S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jan-1998
Day Change Summary
Previous Current
16-Jan-1998 20-Jan-1998 Change Change % Previous Week
Open 951.82 962.05 10.23 1.1% 926.64
High 965.11 978.60 13.49 1.4% 965.11
Low 951.82 962.05 10.23 1.1% 912.83
Close 961.51 978.60 17.09 1.8% 961.51
Range 13.29 16.55 3.26 24.5% 52.28
ATR 14.45 14.64 0.19 1.3% 0.00
Volume
Daily Pivots for day following 20-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,022.73 1,017.22 987.70
R3 1,006.18 1,000.67 983.15
R2 989.63 989.63 981.63
R1 984.12 984.12 980.12 986.88
PP 973.08 973.08 973.08 974.46
S1 967.57 967.57 977.08 970.33
S2 956.53 956.53 975.57
S3 939.98 951.02 974.05
S4 923.43 934.47 969.50
Weekly Pivots for week ending 16-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,103.32 1,084.70 990.26
R3 1,051.04 1,032.42 975.89
R2 998.76 998.76 971.09
R1 980.14 980.14 966.30 989.45
PP 946.48 946.48 946.48 951.14
S1 927.86 927.86 956.72 937.17
S2 894.20 894.20 951.93
S3 841.92 875.58 947.13
S4 789.64 823.30 932.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 978.60 939.94 38.66 4.0% 11.91 1.2% 100% True False
10 978.60 912.83 65.77 6.7% 15.70 1.6% 100% True False
20 982.64 912.83 69.81 7.1% 14.83 1.5% 94% False False
40 986.25 912.83 73.42 7.5% 13.53 1.4% 90% False False
60 986.25 855.27 130.98 13.4% 16.17 1.7% 94% False False
80 986.25 855.27 130.98 13.4% 15.10 1.5% 94% False False
100 986.25 855.27 130.98 13.4% 14.81 1.5% 94% False False
120 986.25 855.27 130.98 13.4% 14.85 1.5% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.85
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,048.94
2.618 1,021.93
1.618 1,005.38
1.000 995.15
0.618 988.83
HIGH 978.60
0.618 972.28
0.500 970.33
0.382 968.37
LOW 962.05
0.618 951.82
1.000 945.50
1.618 935.27
2.618 918.72
4.250 891.71
Fisher Pivots for day following 20-Jan-1998
Pivot 1 day 3 day
R1 975.84 973.87
PP 973.08 969.14
S1 970.33 964.41

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

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