S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jan-1996
Day Change Summary
Previous Current
17-Jan-1996 18-Jan-1996 Change Change % Previous Week
Open 608.44 606.37 -2.07 -0.3% 616.71
High 609.93 608.27 -1.66 -0.3% 619.15
Low 604.70 604.12 -0.58 -0.1% 597.29
Close 606.37 608.24 1.87 0.3% 601.81
Range 5.23 4.15 -1.08 -20.7% 21.86
ATR 5.91 5.79 -0.13 -2.1% 0.00
Volume
Daily Pivots for day following 18-Jan-1996
Classic Woodie Camarilla DeMark
R4 619.33 617.93 610.52
R3 615.18 613.78 609.38
R2 611.03 611.03 609.00
R1 609.63 609.63 608.62 610.33
PP 606.88 606.88 606.88 607.23
S1 605.48 605.48 607.86 606.18
S2 602.73 602.73 607.48
S3 598.58 601.33 607.10
S4 594.43 597.18 605.96
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% 6.21 1.0% 86% False False
10 619.15 597.29 21.86 3.6% 6.70 1.1% 50% False False
20 624.49 597.29 27.20 4.5% 5.80 1.0% 40% False False
40 624.49 595.42 29.07 4.8% 5.07 0.8% 44% False False
60 624.49 572.53 51.96 8.5% 4.81 0.8% 69% False False
80 624.49 571.55 52.94 8.7% 4.72 0.8% 69% False False
100 624.49 555.74 68.75 11.3% 4.47 0.7% 76% False False
120 624.49 553.08 71.41 11.7% 4.37 0.7% 77% 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 0.97
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 625.91
2.618 619.13
1.618 614.98
1.000 612.42
0.618 610.83
HIGH 608.27
0.618 606.68
0.500 606.20
0.382 605.71
LOW 604.12
0.618 601.56
1.000 599.97
1.618 597.41
2.618 593.26
4.250 586.48
Fisher Pivots for day following 18-Jan-1996
Pivot 1 day 3 day
R1 607.56 606.99
PP 606.88 605.74
S1 606.20 604.49

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

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