S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Dec-1997
Day Change Summary
Previous Current
24-Dec-1997 26-Dec-1997 Change Change % Previous Week
Open 939.73 932.84 -6.89 -0.7% 947.48
High 942.88 939.99 -2.89 -0.3% 956.73
Low 932.70 932.70 0.00 0.0% 932.70
Close 932.70 936.46 3.76 0.4% 936.46
Range 10.18 7.29 -2.89 -28.4% 24.03
ATR 14.12 13.63 -0.49 -3.5% 0.00
Volume
Daily Pivots for day following 26-Dec-1997
Classic Woodie Camarilla DeMark
R4 958.25 954.65 940.47
R3 950.96 947.36 938.46
R2 943.67 943.67 937.80
R1 940.07 940.07 937.13 941.87
PP 936.38 936.38 936.38 937.29
S1 932.78 932.78 935.79 934.58
S2 929.09 929.09 935.12
S3 921.80 925.49 934.46
S4 914.51 918.20 932.45
Weekly Pivots for week ending 26-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,014.05 999.29 949.68
R3 990.02 975.26 943.07
R2 965.99 965.99 940.87
R1 951.23 951.23 938.66 946.60
PP 941.96 941.96 941.96 939.65
S1 927.20 927.20 934.26 922.57
S2 917.93 917.93 932.05
S3 893.90 903.17 929.85
S4 869.87 879.14 923.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 956.73 924.92 31.81 3.4% 14.80 1.6% 36% False False
10 974.30 924.92 49.38 5.3% 13.56 1.4% 23% False False
20 986.25 924.92 61.33 6.5% 12.91 1.4% 19% False False
40 986.25 900.61 85.64 9.1% 13.69 1.5% 42% False False
60 986.25 855.27 130.98 14.0% 15.64 1.7% 62% False False
80 986.25 855.27 130.98 14.0% 14.77 1.6% 62% False False
100 986.25 855.27 130.98 14.0% 15.07 1.6% 62% False False
120 986.25 855.27 130.98 14.0% 14.50 1.5% 62% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.03
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 970.97
2.618 959.08
1.618 951.79
1.000 947.28
0.618 944.50
HIGH 939.99
0.618 937.21
0.500 936.35
0.382 935.48
LOW 932.70
0.618 928.19
1.000 925.41
1.618 920.90
2.618 913.61
4.250 901.72
Fisher Pivots for day following 26-Dec-1997
Pivot 1 day 3 day
R1 936.42 943.58
PP 936.38 941.20
S1 936.35 938.83

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

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