S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Nov-1997
Day Change Summary
Previous Current
20-Nov-1997 21-Nov-1997 Change Change % Previous Week
Open 944.90 959.03 14.13 1.5% 929.73
High 961.83 964.55 2.72 0.3% 964.55
Low 944.59 954.60 10.01 1.1% 928.35
Close 958.98 963.09 4.11 0.4% 963.09
Range 17.24 9.95 -7.29 -42.3% 36.20
ATR 17.23 16.71 -0.52 -3.0% 0.00
Volume
Daily Pivots for day following 21-Nov-1997
Classic Woodie Camarilla DeMark
R4 990.60 986.79 968.56
R3 980.65 976.84 965.83
R2 970.70 970.70 964.91
R1 966.89 966.89 964.00 968.80
PP 960.75 960.75 960.75 961.70
S1 956.94 956.94 962.18 958.85
S2 950.80 950.80 961.27
S3 940.85 946.99 960.35
S4 930.90 937.04 957.62
Weekly Pivots for week ending 21-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,060.60 1,048.04 983.00
R3 1,024.40 1,011.84 973.05
R2 988.20 988.20 969.73
R1 975.64 975.64 966.41 981.92
PP 952.00 952.00 952.00 955.14
S1 939.44 939.44 959.77 945.72
S2 915.80 915.80 956.45
S3 879.60 903.24 953.14
S4 843.40 867.04 943.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 964.55 928.35 36.20 3.8% 14.23 1.5% 96% True False
10 964.55 900.61 63.94 6.6% 14.63 1.5% 98% True False
20 964.55 855.27 109.28 11.3% 20.46 2.1% 99% True False
40 983.12 855.27 127.85 13.3% 16.90 1.8% 84% False False
60 983.12 855.27 127.85 13.3% 15.63 1.6% 84% False False
80 983.12 855.27 127.85 13.3% 15.58 1.6% 84% False False
100 983.12 855.27 127.85 13.3% 14.83 1.5% 84% False False
120 983.12 840.11 143.01 14.8% 14.26 1.5% 86% 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 2.88
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,006.84
2.618 990.60
1.618 980.65
1.000 974.50
0.618 970.70
HIGH 964.55
0.618 960.75
0.500 959.58
0.382 958.40
LOW 954.60
0.618 948.45
1.000 944.65
1.618 938.50
2.618 928.55
4.250 912.31
Fisher Pivots for day following 21-Nov-1997
Pivot 1 day 3 day
R1 961.92 958.62
PP 960.75 954.16
S1 959.58 949.69

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

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