S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jan-1996
Day Change Summary
Previous Current
25-Jan-1996 26-Jan-1996 Change Change % Previous Week
Open 619.96 617.03 -2.93 -0.5% 611.83
High 620.15 621.70 1.55 0.2% 621.70
Low 616.62 615.26 -1.36 -0.2% 610.65
Close 617.03 621.62 4.59 0.7% 621.62
Range 3.53 6.44 2.91 82.4% 11.05
ATR 5.36 5.44 0.08 1.4% 0.00
Volume
Daily Pivots for day following 26-Jan-1996
Classic Woodie Camarilla DeMark
R4 638.85 636.67 625.16
R3 632.41 630.23 623.39
R2 625.97 625.97 622.80
R1 623.79 623.79 622.21 624.88
PP 619.53 619.53 619.53 620.07
S1 617.35 617.35 621.03 618.44
S2 613.09 613.09 620.44
S3 606.65 610.91 619.85
S4 600.21 604.47 618.08
Weekly Pivots for week ending 26-Jan-1996
Classic Woodie Camarilla DeMark
R4 651.14 647.43 627.70
R3 640.09 636.38 624.66
R2 629.04 629.04 623.65
R1 625.33 625.33 622.63 627.19
PP 617.99 617.99 617.99 618.92
S1 614.28 614.28 620.61 616.14
S2 606.94 606.94 619.59
S3 595.89 603.23 618.58
S4 584.84 592.18 615.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621.70 610.65 11.05 1.8% 4.48 0.7% 99% True False
10 621.70 598.47 23.23 3.7% 5.23 0.8% 100% True False
20 624.49 597.29 27.20 4.4% 6.05 1.0% 89% False False
40 624.49 597.29 27.20 4.4% 5.31 0.9% 89% False False
60 624.49 581.04 43.45 7.0% 4.71 0.8% 93% False False
80 624.49 571.55 52.94 8.5% 4.73 0.8% 95% False False
100 624.49 569.00 55.49 8.9% 4.55 0.7% 95% False False
120 624.49 553.08 71.41 11.5% 4.40 0.7% 96% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 649.07
2.618 638.56
1.618 632.12
1.000 628.14
0.618 625.68
HIGH 621.70
0.618 619.24
0.500 618.48
0.382 617.72
LOW 615.26
0.618 611.28
1.000 608.82
1.618 604.84
2.618 598.40
4.250 587.89
Fisher Pivots for day following 26-Jan-1996
Pivot 1 day 3 day
R1 620.57 620.16
PP 619.53 618.70
S1 618.48 617.25

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

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