S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Dec-1997
Day Change Summary
Previous Current
11-Dec-1997 12-Dec-1997 Change Change % Previous Week
Open 968.42 955.17 -13.25 -1.4% 984.10
High 969.79 961.32 -8.47 -0.9% 985.67
Low 951.89 947.00 -4.89 -0.5% 947.00
Close 954.94 953.39 -1.55 -0.2% 953.39
Range 17.90 14.32 -3.58 -20.0% 38.67
ATR 13.91 13.94 0.03 0.2% 0.00
Volume
Daily Pivots for day following 12-Dec-1997
Classic Woodie Camarilla DeMark
R4 996.86 989.45 961.27
R3 982.54 975.13 957.33
R2 968.22 968.22 956.02
R1 960.81 960.81 954.70 957.36
PP 953.90 953.90 953.90 952.18
S1 946.49 946.49 952.08 943.04
S2 939.58 939.58 950.76
S3 925.26 932.17 949.45
S4 910.94 917.85 945.51
Weekly Pivots for week ending 12-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,078.03 1,054.38 974.66
R3 1,039.36 1,015.71 964.02
R2 1,000.69 1,000.69 960.48
R1 977.04 977.04 956.93 969.53
PP 962.02 962.02 962.02 958.27
S1 938.37 938.37 949.85 930.86
S2 923.35 923.35 946.30
S3 884.68 899.70 942.76
S4 846.01 861.03 932.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 985.67 947.00 38.67 4.1% 12.00 1.3% 17% False True
10 986.25 947.00 39.25 4.1% 12.95 1.4% 16% False True
20 986.25 915.34 70.91 7.4% 12.83 1.3% 54% False False
40 986.25 855.27 130.98 13.7% 17.21 1.8% 75% False False
60 986.25 855.27 130.98 13.7% 15.11 1.6% 75% False False
80 986.25 855.27 130.98 13.7% 15.00 1.6% 75% False False
100 986.25 855.27 130.98 13.7% 14.80 1.6% 75% False False
120 986.25 855.27 130.98 13.7% 14.44 1.5% 75% False 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 2.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,022.18
2.618 998.81
1.618 984.49
1.000 975.64
0.618 970.17
HIGH 961.32
0.618 955.85
0.500 954.16
0.382 952.47
LOW 947.00
0.618 938.15
1.000 932.68
1.618 923.83
2.618 909.51
4.250 886.14
Fisher Pivots for day following 12-Dec-1997
Pivot 1 day 3 day
R1 954.16 961.39
PP 953.90 958.72
S1 953.65 956.06

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

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