S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Nov-1997
Day Change Summary
Previous Current
05-Nov-1997 06-Nov-1997 Change Change % Previous Week
Open 941.40 942.77 1.37 0.1% 940.86
High 949.62 942.85 -6.77 -0.7% 940.86
Low 938.16 934.16 -4.00 -0.4% 855.27
Close 942.76 938.03 -4.73 -0.5% 914.62
Range 11.46 8.69 -2.77 -24.2% 85.59
ATR 19.68 18.89 -0.78 -4.0% 0.00
Volume
Daily Pivots for day following 06-Nov-1997
Classic Woodie Camarilla DeMark
R4 964.42 959.91 942.81
R3 955.73 951.22 940.42
R2 947.04 947.04 939.62
R1 942.53 942.53 938.83 940.44
PP 938.35 938.35 938.35 937.30
S1 933.84 933.84 937.23 931.75
S2 929.66 929.66 936.44
S3 920.97 925.15 935.64
S4 912.28 916.46 933.25
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% 13.91 1.5% 75% False False
10 960.04 855.27 104.77 11.2% 26.49 2.8% 79% False False
20 973.46 855.27 118.19 12.6% 20.30 2.2% 70% False False
40 983.12 855.27 127.85 13.6% 16.21 1.7% 65% False False
60 983.12 855.27 127.85 13.6% 15.79 1.7% 65% False False
80 983.12 855.27 127.85 13.6% 15.10 1.6% 65% False False
100 983.12 855.27 127.85 13.6% 14.57 1.6% 65% False False
120 983.12 826.42 156.70 16.7% 13.83 1.5% 71% 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 4.92
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 979.78
2.618 965.60
1.618 956.91
1.000 951.54
0.618 948.22
HIGH 942.85
0.618 939.53
0.500 938.51
0.382 937.48
LOW 934.16
0.618 928.79
1.000 925.47
1.618 920.10
2.618 911.41
4.250 897.23
Fisher Pivots for day following 06-Nov-1997
Pivot 1 day 3 day
R1 938.51 941.14
PP 938.35 940.10
S1 938.19 939.07

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

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