S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jan-1996
Day Change Summary
Previous Current
19-Jan-1996 22-Jan-1996 Change Change % Previous Week
Open 608.24 611.83 3.59 0.6% 601.81
High 612.92 613.45 0.53 0.1% 612.92
Low 606.76 610.95 4.19 0.7% 598.47
Close 611.83 613.40 1.57 0.3% 611.83
Range 6.16 2.50 -3.66 -59.4% 14.45
ATR 5.82 5.58 -0.24 -4.1% 0.00
Volume
Daily Pivots for day following 22-Jan-1996
Classic Woodie Camarilla DeMark
R4 620.10 619.25 614.78
R3 617.60 616.75 614.09
R2 615.10 615.10 613.86
R1 614.25 614.25 613.63 614.68
PP 612.60 612.60 612.60 612.81
S1 611.75 611.75 613.17 612.18
S2 610.10 610.10 612.94
S3 607.60 609.25 612.71
S4 605.10 606.75 612.03
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
5 613.45 599.05 14.40 2.3% 5.49 0.9% 100% True False
10 619.15 597.29 21.86 3.6% 6.80 1.1% 74% False False
20 624.49 597.29 27.20 4.4% 5.58 0.9% 59% False False
40 624.49 597.29 27.20 4.4% 5.11 0.8% 59% False False
60 624.49 572.53 51.96 8.5% 4.81 0.8% 79% False False
80 624.49 571.55 52.94 8.6% 4.69 0.8% 79% False False
100 624.49 559.49 65.00 10.6% 4.48 0.7% 83% False False
120 624.49 553.08 71.41 11.6% 4.37 0.7% 84% 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 1.19
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 624.08
2.618 620.00
1.618 617.50
1.000 615.95
0.618 615.00
HIGH 613.45
0.618 612.50
0.500 612.20
0.382 611.91
LOW 610.95
0.618 609.41
1.000 608.45
1.618 606.91
2.618 604.41
4.250 600.33
Fisher Pivots for day following 22-Jan-1996
Pivot 1 day 3 day
R1 613.00 611.86
PP 612.60 610.32
S1 612.20 608.79

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

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