S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Jan-1996
Day Change Summary
Previous Current
18-Jan-1996 19-Jan-1996 Change Change % Previous Week
Open 606.37 608.24 1.87 0.3% 601.81
High 608.27 612.92 4.65 0.8% 612.92
Low 604.12 606.76 2.64 0.4% 598.47
Close 608.24 611.83 3.59 0.6% 611.83
Range 4.15 6.16 2.01 48.4% 14.45
ATR 5.79 5.82 0.03 0.5% 0.00
Volume
Daily Pivots for day following 19-Jan-1996
Classic Woodie Camarilla DeMark
R4 628.98 626.57 615.22
R3 622.82 620.41 613.52
R2 616.66 616.66 612.96
R1 614.25 614.25 612.39 615.46
PP 610.50 610.50 610.50 611.11
S1 608.09 608.09 611.27 609.30
S2 604.34 604.34 610.70
S3 598.18 601.93 610.14
S4 592.02 595.77 608.44
Weekly Pivots for week ending 19-Jan-1996
Classic Woodie Camarilla DeMark
R4 651.09 645.91 619.78
R3 636.64 631.46 615.80
R2 622.19 622.19 614.48
R1 617.01 617.01 613.15 619.60
PP 607.74 607.74 607.74 609.04
S1 602.56 602.56 610.51 605.15
S2 593.29 593.29 609.18
S3 578.84 588.11 607.86
S4 564.39 573.66 603.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 612.92 598.47 14.45 2.4% 5.98 1.0% 92% True False
10 619.15 597.29 21.86 3.6% 6.75 1.1% 67% False False
20 624.49 597.29 27.20 4.4% 5.69 0.9% 53% False False
40 624.49 597.29 27.20 4.4% 5.11 0.8% 53% False False
60 624.49 572.53 51.96 8.5% 4.87 0.8% 76% False False
80 624.49 571.55 52.94 8.7% 4.75 0.8% 76% False False
100 624.49 555.74 68.75 11.2% 4.49 0.7% 82% False False
120 624.49 553.08 71.41 11.7% 4.40 0.7% 82% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 639.10
2.618 629.05
1.618 622.89
1.000 619.08
0.618 616.73
HIGH 612.92
0.618 610.57
0.500 609.84
0.382 609.11
LOW 606.76
0.618 602.95
1.000 600.60
1.618 596.79
2.618 590.63
4.250 580.58
Fisher Pivots for day following 19-Jan-1996
Pivot 1 day 3 day
R1 611.17 610.73
PP 610.50 609.62
S1 609.84 608.52

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

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