S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Oct-1997
Day Change Summary
Previous Current
29-Oct-1997 30-Oct-1997 Change Change % Previous Week
Open 921.44 916.70 -4.74 -0.5% 944.57
High 935.24 923.28 -11.96 -1.3% 972.61
Low 913.88 903.68 -10.20 -1.1% 937.55
Close 919.16 903.68 -15.48 -1.7% 941.64
Range 21.36 19.60 -1.76 -8.2% 35.06
ATR 21.45 21.32 -0.13 -0.6% 0.00
Volume
Daily Pivots for day following 30-Oct-1997
Classic Woodie Camarilla DeMark
R4 969.01 955.95 914.46
R3 949.41 936.35 909.07
R2 929.81 929.81 907.27
R1 916.75 916.75 905.48 913.48
PP 910.21 910.21 910.21 908.58
S1 897.15 897.15 901.88 893.88
S2 890.61 890.61 900.09
S3 871.01 877.55 898.29
S4 851.41 857.95 892.90
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
5 960.04 855.27 104.77 11.6% 39.07 4.3% 46% False False
10 972.61 855.27 117.34 13.0% 28.15 3.1% 41% False False
20 983.12 855.27 127.85 14.1% 20.14 2.2% 38% False False
40 983.12 855.27 127.85 14.1% 16.14 1.8% 38% False False
60 983.12 855.27 127.85 14.1% 16.10 1.8% 38% False False
80 983.12 855.27 127.85 14.1% 14.91 1.6% 38% False False
100 983.12 855.27 127.85 14.1% 14.35 1.6% 38% False False
120 983.12 826.42 156.70 17.3% 13.63 1.5% 49% 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 5.58
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,006.58
2.618 974.59
1.618 954.99
1.000 942.88
0.618 935.39
HIGH 923.28
0.618 915.79
0.500 913.48
0.382 911.17
LOW 903.68
0.618 891.57
1.000 884.08
1.618 871.97
2.618 852.37
4.250 820.38
Fisher Pivots for day following 30-Oct-1997
Pivot 1 day 3 day
R1 913.48 900.87
PP 910.21 898.06
S1 906.95 895.26

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

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