S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jan-1996
Day Change Summary
Previous Current
12-Jan-1996 15-Jan-1996 Change Change % Previous Week
Open 602.69 601.81 -0.88 -0.1% 616.71
High 604.80 603.43 -1.37 -0.2% 619.15
Low 597.46 598.47 1.01 0.2% 597.29
Close 601.81 599.82 -1.99 -0.3% 601.81
Range 7.34 4.96 -2.38 -32.4% 21.86
ATR 5.76 5.70 -0.06 -1.0% 0.00
Volume
Daily Pivots for day following 15-Jan-1996
Classic Woodie Camarilla DeMark
R4 615.45 612.60 602.55
R3 610.49 607.64 601.18
R2 605.53 605.53 600.73
R1 602.68 602.68 600.27 601.63
PP 600.57 600.57 600.57 600.05
S1 597.72 597.72 599.37 596.67
S2 595.61 595.61 598.91
S3 590.65 592.76 598.46
S4 585.69 587.80 597.09
Weekly Pivots for week ending 12-Jan-1996
Classic Woodie Camarilla DeMark
R4 671.66 658.60 613.83
R3 649.80 636.74 607.82
R2 627.94 627.94 605.82
R1 614.88 614.88 603.81 610.48
PP 606.08 606.08 606.08 603.89
S1 593.02 593.02 599.81 588.62
S2 584.22 584.22 597.80
S3 562.36 571.16 595.80
S4 540.50 549.30 589.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 619.15 597.29 21.86 3.6% 8.11 1.4% 12% False False
10 624.49 597.29 27.20 4.5% 7.00 1.2% 9% False False
20 624.49 597.29 27.20 4.5% 5.88 1.0% 9% False False
40 624.49 593.52 30.97 5.2% 4.88 0.8% 20% False False
60 624.49 572.53 51.96 8.7% 4.69 0.8% 53% False False
80 624.49 571.55 52.94 8.8% 4.65 0.8% 53% False False
100 624.49 555.20 69.29 11.6% 4.38 0.7% 64% False False
120 624.49 553.08 71.41 11.9% 4.30 0.7% 65% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.27
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 624.51
2.618 616.42
1.618 611.46
1.000 608.39
0.618 606.50
HIGH 603.43
0.618 601.54
0.500 600.95
0.382 600.36
LOW 598.47
0.618 595.40
1.000 593.51
1.618 590.44
2.618 585.48
4.250 577.39
Fisher Pivots for day following 15-Jan-1996
Pivot 1 day 3 day
R1 600.95 601.13
PP 600.57 600.69
S1 600.20 600.26

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

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