S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jan-1996
Day Change Summary
Previous Current
15-Jan-1996 16-Jan-1996 Change Change % Previous Week
Open 601.81 599.82 -1.99 -0.3% 616.71
High 603.43 608.44 5.01 0.8% 619.15
Low 598.47 599.05 0.58 0.1% 597.29
Close 599.82 608.44 8.62 1.4% 601.81
Range 4.96 9.39 4.43 89.3% 21.86
ATR 5.70 5.97 0.26 4.6% 0.00
Volume
Daily Pivots for day following 16-Jan-1996
Classic Woodie Camarilla DeMark
R4 633.48 630.35 613.60
R3 624.09 620.96 611.02
R2 614.70 614.70 610.16
R1 611.57 611.57 609.30 613.14
PP 605.31 605.31 605.31 606.09
S1 602.18 602.18 607.58 603.75
S2 595.92 595.92 606.72
S3 586.53 592.79 605.86
S4 577.14 583.40 603.28
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
5 609.45 597.29 12.16 2.0% 7.80 1.3% 92% False False
10 624.49 597.29 27.20 4.5% 7.18 1.2% 41% False False
20 624.49 597.29 27.20 4.5% 6.18 1.0% 41% False False
40 624.49 595.42 29.07 4.8% 5.01 0.8% 45% False False
60 624.49 572.53 51.96 8.5% 4.78 0.8% 69% False False
80 624.49 571.55 52.94 8.7% 4.69 0.8% 70% False False
100 624.49 555.20 69.29 11.4% 4.45 0.7% 77% False False
120 624.49 553.08 71.41 11.7% 4.35 0.7% 78% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 648.35
2.618 633.02
1.618 623.63
1.000 617.83
0.618 614.24
HIGH 608.44
0.618 604.85
0.500 603.75
0.382 602.64
LOW 599.05
0.618 593.25
1.000 589.66
1.618 583.86
2.618 574.47
4.250 559.14
Fisher Pivots for day following 16-Jan-1996
Pivot 1 day 3 day
R1 606.88 606.61
PP 605.31 604.78
S1 603.75 602.95

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

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