S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Oct-1997
Day Change Summary
Previous Current
22-Oct-1997 23-Oct-1997 Change Change % Previous Week
Open 972.37 954.25 -18.12 -1.9% 967.27
High 972.61 968.49 -4.12 -0.4% 973.46
Low 965.66 944.16 -21.50 -2.2% 931.58
Close 968.49 950.69 -17.80 -1.8% 944.16
Range 6.95 24.33 17.38 250.1% 41.88
ATR 12.82 13.64 0.82 6.4% 0.00
Volume
Daily Pivots for day following 23-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,027.44 1,013.39 964.07
R3 1,003.11 989.06 957.38
R2 978.78 978.78 955.15
R1 964.73 964.73 952.92 959.59
PP 954.45 954.45 954.45 951.88
S1 940.40 940.40 948.46 935.26
S2 930.12 930.12 946.23
S3 905.79 916.07 944.00
S4 881.46 891.74 937.31
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
5 972.61 931.58 41.03 4.3% 17.23 1.8% 47% False False
10 973.46 931.58 41.88 4.4% 14.10 1.5% 46% False False
20 983.12 931.58 51.54 5.4% 12.64 1.3% 37% False False
40 983.12 896.82 86.30 9.1% 13.08 1.4% 62% False False
60 983.12 893.34 89.78 9.4% 13.73 1.4% 64% False False
80 983.12 891.03 92.09 9.7% 13.30 1.4% 65% False False
100 983.12 838.82 144.30 15.2% 12.86 1.4% 78% False False
120 983.12 811.84 171.28 18.0% 12.54 1.3% 81% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.98
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1,071.89
2.618 1,032.19
1.618 1,007.86
1.000 992.82
0.618 983.53
HIGH 968.49
0.618 959.20
0.500 956.33
0.382 953.45
LOW 944.16
0.618 929.12
1.000 919.83
1.618 904.79
2.618 880.46
4.250 840.76
Fisher Pivots for day following 23-Oct-1997
Pivot 1 day 3 day
R1 956.33 958.39
PP 954.45 955.82
S1 952.57 953.26

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

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