S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Nov-1997
Day Change Summary
Previous Current
03-Nov-1997 04-Nov-1997 Change Change % Previous Week
Open 915.63 938.91 23.28 2.5% 940.86
High 939.02 941.40 2.38 0.3% 940.86
Low 914.62 932.66 18.04 2.0% 855.27
Close 938.99 940.76 1.77 0.2% 914.62
Range 24.40 8.74 -15.66 -64.2% 85.59
ATR 21.20 20.31 -0.89 -4.2% 0.00
Volume
Daily Pivots for day following 04-Nov-1997
Classic Woodie Camarilla DeMark
R4 964.49 961.37 945.57
R3 955.75 952.63 943.16
R2 947.01 947.01 942.36
R1 943.89 943.89 941.56 945.45
PP 938.27 938.27 938.27 939.06
S1 935.15 935.15 939.96 936.71
S2 929.53 929.53 939.16
S3 920.79 926.41 938.36
S4 912.05 917.67 935.95
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
5 941.40 903.68 37.72 4.0% 18.07 1.9% 98% True False
10 972.61 855.27 117.34 12.5% 27.60 2.9% 73% False False
20 983.12 855.27 127.85 13.6% 20.58 2.2% 67% False False
40 983.12 855.27 127.85 13.6% 16.49 1.8% 67% False False
60 983.12 855.27 127.85 13.6% 16.06 1.7% 67% False False
80 983.12 855.27 127.85 13.6% 15.17 1.6% 67% False False
100 983.12 855.27 127.85 13.6% 14.52 1.5% 67% False False
120 983.12 826.42 156.70 16.7% 13.82 1.5% 73% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.62
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 978.55
2.618 964.28
1.618 955.54
1.000 950.14
0.618 946.80
HIGH 941.40
0.618 938.06
0.500 937.03
0.382 936.00
LOW 932.66
0.618 927.26
1.000 923.92
1.618 918.52
2.618 909.78
4.250 895.52
Fisher Pivots for day following 04-Nov-1997
Pivot 1 day 3 day
R1 939.52 934.69
PP 938.27 928.61
S1 937.03 922.54

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

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