S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Dec-1997
Day Change Summary
Previous Current
28-Nov-1997 01-Dec-1997 Change Change % Previous Week
Open 952.34 955.90 3.56 0.4% 961.96
High 959.13 974.77 15.64 1.6% 963.09
Low 951.64 955.40 3.76 0.4% 944.71
Close 955.40 974.77 19.37 2.0% 955.40
Range 7.49 19.37 11.88 158.6% 18.38
ATR 14.95 15.27 0.32 2.1% 0.00
Volume
Daily Pivots for day following 01-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,026.42 1,019.97 985.42
R3 1,007.05 1,000.60 980.10
R2 987.68 987.68 978.32
R1 981.23 981.23 976.55 984.46
PP 968.31 968.31 968.31 969.93
S1 961.86 961.86 972.99 965.09
S2 948.94 948.94 971.22
S3 929.57 942.49 969.44
S4 910.20 923.12 964.12
Weekly Pivots for week ending 28-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,009.54 1,000.85 965.51
R3 991.16 982.47 960.45
R2 972.78 972.78 958.77
R1 964.09 964.09 957.08 959.25
PP 954.40 954.40 954.40 951.98
S1 945.71 945.71 953.72 940.87
S2 936.02 936.02 952.03
S3 917.64 927.33 950.35
S4 899.26 908.95 945.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 974.77 944.71 30.06 3.1% 12.03 1.2% 100% True False
10 974.77 928.35 46.42 4.8% 13.13 1.3% 100% True False
20 974.77 900.61 74.16 7.6% 14.01 1.4% 100% True False
40 983.12 855.27 127.85 13.1% 16.98 1.7% 93% False False
60 983.12 855.27 127.85 13.1% 15.43 1.6% 93% False False
80 983.12 855.27 127.85 13.1% 15.61 1.6% 93% False False
100 983.12 855.27 127.85 13.1% 14.77 1.5% 93% False False
120 983.12 855.27 127.85 13.1% 14.38 1.5% 93% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.56
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,057.09
2.618 1,025.48
1.618 1,006.11
1.000 994.14
0.618 986.74
HIGH 974.77
0.618 967.37
0.500 965.09
0.382 962.80
LOW 955.40
0.618 943.43
1.000 936.03
1.618 924.06
2.618 904.69
4.250 873.08
Fisher Pivots for day following 01-Dec-1997
Pivot 1 day 3 day
R1 971.54 970.78
PP 968.31 966.79
S1 965.09 962.80

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

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