S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Oct-1997
Day Change Summary
Previous Current
24-Oct-1997 27-Oct-1997 Change Change % Previous Week
Open 951.59 940.86 -10.73 -1.1% 944.57
High 960.04 940.86 -19.18 -2.0% 972.61
Low 937.55 876.77 -60.78 -6.5% 937.55
Close 941.64 876.98 -64.66 -6.9% 941.64
Range 22.49 64.09 41.60 185.0% 35.06
ATR 14.27 17.89 3.61 25.3% 0.00
Volume
Daily Pivots for day following 27-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,090.47 1,047.82 912.23
R3 1,026.38 983.73 894.60
R2 962.29 962.29 888.73
R1 919.64 919.64 882.85 908.92
PP 898.20 898.20 898.20 892.85
S1 855.55 855.55 871.11 844.83
S2 834.11 834.11 865.23
S3 770.02 791.46 859.36
S4 705.93 727.37 841.73
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
5 972.61 876.77 95.84 10.9% 26.96 3.1% 0% False True
10 973.38 876.77 96.61 11.0% 21.39 2.4% 0% False True
20 983.12 876.77 106.35 12.1% 15.95 1.8% 0% False True
40 983.12 876.77 106.35 12.1% 14.55 1.7% 0% False True
60 983.12 876.77 106.35 12.1% 14.75 1.7% 0% False True
80 983.12 876.77 106.35 12.1% 14.05 1.6% 0% False True
100 983.12 843.36 139.76 15.9% 13.57 1.5% 24% False False
120 983.12 811.84 171.28 19.5% 13.09 1.5% 38% 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 3.74
Widest range in 4534 trading days
Fibonacci Retracements and Extensions
4.250 1,213.24
2.618 1,108.65
1.618 1,044.56
1.000 1,004.95
0.618 980.47
HIGH 940.86
0.618 916.38
0.500 908.82
0.382 901.25
LOW 876.77
0.618 837.16
1.000 812.68
1.618 773.07
2.618 708.98
4.250 604.39
Fisher Pivots for day following 27-Oct-1997
Pivot 1 day 3 day
R1 908.82 922.63
PP 898.20 907.41
S1 887.59 892.20

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

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