S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Nov-1997
Day Change Summary
Previous Current
04-Nov-1997 05-Nov-1997 Change Change % Previous Week
Open 938.91 941.40 2.49 0.3% 940.86
High 941.40 949.62 8.22 0.9% 940.86
Low 932.66 938.16 5.50 0.6% 855.27
Close 940.76 942.76 2.00 0.2% 914.62
Range 8.74 11.46 2.72 31.1% 85.59
ATR 20.31 19.68 -0.63 -3.1% 0.00
Volume
Daily Pivots for day following 05-Nov-1997
Classic Woodie Camarilla DeMark
R4 977.89 971.79 949.06
R3 966.43 960.33 945.91
R2 954.97 954.97 944.86
R1 948.87 948.87 943.81 951.92
PP 943.51 943.51 943.51 945.04
S1 937.41 937.41 941.71 940.46
S2 932.05 932.05 940.66
S3 920.59 925.95 939.61
S4 909.13 914.49 936.46
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
5 949.62 903.68 45.94 4.9% 16.09 1.7% 85% True False
10 968.49 855.27 113.22 12.0% 28.05 3.0% 77% False False
20 974.72 855.27 119.45 12.7% 20.43 2.2% 73% False False
40 983.12 855.27 127.85 13.6% 16.41 1.7% 68% False False
60 983.12 855.27 127.85 13.6% 15.96 1.7% 68% False False
80 983.12 855.27 127.85 13.6% 15.16 1.6% 68% False False
100 983.12 855.27 127.85 13.6% 14.60 1.5% 68% False False
120 983.12 826.42 156.70 16.6% 13.81 1.5% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.92
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 998.33
2.618 979.62
1.618 968.16
1.000 961.08
0.618 956.70
HIGH 949.62
0.618 945.24
0.500 943.89
0.382 942.54
LOW 938.16
0.618 931.08
1.000 926.70
1.618 919.62
2.618 908.16
4.250 889.46
Fisher Pivots for day following 05-Nov-1997
Pivot 1 day 3 day
R1 943.89 939.21
PP 943.51 935.67
S1 943.14 932.12

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

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