S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Oct-1997
Day Change Summary
Previous Current
20-Oct-1997 21-Oct-1997 Change Change % Previous Week
Open 944.57 957.06 12.49 1.3% 967.27
High 955.72 972.56 16.84 1.8% 973.46
Low 941.43 955.61 14.18 1.5% 931.58
Close 955.61 972.28 16.67 1.7% 944.16
Range 14.29 16.95 2.66 18.6% 41.88
ATR 12.99 13.27 0.28 2.2% 0.00
Volume
Daily Pivots for day following 21-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,017.67 1,011.92 981.60
R3 1,000.72 994.97 976.94
R2 983.77 983.77 975.39
R1 978.02 978.02 973.83 980.90
PP 966.82 966.82 966.82 968.25
S1 961.07 961.07 970.73 963.95
S2 949.87 949.87 969.17
S3 932.92 944.12 967.62
S4 915.97 927.17 962.96
Weekly Pivots for week ending 17-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,075.37 1,051.65 967.19
R3 1,033.49 1,009.77 955.68
R2 991.61 991.61 951.84
R1 967.89 967.89 948.00 958.81
PP 949.73 949.73 949.73 945.20
S1 926.01 926.01 940.32 916.93
S2 907.85 907.85 936.48
S3 865.97 884.13 932.64
S4 824.09 842.25 921.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 973.38 931.58 41.80 4.3% 17.01 1.7% 97% False False
10 983.12 931.58 51.54 5.3% 13.56 1.4% 79% False False
20 983.12 931.58 51.54 5.3% 12.35 1.3% 79% False False
40 983.12 896.82 86.30 8.9% 12.87 1.3% 87% False False
60 983.12 893.34 89.78 9.2% 13.58 1.4% 88% False False
80 983.12 879.82 103.30 10.6% 13.19 1.4% 90% False False
100 983.12 838.82 144.30 14.8% 12.70 1.3% 92% False False
120 983.12 798.53 184.59 19.0% 12.55 1.3% 94% 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 False
Bear Hook False
Bull Hook False
Stretch 2.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,044.60
2.618 1,016.94
1.618 999.99
1.000 989.51
0.618 983.04
HIGH 972.56
0.618 966.09
0.500 964.09
0.382 962.08
LOW 955.61
0.618 945.13
1.000 938.66
1.618 928.18
2.618 911.23
4.250 883.57
Fisher Pivots for day following 21-Oct-1997
Pivot 1 day 3 day
R1 969.55 965.54
PP 966.82 958.81
S1 964.09 952.07

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

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