S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jan-1996
Day Change Summary
Previous Current
23-Jan-1996 24-Jan-1996 Change Change % Previous Week
Open 613.40 612.79 -0.61 -0.1% 601.81
High 613.40 619.96 6.56 1.1% 612.92
Low 610.65 612.79 2.14 0.4% 598.47
Close 612.79 619.96 7.17 1.2% 611.83
Range 2.75 7.17 4.42 160.7% 14.45
ATR 5.38 5.50 0.13 2.4% 0.00
Volume
Daily Pivots for day following 24-Jan-1996
Classic Woodie Camarilla DeMark
R4 639.08 636.69 623.90
R3 631.91 629.52 621.93
R2 624.74 624.74 621.27
R1 622.35 622.35 620.62 623.55
PP 617.57 617.57 617.57 618.17
S1 615.18 615.18 619.30 616.38
S2 610.40 610.40 618.65
S3 603.23 608.01 617.99
S4 596.06 600.84 616.02
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
5 619.96 604.12 15.84 2.6% 4.55 0.7% 100% True False
10 619.96 597.46 22.50 3.6% 5.48 0.9% 100% True False
20 624.49 597.29 27.20 4.4% 5.80 0.9% 83% False False
40 624.49 597.29 27.20 4.4% 5.23 0.8% 83% False False
60 624.49 579.70 44.79 7.2% 4.70 0.8% 90% False False
80 624.49 571.55 52.94 8.5% 4.71 0.8% 91% False False
100 624.49 561.01 63.48 10.2% 4.54 0.7% 93% False False
120 624.49 553.08 71.41 11.5% 4.35 0.7% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 650.43
2.618 638.73
1.618 631.56
1.000 627.13
0.618 624.39
HIGH 619.96
0.618 617.22
0.500 616.38
0.382 615.53
LOW 612.79
0.618 608.36
1.000 605.62
1.618 601.19
2.618 594.02
4.250 582.32
Fisher Pivots for day following 24-Jan-1996
Pivot 1 day 3 day
R1 618.77 618.41
PP 617.57 616.86
S1 616.38 615.31

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

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