S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Dec-1997
Day Change Summary
Previous Current
19-Dec-1997 22-Dec-1997 Change Change % Previous Week
Open 954.23 947.48 -6.75 -0.7% 953.45
High 955.30 956.73 1.43 0.1% 974.30
Low 924.92 946.25 21.33 2.3% 924.92
Close 946.78 953.70 6.92 0.7% 946.78
Range 30.38 10.48 -19.90 -65.5% 49.38
ATR 14.62 14.33 -0.30 -2.0% 0.00
Volume
Daily Pivots for day following 22-Dec-1997
Classic Woodie Camarilla DeMark
R4 983.67 979.16 959.46
R3 973.19 968.68 956.58
R2 962.71 962.71 955.62
R1 958.20 958.20 954.66 960.46
PP 952.23 952.23 952.23 953.35
S1 947.72 947.72 952.74 949.98
S2 941.75 941.75 951.78
S3 931.27 937.24 950.82
S4 920.79 926.76 947.94
Weekly Pivots for week ending 19-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,096.81 1,071.17 973.94
R3 1,047.43 1,021.79 960.36
R2 998.05 998.05 955.83
R1 972.41 972.41 951.31 960.54
PP 948.67 948.67 948.67 942.73
S1 923.03 923.03 942.25 911.16
S2 899.29 899.29 937.73
S3 849.91 873.65 933.20
S4 800.53 824.27 919.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 974.30 924.92 49.38 5.2% 15.10 1.6% 58% False False
10 982.37 924.92 57.45 6.0% 14.20 1.5% 50% False False
20 986.25 924.92 61.33 6.4% 12.92 1.4% 47% False False
40 986.25 855.27 130.98 13.7% 16.69 1.8% 75% False False
60 986.25 855.27 130.98 13.7% 15.57 1.6% 75% False False
80 986.25 855.27 130.98 13.7% 14.95 1.6% 75% False False
100 986.25 855.27 130.98 13.7% 15.05 1.6% 75% False False
120 986.25 855.27 130.98 13.7% 14.51 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 2.02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,001.27
2.618 984.17
1.618 973.69
1.000 967.21
0.618 963.21
HIGH 956.73
0.618 952.73
0.500 951.49
0.382 950.25
LOW 946.25
0.618 939.77
1.000 935.77
1.618 929.29
2.618 918.81
4.250 901.71
Fisher Pivots for day following 22-Dec-1997
Pivot 1 day 3 day
R1 952.96 950.88
PP 952.23 948.05
S1 951.49 945.23

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

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