S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Nov-1997
Day Change Summary
Previous Current
21-Nov-1997 24-Nov-1997 Change Change % Previous Week
Open 959.03 961.96 2.93 0.3% 929.73
High 964.55 963.09 -1.46 -0.2% 964.55
Low 954.60 945.22 -9.38 -1.0% 928.35
Close 963.09 946.67 -16.42 -1.7% 963.09
Range 9.95 17.87 7.92 79.6% 36.20
ATR 16.71 16.79 0.08 0.5% 0.00
Volume
Daily Pivots for day following 24-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,005.27 993.84 956.50
R3 987.40 975.97 951.58
R2 969.53 969.53 949.95
R1 958.10 958.10 948.31 954.88
PP 951.66 951.66 951.66 950.05
S1 940.23 940.23 945.03 937.01
S2 933.79 933.79 943.39
S3 915.92 922.36 941.76
S4 898.05 904.49 936.84
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
5 964.55 934.83 29.72 3.1% 13.55 1.4% 40% False False
10 964.55 900.61 63.94 6.8% 14.85 1.6% 72% False False
20 964.55 855.27 109.28 11.5% 18.15 1.9% 84% False False
40 983.12 855.27 127.85 13.5% 17.05 1.8% 71% False False
60 983.12 855.27 127.85 13.5% 15.75 1.7% 71% False False
80 983.12 855.27 127.85 13.5% 15.60 1.6% 71% False False
100 983.12 855.27 127.85 13.5% 14.87 1.6% 71% False False
120 983.12 843.36 139.76 14.8% 14.33 1.5% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,039.04
2.618 1,009.87
1.618 992.00
1.000 980.96
0.618 974.13
HIGH 963.09
0.618 956.26
0.500 954.16
0.382 952.05
LOW 945.22
0.618 934.18
1.000 927.35
1.618 916.31
2.618 898.44
4.250 869.27
Fisher Pivots for day following 24-Nov-1997
Pivot 1 day 3 day
R1 954.16 954.57
PP 951.66 951.94
S1 949.17 949.30

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

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