S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jan-1996
Day Change Summary
Previous Current
02-Jan-1996 03-Jan-1996 Change Change % Previous Week
Open 615.93 620.73 4.80 0.8% 611.96
High 620.74 623.25 2.51 0.4% 615.93
Low 613.17 619.56 6.39 1.0% 611.96
Close 620.73 621.32 0.59 0.1% 615.93
Range 7.57 3.69 -3.88 -51.3% 3.97
ATR 4.52 4.46 -0.06 -1.3% 0.00
Volume
Daily Pivots for day following 03-Jan-1996
Classic Woodie Camarilla DeMark
R4 632.45 630.57 623.35
R3 628.76 626.88 622.33
R2 625.07 625.07 622.00
R1 623.19 623.19 621.66 624.13
PP 621.38 621.38 621.38 621.85
S1 619.50 619.50 620.98 620.44
S2 617.69 617.69 620.64
S3 614.00 615.81 620.31
S4 610.31 612.12 619.29
Weekly Pivots for week ending 29-Dec-1995
Classic Woodie Camarilla DeMark
R4 626.52 625.19 618.11
R3 622.55 621.22 617.02
R2 618.58 618.58 616.66
R1 617.25 617.25 616.29 617.92
PP 614.61 614.61 614.61 614.94
S1 613.28 613.28 615.57 613.95
S2 610.64 610.64 615.20
S3 606.67 609.31 614.84
S4 602.70 605.34 613.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 623.25 612.36 10.89 1.8% 3.98 0.6% 82% True False
10 623.25 605.05 18.20 2.9% 4.53 0.7% 89% True False
20 623.25 605.05 18.20 2.9% 4.66 0.7% 89% True False
40 623.25 584.37 38.88 6.3% 4.15 0.7% 95% True False
60 623.25 571.55 51.70 8.3% 4.40 0.7% 96% True False
80 623.25 571.55 51.70 8.3% 4.27 0.7% 96% True False
100 623.25 553.08 70.17 11.3% 4.12 0.7% 97% True False
120 623.25 542.51 80.74 13.0% 4.21 0.7% 98% True 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 1.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 638.93
2.618 632.91
1.618 629.22
1.000 626.94
0.618 625.53
HIGH 623.25
0.618 621.84
0.500 621.41
0.382 620.97
LOW 619.56
0.618 617.28
1.000 615.87
1.618 613.59
2.618 609.90
4.250 603.88
Fisher Pivots for day following 03-Jan-1996
Pivot 1 day 3 day
R1 621.41 620.15
PP 621.38 618.98
S1 621.35 617.81

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

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