S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Dec-1997
Day Change Summary
Previous Current
03-Dec-1997 04-Dec-1997 Change Change % Previous Week
Open 971.08 977.21 6.13 0.6% 961.96
High 980.81 983.36 2.55 0.3% 963.09
Low 966.16 971.37 5.21 0.5% 944.71
Close 976.77 973.10 -3.67 -0.4% 955.40
Range 14.65 11.99 -2.66 -18.2% 18.38
ATR 14.64 14.45 -0.19 -1.3% 0.00
Volume
Daily Pivots for day following 04-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,011.91 1,004.50 979.69
R3 999.92 992.51 976.40
R2 987.93 987.93 975.30
R1 980.52 980.52 974.20 978.23
PP 975.94 975.94 975.94 974.80
S1 968.53 968.53 972.00 966.24
S2 963.95 963.95 970.90
S3 951.96 956.54 969.80
S4 939.97 944.55 966.51
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
5 983.36 951.64 31.72 3.3% 11.98 1.2% 68% True False
10 983.36 944.59 38.77 4.0% 12.04 1.2% 74% True False
20 983.36 900.61 82.75 8.5% 13.43 1.4% 88% True False
40 983.36 855.27 128.09 13.2% 16.93 1.7% 92% True False
60 983.36 855.27 128.09 13.2% 15.42 1.6% 92% True False
80 983.36 855.27 128.09 13.2% 15.33 1.6% 92% True False
100 983.36 855.27 128.09 13.2% 14.82 1.5% 92% True False
120 983.36 855.27 128.09 13.2% 14.40 1.5% 92% True 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 2.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,034.32
2.618 1,014.75
1.618 1,002.76
1.000 995.35
0.618 990.77
HIGH 983.36
0.618 978.78
0.500 977.37
0.382 975.95
LOW 971.37
0.618 963.96
1.000 959.38
1.618 951.97
2.618 939.98
4.250 920.41
Fisher Pivots for day following 04-Dec-1997
Pivot 1 day 3 day
R1 977.37 974.76
PP 975.94 974.21
S1 974.52 973.65

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

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