S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Nov-1997
Day Change Summary
Previous Current
06-Nov-1997 07-Nov-1997 Change Change % Previous Week
Open 942.77 935.89 -6.88 -0.7% 915.63
High 942.85 935.89 -6.96 -0.7% 949.62
Low 934.16 915.35 -18.81 -2.0% 914.62
Close 938.03 927.51 -10.52 -1.1% 927.51
Range 8.69 20.54 11.85 136.4% 35.00
ATR 18.89 19.16 0.27 1.4% 0.00
Volume
Daily Pivots for day following 07-Nov-1997
Classic Woodie Camarilla DeMark
R4 987.87 978.23 938.81
R3 967.33 957.69 933.16
R2 946.79 946.79 931.28
R1 937.15 937.15 929.39 931.70
PP 926.25 926.25 926.25 923.53
S1 916.61 916.61 925.63 911.16
S2 905.71 905.71 923.74
S3 885.17 896.07 921.86
S4 864.63 875.53 916.21
Weekly Pivots for week ending 07-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,035.58 1,016.55 946.76
R3 1,000.58 981.55 937.14
R2 965.58 965.58 933.93
R1 946.55 946.55 930.72 956.07
PP 930.58 930.58 930.58 935.34
S1 911.55 911.55 924.30 921.07
S2 895.58 895.58 921.09
S3 860.58 876.55 917.89
S4 825.58 841.55 908.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949.62 914.62 35.00 3.8% 14.77 1.6% 37% False False
10 949.62 855.27 94.35 10.2% 26.30 2.8% 77% False False
20 973.46 855.27 118.19 12.7% 20.96 2.3% 61% False False
40 983.12 855.27 127.85 13.8% 16.27 1.8% 57% False False
60 983.12 855.27 127.85 13.8% 15.91 1.7% 57% False False
80 983.12 855.27 127.85 13.8% 15.25 1.6% 57% False False
100 983.12 855.27 127.85 13.8% 14.70 1.6% 57% False False
120 983.12 831.87 151.25 16.3% 13.87 1.5% 63% 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 4.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,023.19
2.618 989.66
1.618 969.12
1.000 956.43
0.618 948.58
HIGH 935.89
0.618 928.04
0.500 925.62
0.382 923.20
LOW 915.35
0.618 902.66
1.000 894.81
1.618 882.12
2.618 861.58
4.250 828.06
Fisher Pivots for day following 07-Nov-1997
Pivot 1 day 3 day
R1 926.88 932.49
PP 926.25 930.83
S1 925.62 929.17

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

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