivots for day following 07-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,012.91 1,009.18 989.26
R3 1,001.74 998.01 986.19
R2 990.57 990.57 985.17
R1 986.84 986.84 984.14 988.71
PP 979.40 979.40 979.40 980.33
S1 975.67 975.67 982.10 977.54
S2 968.23 968.23 981.07
S3 957.06 964.50 980.05
S4 945.89 953.33 976.98
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
5 983.12 947.28 35.84 3.6% 11.52 1.2% 100% True False
10 983.12 937.38 45.74 4.7% 11.14 1.1% 100% True False
20 983.12 902.56 80.56 8.2% 12.41 1.3% 100% True False
40 983.12 893.34 89.78 9.1% 13.80 1.4% 100% True False
60 983.12 893.34 89.78 9.1% 13.36 1.4% 100% True False
80 983.12 878.43 104.69 10.6% 13.01 1.3% 100% True False
100 983.12 826.42 156.70 15.9% 12.47 1.3% 100% True False
120 983.12 756.38 226.74 23.1% 12.33 1.3% 100% True 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 False
Bear Hook False
Bull Hook False
Stretch 2.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,030.59
2.618 1,012.36
1.618 1,001.19
1.000 994.29
0.618 990.02
HIGH 983.12
0.618 978.85
0.500 977.54
0.382 976.22
LOW 971.95
0.618 965.05
1.000 960.78
1.618 953.88
2.618 942.71
4.250 924.48
Fisher Pivots for day following 07-Oct-1997
Pivot 1 day 3 day
R1 981.26 978.46
PP 979.40 973.79
S1 977.54 969.13

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

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