S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Oct-1997
Day Change Summary
Previous Current
23-Oct-1997 24-Oct-1997 Change Change % Previous Week
Open 954.25 951.59 -2.66 -0.3% 944.57
High 968.49 960.04 -8.45 -0.9% 972.61
Low 944.16 937.55 -6.61 -0.7% 937.55
Close 950.69 941.64 -9.05 -1.0% 941.64
Range 24.33 22.49 -1.84 -7.6% 35.06
ATR 13.64 14.27 0.63 4.6% 0.00
Volume
Daily Pivots for day following 24-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,013.88 1,000.25 954.01
R3 991.39 977.76 947.82
R2 968.90 968.90 945.76
R1 955.27 955.27 943.70 950.84
PP 946.41 946.41 946.41 944.20
S1 932.78 932.78 939.58 928.35
S2 923.92 923.92 937.52
S3 901.43 910.29 935.46
S4 878.94 887.80 929.27
Weekly Pivots for week ending 24-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,055.78 1,033.77 960.92
R3 1,020.72 998.71 951.28
R2 985.66 985.66 948.07
R1 963.65 963.65 944.85 957.13
PP 950.60 950.60 950.60 947.34
S1 928.59 928.59 938.43 922.07
S2 915.54 915.54 935.21
S3 880.48 893.53 932.00
S4 845.42 858.47 922.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 972.61 937.55 35.06 3.7% 17.00 1.8% 12% False True
10 973.46 931.58 41.88 4.4% 15.63 1.7% 24% False False
20 983.12 931.58 51.54 5.5% 13.34 1.4% 20% False False
40 983.12 896.82 86.30 9.2% 13.21 1.4% 52% False False
60 983.12 893.34 89.78 9.5% 13.95 1.5% 54% False False
80 983.12 893.34 89.78 9.5% 13.42 1.4% 54% False False
100 983.12 840.11 143.01 15.2% 13.02 1.4% 71% False False
120 983.12 811.84 171.28 18.2% 12.66 1.3% 76% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,055.62
2.618 1,018.92
1.618 996.43
1.000 982.53
0.618 973.94
HIGH 960.04
0.618 951.45
0.500 948.80
0.382 946.14
LOW 937.55
0.618 923.65
1.000 915.06
1.618 901.16
2.618 878.67
4.250 841.97
Fisher Pivots for day following 24-Oct-1997
Pivot 1 day 3 day
R1 948.80 955.08
PP 946.41 950.60
S1 944.03 946.12

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

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