S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Nov-1997
Day Change Summary
Previous Current
07-Nov-1997 10-Nov-1997 Change Change % Previous Week
Open 935.89 927.51 -8.38 -0.9% 915.63
High 935.89 935.90 0.01 0.0% 949.62
Low 915.35 920.26 4.91 0.5% 914.62
Close 927.51 921.13 -6.38 -0.7% 927.51
Range 20.54 15.64 -4.90 -23.9% 35.00
ATR 19.16 18.91 -0.25 -1.3% 0.00
Volume
Daily Pivots for day following 10-Nov-1997
Classic Woodie Camarilla DeMark
R4 972.68 962.55 929.73
R3 957.04 946.91 925.43
R2 941.40 941.40 924.00
R1 931.27 931.27 922.56 928.52
PP 925.76 925.76 925.76 924.39
S1 915.63 915.63 919.70 912.88
S2 910.12 910.12 918.26
S3 894.48 899.99 916.83
S4 878.84 884.35 912.53
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
5 949.62 915.35 34.27 3.7% 13.01 1.4% 17% False False
10 949.62 855.27 94.35 10.2% 21.45 2.3% 70% False False
20 973.38 855.27 118.11 12.8% 21.42 2.3% 56% False False
40 983.12 855.27 127.85 13.9% 16.42 1.8% 52% False False
60 983.12 855.27 127.85 13.9% 15.77 1.7% 52% False False
80 983.12 855.27 127.85 13.9% 15.21 1.7% 52% False False
100 983.12 855.27 127.85 13.9% 14.75 1.6% 52% False False
120 983.12 831.87 151.25 16.4% 13.90 1.5% 59% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,002.37
2.618 976.85
1.618 961.21
1.000 951.54
0.618 945.57
HIGH 935.90
0.618 929.93
0.500 928.08
0.382 926.23
LOW 920.26
0.618 910.59
1.000 904.62
1.618 894.95
2.618 879.31
4.250 853.79
Fisher Pivots for day following 10-Nov-1997
Pivot 1 day 3 day
R1 928.08 929.10
PP 925.76 926.44
S1 923.45 923.79

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

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