S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jan-1996
Day Change Summary
Previous Current
08-Jan-1996 09-Jan-1996 Change Change % Previous Week
Open 616.71 618.46 1.75 0.3% 615.93
High 618.46 619.15 0.69 0.1% 624.49
Low 616.49 608.21 -8.28 -1.3% 612.02
Close 618.46 609.45 -9.01 -1.5% 616.71
Range 1.97 10.94 8.97 455.3% 12.47
ATR 4.73 5.18 0.44 9.4% 0.00
Volume
Daily Pivots for day following 09-Jan-1996
Classic Woodie Camarilla DeMark
R4 645.09 638.21 615.47
R3 634.15 627.27 612.46
R2 623.21 623.21 611.46
R1 616.33 616.33 610.45 614.30
PP 612.27 612.27 612.27 611.26
S1 605.39 605.39 608.45 603.36
S2 601.33 601.33 607.44
S3 590.39 594.45 606.44
S4 579.45 583.51 603.43
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
5 624.49 608.21 16.28 2.7% 6.56 1.1% 8% False True
10 624.49 608.21 16.28 2.7% 5.16 0.8% 8% False True
20 624.49 605.05 19.44 3.2% 5.20 0.9% 23% False False
40 624.49 588.36 36.13 5.9% 4.51 0.7% 58% False False
60 624.49 572.53 51.96 8.5% 4.45 0.7% 71% False False
80 624.49 571.55 52.94 8.7% 4.44 0.7% 72% False False
100 624.49 555.20 69.29 11.4% 4.23 0.7% 78% False False
120 624.49 549.10 75.39 12.4% 4.22 0.7% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.13
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 665.65
2.618 647.79
1.618 636.85
1.000 630.09
0.618 625.91
HIGH 619.15
0.618 614.97
0.500 613.68
0.382 612.39
LOW 608.21
0.618 601.45
1.000 597.27
1.618 590.51
2.618 579.57
4.250 561.72
Fisher Pivots for day following 09-Jan-1996
Pivot 1 day 3 day
R1 613.68 613.68
PP 612.27 612.27
S1 610.86 610.86

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

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