S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jan-1998
Day Change Summary
Previous Current
31-Dec-1997 02-Jan-1998 Change Change % Previous Week
Open 971.03 971.98 0.95 0.1% 937.01
High 975.02 975.04 0.02 0.0% 975.04
Low 967.41 965.73 -1.68 -0.2% 936.46
Close 970.43 975.04 4.61 0.5% 975.04
Range 7.61 9.31 1.70 22.3% 38.58
ATR 13.70 13.38 -0.31 -2.3% 0.00
Volume
Daily Pivots for day following 02-Jan-1998
Classic Woodie Camarilla DeMark
R4 999.87 996.76 980.16
R3 990.56 987.45 977.60
R2 981.25 981.25 976.75
R1 978.14 978.14 975.89 979.70
PP 971.94 971.94 971.94 972.71
S1 968.83 968.83 974.19 970.39
S2 962.63 962.63 973.33
S3 953.32 959.52 972.48
S4 944.01 950.21 969.92
Weekly Pivots for week ending 02-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,077.92 1,065.06 996.26
R3 1,039.34 1,026.48 985.65
R2 1,000.76 1,000.76 982.11
R1 987.90 987.90 978.58 994.33
PP 962.18 962.18 962.18 965.40
S1 949.32 949.32 971.50 955.75
S2 923.60 923.60 967.97
S3 885.02 910.74 964.43
S4 846.44 872.16 953.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 975.04 932.70 42.34 4.3% 11.84 1.2% 100% True False
10 975.04 924.92 50.12 5.1% 14.09 1.4% 100% True False
20 986.25 924.92 61.33 6.3% 13.11 1.3% 82% False False
40 986.25 900.61 85.64 8.8% 13.26 1.4% 87% False False
60 986.25 855.27 130.98 13.4% 15.70 1.6% 91% False False
80 986.25 855.27 130.98 13.4% 14.88 1.5% 91% False False
100 986.25 855.27 130.98 13.4% 14.94 1.5% 91% False False
120 986.25 855.27 130.98 13.4% 14.53 1.5% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,014.61
2.618 999.41
1.618 990.10
1.000 984.35
0.618 980.79
HIGH 975.04
0.618 971.48
0.500 970.39
0.382 969.29
LOW 965.73
0.618 959.98
1.000 956.42
1.618 950.67
2.618 941.36
4.250 926.16
Fisher Pivots for day following 02-Jan-1998
Pivot 1 day 3 day
R1 973.49 971.43
PP 971.94 967.81
S1 970.39 964.20

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

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