S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jan-1996
Day Change Summary
Previous Current
05-Jan-1996 08-Jan-1996 Change Change % Previous Week
Open 617.70 616.71 -0.99 -0.2% 615.93
High 617.70 618.46 0.76 0.1% 624.49
Low 612.02 616.49 4.47 0.7% 612.02
Close 616.71 618.46 1.75 0.3% 616.71
Range 5.68 1.97 -3.71 -65.3% 12.47
ATR 4.95 4.73 -0.21 -4.3% 0.00
Volume
Daily Pivots for day following 08-Jan-1996
Classic Woodie Camarilla DeMark
R4 623.71 623.06 619.54
R3 621.74 621.09 619.00
R2 619.77 619.77 618.82
R1 619.12 619.12 618.64 619.45
PP 617.80 617.80 617.80 617.97
S1 617.15 617.15 618.28 617.48
S2 615.83 615.83 618.10
S3 613.86 615.18 617.92
S4 611.89 613.21 617.38
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% 5.89 1.0% 52% False False
10 624.49 610.45 14.04 2.3% 4.37 0.7% 57% False False
20 624.49 605.05 19.44 3.1% 4.83 0.8% 69% False False
40 624.49 588.36 36.13 5.8% 4.31 0.7% 83% False False
60 624.49 572.53 51.96 8.4% 4.32 0.7% 88% False False
80 624.49 571.55 52.94 8.6% 4.37 0.7% 89% False False
100 624.49 555.20 69.29 11.2% 4.15 0.7% 91% False False
120 624.49 542.51 81.98 13.3% 4.26 0.7% 93% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.06
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 626.83
2.618 623.62
1.618 621.65
1.000 620.43
0.618 619.68
HIGH 618.46
0.618 617.71
0.500 617.48
0.382 617.24
LOW 616.49
0.618 615.27
1.000 614.52
1.618 613.30
2.618 611.33
4.250 608.12
Fisher Pivots for day following 08-Jan-1996
Pivot 1 day 3 day
R1 618.13 618.39
PP 617.80 618.32
S1 617.48 618.26

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

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