S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Oct-1997
Day Change Summary
Previous Current
28-Oct-1997 29-Oct-1997 Change Change % Previous Week
Open 873.10 921.44 48.34 5.5% 944.57
High 923.09 935.24 12.15 1.3% 972.61
Low 855.27 913.88 58.61 6.9% 937.55
Close 921.85 919.16 -2.69 -0.3% 941.64
Range 67.82 21.36 -46.46 -68.5% 35.06
ATR 21.46 21.45 -0.01 0.0% 0.00
Volume
Daily Pivots for day following 29-Oct-1997
Classic Woodie Camarilla DeMark
R4 986.84 974.36 930.91
R3 965.48 953.00 925.03
R2 944.12 944.12 923.08
R1 931.64 931.64 921.12 927.20
PP 922.76 922.76 922.76 920.54
S1 910.28 910.28 917.20 905.84
S2 901.40 901.40 915.24
S3 880.04 888.92 913.29
S4 858.68 867.56 907.41
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
5 968.49 855.27 113.22 12.3% 40.02 4.4% 56% False False
10 973.38 855.27 118.11 12.8% 28.45 3.1% 54% False False
20 983.12 855.27 127.85 13.9% 19.54 2.1% 50% False False
40 983.12 855.27 127.85 13.9% 15.85 1.7% 50% False False
60 983.12 855.27 127.85 13.9% 15.99 1.7% 50% False False
80 983.12 855.27 127.85 13.9% 14.91 1.6% 50% False False
100 983.12 855.27 127.85 13.9% 14.23 1.5% 50% False False
120 983.12 824.78 158.34 17.2% 13.59 1.5% 60% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5.64
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,026.02
2.618 991.16
1.618 969.80
1.000 956.60
0.618 948.44
HIGH 935.24
0.618 927.08
0.500 924.56
0.382 922.04
LOW 913.88
0.618 900.68
1.000 892.52
1.618 879.32
2.618 857.96
4.250 823.10
Fisher Pivots for day following 29-Oct-1997
Pivot 1 day 3 day
R1 924.56 912.13
PP 922.76 905.10
S1 920.96 898.07

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

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