S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Nov-1997
Day Change Summary
Previous Current
12-Nov-1997 13-Nov-1997 Change Change % Previous Week
Open 922.72 906.90 -15.82 -1.7% 915.63
High 923.88 917.79 -6.09 -0.7% 949.62
Low 905.34 900.61 -4.73 -0.5% 914.62
Close 905.96 916.66 10.70 1.2% 927.51
Range 18.54 17.18 -1.36 -7.3% 35.00
ATR 18.21 18.13 -0.07 -0.4% 0.00
Volume
Daily Pivots for day following 13-Nov-1997
Classic Woodie Camarilla DeMark
R4 963.23 957.12 926.11
R3 946.05 939.94 921.38
R2 928.87 928.87 919.81
R1 922.76 922.76 918.23 925.82
PP 911.69 911.69 911.69 913.21
S1 905.58 905.58 915.09 908.64
S2 894.51 894.51 913.51
S3 877.33 888.40 911.94
S4 860.15 871.22 907.21
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
5 935.90 900.61 35.29 3.8% 16.11 1.8% 45% False True
10 949.62 900.61 49.01 5.3% 15.01 1.6% 33% False True
20 972.61 855.27 117.34 12.8% 21.58 2.4% 52% False False
40 983.12 855.27 127.85 13.9% 16.25 1.8% 48% False False
60 983.12 855.27 127.85 13.9% 15.72 1.7% 48% False False
80 983.12 855.27 127.85 13.9% 15.29 1.7% 48% False False
100 983.12 855.27 127.85 13.9% 14.77 1.6% 48% False False
120 983.12 831.87 151.25 16.5% 14.01 1.5% 56% 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 2.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 990.81
2.618 962.77
1.618 945.59
1.000 934.97
0.618 928.41
HIGH 917.79
0.618 911.23
0.500 909.20
0.382 907.17
LOW 900.61
0.618 889.99
1.000 883.43
1.618 872.81
2.618 855.63
4.250 827.60
Fisher Pivots for day following 13-Nov-1997
Pivot 1 day 3 day
R1 914.17 915.92
PP 911.69 915.19
S1 909.20 914.45

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

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