S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Nov-1997
Day Change Summary
Previous Current
31-Oct-1997 03-Nov-1997 Change Change % Previous Week
Open 905.67 915.63 9.96 1.1% 940.86
High 919.93 939.02 19.09 2.1% 940.86
Low 903.68 914.62 10.94 1.2% 855.27
Close 914.62 938.99 24.37 2.7% 914.62
Range 16.25 24.40 8.15 50.2% 85.59
ATR 20.95 21.20 0.25 1.2% 0.00
Volume
Daily Pivots for day following 03-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,004.08 995.93 952.41
R3 979.68 971.53 945.70
R2 955.28 955.28 943.46
R1 947.13 947.13 941.23 951.21
PP 930.88 930.88 930.88 932.91
S1 922.73 922.73 936.75 926.81
S2 906.48 906.48 934.52
S3 882.08 898.33 932.28
S4 857.68 873.93 925.57
Weekly Pivots for week ending 31-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,160.35 1,123.08 961.69
R3 1,074.76 1,037.49 938.16
R2 989.17 989.17 930.31
R1 951.90 951.90 922.47 927.74
PP 903.58 903.58 903.58 891.51
S1 866.31 866.31 906.77 842.15
S2 817.99 817.99 898.93
S3 732.40 780.72 891.08
S4 646.81 695.13 867.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.02 855.27 83.75 8.9% 29.89 3.2% 100% True False
10 972.61 855.27 117.34 12.5% 28.42 3.0% 71% False False
20 983.12 855.27 127.85 13.6% 20.70 2.2% 65% False False
40 983.12 855.27 127.85 13.6% 16.57 1.8% 65% False False
60 983.12 855.27 127.85 13.6% 16.13 1.7% 65% False False
80 983.12 855.27 127.85 13.6% 15.18 1.6% 65% False False
100 983.12 855.27 127.85 13.6% 14.55 1.5% 65% False False
120 983.12 826.42 156.70 16.7% 13.83 1.5% 72% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.52
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,042.72
2.618 1,002.90
1.618 978.50
1.000 963.42
0.618 954.10
HIGH 939.02
0.618 929.70
0.500 926.82
0.382 923.94
LOW 914.62
0.618 899.54
1.000 890.22
1.618 875.14
2.618 850.74
4.250 810.92
Fisher Pivots for day following 03-Nov-1997
Pivot 1 day 3 day
R1 934.93 933.11
PP 930.88 927.23
S1 926.82 921.35

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

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