S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jan-1998
Day Change Summary
Previous Current
09-Jan-1998 12-Jan-1998 Change Change % Previous Week
Open 955.87 926.64 -29.23 -3.1% 975.41
High 956.06 939.28 -16.78 -1.8% 982.64
Low 921.72 912.83 -8.89 -1.0% 921.72
Close 927.69 939.21 11.52 1.2% 927.69
Range 34.34 26.45 -7.89 -23.0% 60.92
ATR 14.69 15.53 0.84 5.7% 0.00
Volume
Daily Pivots for day following 12-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,009.79 1,000.95 953.76
R3 983.34 974.50 946.48
R2 956.89 956.89 944.06
R1 948.05 948.05 941.63 952.47
PP 930.44 930.44 930.44 932.65
S1 921.60 921.60 936.79 926.02
S2 903.99 903.99 934.36
S3 877.54 895.15 931.94
S4 851.09 868.70 924.66
Weekly Pivots for week ending 09-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,126.78 1,088.15 961.20
R3 1,065.86 1,027.23 944.44
R2 1,004.94 1,004.94 938.86
R1 966.31 966.31 933.27 955.17
PP 944.02 944.02 944.02 938.44
S1 905.39 905.39 922.11 894.25
S2 883.10 883.10 916.52
S3 822.18 844.47 910.94
S4 761.26 783.55 894.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 976.49 912.83 63.66 6.8% 19.49 2.1% 41% False True
10 982.64 912.83 69.81 7.4% 16.30 1.7% 38% False True
20 982.64 912.83 69.81 7.4% 14.93 1.6% 38% False True
40 986.25 900.61 85.64 9.1% 13.95 1.5% 45% False False
60 986.25 855.27 130.98 13.9% 16.58 1.8% 64% False False
80 986.25 855.27 130.98 13.9% 15.07 1.6% 64% False False
100 986.25 855.27 130.98 13.9% 14.99 1.6% 64% False False
120 986.25 855.27 130.98 13.9% 14.77 1.6% 64% 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 2.77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,051.69
2.618 1,008.53
1.618 982.08
1.000 965.73
0.618 955.63
HIGH 939.28
0.618 929.18
0.500 926.06
0.382 922.93
LOW 912.83
0.618 896.48
1.000 886.38
1.618 870.03
2.618 843.58
4.250 800.42
Fisher Pivots for day following 12-Jan-1998
Pivot 1 day 3 day
R1 934.83 938.95
PP 930.44 938.68
S1 926.06 938.42

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

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