S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Oct-1997
Day Change Summary
Previous Current
21-Oct-1997 22-Oct-1997 Change Change % Previous Week
Open 957.06 972.37 15.31 1.6% 967.27
High 972.56 972.61 0.05 0.0% 973.46
Low 955.61 965.66 10.05 1.1% 931.58
Close 972.28 968.49 -3.79 -0.4% 944.16
Range 16.95 6.95 -10.00 -59.0% 41.88
ATR 13.27 12.82 -0.45 -3.4% 0.00
Volume
Daily Pivots for day following 22-Oct-1997
Classic Woodie Camarilla DeMark
R4 989.77 986.08 972.31
R3 982.82 979.13 970.40
R2 975.87 975.87 969.76
R1 972.18 972.18 969.13 970.55
PP 968.92 968.92 968.92 968.11
S1 965.23 965.23 967.85 963.60
S2 961.97 961.97 967.22
S3 955.02 958.28 966.58
S4 948.07 951.33 964.67
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% 16.89 1.7% 88% False False
10 974.72 931.58 43.14 4.5% 12.81 1.3% 86% False False
20 983.12 931.58 51.54 5.3% 11.91 1.2% 72% False False
40 983.12 896.82 86.30 8.9% 12.78 1.3% 83% False False
60 983.12 893.34 89.78 9.3% 13.52 1.4% 84% False False
80 983.12 884.54 98.58 10.2% 13.12 1.4% 85% False False
100 983.12 838.82 144.30 14.9% 12.71 1.3% 90% False False
120 983.12 811.80 171.32 17.7% 12.49 1.3% 91% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.10
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,002.15
2.618 990.81
1.618 983.86
1.000 979.56
0.618 976.91
HIGH 972.61
0.618 969.96
0.500 969.14
0.382 968.31
LOW 965.66
0.618 961.36
1.000 958.71
1.618 954.41
2.618 947.46
4.250 936.12
Fisher Pivots for day following 22-Oct-1997
Pivot 1 day 3 day
R1 969.14 964.67
PP 968.92 960.84
S1 968.71 957.02

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

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