S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Dec-1997
Day Change Summary
Previous Current
29-Dec-1997 30-Dec-1997 Change Change % Previous Week
Open 937.01 953.41 16.40 1.8% 947.48
High 953.95 970.84 16.89 1.8% 956.73
Low 936.46 953.35 16.89 1.8% 932.70
Close 953.35 970.84 17.49 1.8% 936.46
Range 17.49 17.49 0.00 0.0% 24.03
ATR 13.91 14.16 0.26 1.8% 0.00
Volume
Daily Pivots for day following 30-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,017.48 1,011.65 980.46
R3 999.99 994.16 975.65
R2 982.50 982.50 974.05
R1 976.67 976.67 972.44 979.59
PP 965.01 965.01 965.01 966.47
S1 959.18 959.18 969.24 962.10
S2 947.52 947.52 967.63
S3 930.03 941.69 966.03
S4 912.54 924.20 961.22
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
5 970.84 932.70 38.14 3.9% 13.63 1.4% 100% True False
10 974.30 924.92 49.38 5.1% 14.36 1.5% 93% False False
20 986.25 924.92 61.33 6.3% 13.32 1.4% 75% False False
40 986.25 900.61 85.64 8.8% 13.67 1.4% 82% False False
60 986.25 855.27 130.98 13.5% 15.76 1.6% 88% False False
80 986.25 855.27 130.98 13.5% 14.90 1.5% 88% False False
100 986.25 855.27 130.98 13.5% 15.16 1.6% 88% False False
120 986.25 855.27 130.98 13.5% 14.53 1.5% 88% False False
Crabel Price Patterns
NR False
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 1.47
Fibonacci Retracements and Extensions
4.250 1,045.17
2.618 1,016.63
1.618 999.14
1.000 988.33
0.618 981.65
HIGH 970.84
0.618 964.16
0.500 962.10
0.382 960.03
LOW 953.35
0.618 942.54
1.000 935.86
1.618 925.05
2.618 907.56
4.250 879.02
Fisher Pivots for day following 30-Dec-1997
Pivot 1 day 3 day
R1 967.93 964.48
PP 965.01 958.13
S1 962.10 951.77

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

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