S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Dec-1997
Day Change Summary
Previous Current
23-Dec-1997 24-Dec-1997 Change Change % Previous Week
Open 953.74 939.73 -14.01 -1.5% 953.45
High 954.45 942.88 -11.57 -1.2% 974.30
Low 938.77 932.70 -6.07 -0.6% 924.92
Close 939.08 932.70 -6.38 -0.7% 946.78
Range 15.68 10.18 -5.50 -35.1% 49.38
ATR 14.42 14.12 -0.30 -2.1% 0.00
Volume
Daily Pivots for day following 24-Dec-1997
Classic Woodie Camarilla DeMark
R4 966.63 959.85 938.30
R3 956.45 949.67 935.50
R2 946.27 946.27 934.57
R1 939.49 939.49 933.63 937.79
PP 936.09 936.09 936.09 935.25
S1 929.31 929.31 931.77 927.61
S2 925.91 925.91 930.83
S3 915.73 919.13 929.90
S4 905.55 908.95 927.10
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
5 965.54 924.92 40.62 4.4% 16.34 1.8% 19% False False
10 974.30 924.92 49.38 5.3% 14.62 1.6% 16% False False
20 986.25 924.92 61.33 6.6% 12.83 1.4% 13% False False
40 986.25 900.61 85.64 9.2% 14.04 1.5% 37% False False
60 986.25 855.27 130.98 14.0% 15.67 1.7% 59% False False
80 986.25 855.27 130.98 14.0% 14.79 1.6% 59% False False
100 986.25 855.27 130.98 14.0% 15.05 1.6% 59% False False
120 986.25 855.27 130.98 14.0% 14.50 1.6% 59% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 986.15
2.618 969.53
1.618 959.35
1.000 953.06
0.618 949.17
HIGH 942.88
0.618 938.99
0.500 937.79
0.382 936.59
LOW 932.70
0.618 926.41
1.000 922.52
1.618 916.23
2.618 906.05
4.250 889.44
Fisher Pivots for day following 24-Dec-1997
Pivot 1 day 3 day
R1 937.79 944.72
PP 936.09 940.71
S1 934.40 936.71

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

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