S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Dec-1997
Day Change Summary
Previous Current
12-Dec-1997 15-Dec-1997 Change Change % Previous Week
Open 955.17 953.45 -1.72 -0.2% 984.10
High 961.32 965.96 4.64 0.5% 985.67
Low 947.00 953.39 6.39 0.7% 947.00
Close 953.39 963.39 10.00 1.0% 953.39
Range 14.32 12.57 -1.75 -12.2% 38.67
ATR 13.94 13.84 -0.10 -0.7% 0.00
Volume
Daily Pivots for day following 15-Dec-1997
Classic Woodie Camarilla DeMark
R4 998.62 993.58 970.30
R3 986.05 981.01 966.85
R2 973.48 973.48 965.69
R1 968.44 968.44 964.54 970.96
PP 960.91 960.91 960.91 962.18
S1 955.87 955.87 962.24 958.39
S2 948.34 948.34 961.09
S3 935.77 943.30 959.93
S4 923.20 930.73 956.48
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
5 982.37 947.00 35.37 3.7% 13.29 1.4% 46% False False
10 986.25 947.00 39.25 4.1% 12.27 1.3% 42% False False
20 986.25 928.35 57.90 6.0% 12.70 1.3% 61% False False
40 986.25 855.27 130.98 13.6% 16.93 1.8% 83% False False
60 986.25 855.27 130.98 13.6% 15.18 1.6% 83% False False
80 986.25 855.27 130.98 13.6% 14.93 1.5% 83% False False
100 986.25 855.27 130.98 13.6% 14.78 1.5% 83% False False
120 986.25 855.27 130.98 13.6% 14.38 1.5% 83% False False
Crabel Price Patterns
NR True
NR4 True
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 2.80
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,019.38
2.618 998.87
1.618 986.30
1.000 978.53
0.618 973.73
HIGH 965.96
0.618 961.16
0.500 959.68
0.382 958.19
LOW 953.39
0.618 945.62
1.000 940.82
1.618 933.05
2.618 920.48
4.250 899.97
Fisher Pivots for day following 15-Dec-1997
Pivot 1 day 3 day
R1 962.15 961.73
PP 960.91 960.06
S1 959.68 958.40

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

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