S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Nov-1997
Day Change Summary
Previous Current
19-Nov-1997 20-Nov-1997 Change Change % Previous Week
Open 937.75 944.90 7.15 0.8% 927.51
High 947.28 961.83 14.55 1.5% 935.90
Low 934.83 944.59 9.76 1.0% 900.61
Close 944.59 958.98 14.39 1.5% 928.35
Range 12.45 17.24 4.79 38.5% 35.29
ATR 17.22 17.23 0.00 0.0% 0.00
Volume
Daily Pivots for day following 20-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,006.85 1,000.16 968.46
R3 989.61 982.92 963.72
R2 972.37 972.37 962.14
R1 965.68 965.68 960.56 969.03
PP 955.13 955.13 955.13 956.81
S1 948.44 948.44 957.40 951.79
S2 937.89 937.89 955.82
S3 920.65 931.20 954.24
S4 903.41 913.96 949.50
Weekly Pivots for week ending 14-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,027.49 1,013.21 947.76
R3 992.20 977.92 938.05
R2 956.91 956.91 934.82
R1 942.63 942.63 931.58 949.77
PP 921.62 921.62 921.62 925.19
S1 907.34 907.34 925.12 914.48
S2 886.33 886.33 921.88
S3 851.04 872.05 918.65
S4 815.75 836.76 908.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 961.83 915.34 46.49 4.8% 15.26 1.6% 94% True False
10 961.83 900.61 61.22 6.4% 15.69 1.6% 95% True False
20 961.83 855.27 106.56 11.1% 21.09 2.2% 97% True False
40 983.12 855.27 127.85 13.3% 16.87 1.8% 81% False False
60 983.12 855.27 127.85 13.3% 15.75 1.6% 81% False False
80 983.12 855.27 127.85 13.3% 15.57 1.6% 81% False False
100 983.12 855.27 127.85 13.3% 14.86 1.5% 81% False False
120 983.12 838.82 144.30 15.0% 14.23 1.5% 83% 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 2.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,035.10
2.618 1,006.96
1.618 989.72
1.000 979.07
0.618 972.48
HIGH 961.83
0.618 955.24
0.500 953.21
0.382 951.18
LOW 944.59
0.618 933.94
1.000 927.35
1.618 916.70
2.618 899.46
4.250 871.32
Fisher Pivots for day following 20-Nov-1997
Pivot 1 day 3 day
R1 957.06 955.43
PP 955.13 951.88
S1 953.21 948.33

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

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