S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jan-1996
Day Change Summary
Previous Current
22-Jan-1996 23-Jan-1996 Change Change % Previous Week
Open 611.83 613.40 1.57 0.3% 601.81
High 613.45 613.40 -0.05 0.0% 612.92
Low 610.95 610.65 -0.30 0.0% 598.47
Close 613.40 612.79 -0.61 -0.1% 611.83
Range 2.50 2.75 0.25 10.0% 14.45
ATR 5.58 5.38 -0.20 -3.6% 0.00
Volume
Daily Pivots for day following 23-Jan-1996
Classic Woodie Camarilla DeMark
R4 620.53 619.41 614.30
R3 617.78 616.66 613.55
R2 615.03 615.03 613.29
R1 613.91 613.91 613.04 613.10
PP 612.28 612.28 612.28 611.87
S1 611.16 611.16 612.54 610.35
S2 609.53 609.53 612.29
S3 606.78 608.41 612.03
S4 604.03 605.66 611.28
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
5 613.45 604.12 9.33 1.5% 4.16 0.7% 93% False False
10 613.45 597.29 16.16 2.6% 5.98 1.0% 96% False False
20 624.49 597.29 27.20 4.4% 5.57 0.9% 57% False False
40 624.49 597.29 27.20 4.4% 5.13 0.8% 57% False False
60 624.49 573.21 51.28 8.4% 4.69 0.8% 77% False False
80 624.49 571.55 52.94 8.6% 4.66 0.8% 78% False False
100 624.49 560.49 64.00 10.4% 4.48 0.7% 82% False False
120 624.49 553.08 71.41 11.7% 4.33 0.7% 84% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 625.09
2.618 620.60
1.618 617.85
1.000 616.15
0.618 615.10
HIGH 613.40
0.618 612.35
0.500 612.03
0.382 611.70
LOW 610.65
0.618 608.95
1.000 607.90
1.618 606.20
2.618 603.45
4.250 598.96
Fisher Pivots for day following 23-Jan-1996
Pivot 1 day 3 day
R1 612.54 611.90
PP 612.28 611.00
S1 612.03 610.11

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

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