S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jan-1996
Day Change Summary
Previous Current
16-Jan-1996 17-Jan-1996 Change Change % Previous Week
Open 599.82 608.44 8.62 1.4% 616.71
High 608.44 609.93 1.49 0.2% 619.15
Low 599.05 604.70 5.65 0.9% 597.29
Close 608.44 606.37 -2.07 -0.3% 601.81
Range 9.39 5.23 -4.16 -44.3% 21.86
ATR 5.97 5.91 -0.05 -0.9% 0.00
Volume
Daily Pivots for day following 17-Jan-1996
Classic Woodie Camarilla DeMark
R4 622.69 619.76 609.25
R3 617.46 614.53 607.81
R2 612.23 612.23 607.33
R1 609.30 609.30 606.85 608.15
PP 607.00 607.00 607.00 606.43
S1 604.07 604.07 605.89 602.92
S2 601.77 601.77 605.41
S3 596.54 598.84 604.93
S4 591.31 593.61 603.49
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
5 609.93 597.46 12.47 2.1% 6.42 1.1% 71% True False
10 624.49 597.29 27.20 4.5% 7.34 1.2% 33% False False
20 624.49 597.29 27.20 4.5% 5.93 1.0% 33% False False
40 624.49 595.42 29.07 4.8% 5.07 0.8% 38% False False
60 624.49 572.53 51.96 8.6% 4.80 0.8% 65% False False
80 624.49 571.55 52.94 8.7% 4.70 0.8% 66% False False
100 624.49 555.74 68.75 11.3% 4.47 0.7% 74% False False
120 624.49 553.08 71.41 11.8% 4.37 0.7% 75% 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 1.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 632.16
2.618 623.62
1.618 618.39
1.000 615.16
0.618 613.16
HIGH 609.93
0.618 607.93
0.500 607.32
0.382 606.70
LOW 604.70
0.618 601.47
1.000 599.47
1.618 596.24
2.618 591.01
4.250 582.47
Fisher Pivots for day following 17-Jan-1996
Pivot 1 day 3 day
R1 607.32 605.65
PP 607.00 604.92
S1 606.69 604.20

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

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