S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jan-1996
Day Change Summary
Previous Current
04-Jan-1996 05-Jan-1996 Change Change % Previous Week
Open 621.32 617.70 -3.62 -0.6% 615.93
High 624.49 617.70 -6.79 -1.1% 624.49
Low 613.96 612.02 -1.94 -0.3% 612.02
Close 617.70 616.71 -0.99 -0.2% 616.71
Range 10.53 5.68 -4.85 -46.1% 12.47
ATR 4.89 4.95 0.06 1.2% 0.00
Volume
Daily Pivots for day following 05-Jan-1996
Classic Woodie Camarilla DeMark
R4 632.52 630.29 619.83
R3 626.84 624.61 618.27
R2 621.16 621.16 617.75
R1 618.93 618.93 617.23 617.21
PP 615.48 615.48 615.48 614.61
S1 613.25 613.25 616.19 611.53
S2 609.80 609.80 615.67
S3 604.12 607.57 615.15
S4 598.44 601.89 613.59
Weekly Pivots for week ending 05-Jan-1996
Classic Woodie Camarilla DeMark
R4 655.15 648.40 623.57
R3 642.68 635.93 620.14
R2 630.21 630.21 619.00
R1 623.46 623.46 617.85 626.84
PP 617.74 617.74 617.74 619.43
S1 610.99 610.99 615.57 614.37
S2 605.27 605.27 614.42
S3 592.80 598.52 613.28
S4 580.33 586.05 609.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 624.49 612.02 12.47 2.0% 6.21 1.0% 38% False True
10 624.49 605.94 18.55 3.0% 4.63 0.8% 58% False False
20 624.49 605.05 19.44 3.2% 4.98 0.8% 60% False False
40 624.49 586.32 38.17 6.2% 4.40 0.7% 80% False False
60 624.49 572.53 51.96 8.4% 4.33 0.7% 85% False False
80 624.49 571.55 52.94 8.6% 4.40 0.7% 85% False False
100 624.49 555.20 69.29 11.2% 4.18 0.7% 89% False False
120 624.49 542.51 81.98 13.3% 4.30 0.7% 91% 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 1.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 641.84
2.618 632.57
1.618 626.89
1.000 623.38
0.618 621.21
HIGH 617.70
0.618 615.53
0.500 614.86
0.382 614.19
LOW 612.02
0.618 608.51
1.000 606.34
1.618 602.83
2.618 597.15
4.250 587.88
Fisher Pivots for day following 05-Jan-1996
Pivot 1 day 3 day
R1 616.09 618.26
PP 615.48 617.74
S1 614.86 617.23

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

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