S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jan-1996
Day Change Summary
Previous Current
29-Jan-1996 30-Jan-1996 Change Change % Previous Week
Open 621.62 624.22 2.60 0.4% 611.83
High 624.22 630.29 6.07 1.0% 621.70
Low 621.42 624.22 2.80 0.5% 610.65
Close 624.22 630.15 5.93 0.9% 621.62
Range 2.80 6.07 3.27 116.8% 11.05
ATR 5.25 5.31 0.06 1.1% 0.00
Volume
Daily Pivots for day following 30-Jan-1996
Classic Woodie Camarilla DeMark
R4 646.43 644.36 633.49
R3 640.36 638.29 631.82
R2 634.29 634.29 631.26
R1 632.22 632.22 630.71 633.26
PP 628.22 628.22 628.22 628.74
S1 626.15 626.15 629.59 627.19
S2 622.15 622.15 629.04
S3 616.08 620.08 628.48
S4 610.01 614.01 626.81
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
5 630.29 612.79 17.50 2.8% 5.20 0.8% 99% True False
10 630.29 604.12 26.17 4.2% 4.68 0.7% 99% True False
20 630.29 597.29 33.00 5.2% 5.93 0.9% 100% True False
40 630.29 597.29 33.00 5.2% 5.38 0.9% 100% True False
60 630.29 584.37 45.92 7.3% 4.72 0.7% 100% True False
80 630.29 571.55 58.74 9.3% 4.77 0.8% 100% True False
100 630.29 569.27 61.02 9.7% 4.60 0.7% 100% True False
120 630.29 553.08 77.21 12.3% 4.43 0.7% 100% True 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 0.79
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 656.09
2.618 646.18
1.618 640.11
1.000 636.36
0.618 634.04
HIGH 630.29
0.618 627.97
0.500 627.26
0.382 626.54
LOW 624.22
0.618 620.47
1.000 618.15
1.618 614.40
2.618 608.33
4.250 598.42
Fisher Pivots for day following 30-Jan-1996
Pivot 1 day 3 day
R1 629.19 627.69
PP 628.22 625.23
S1 627.26 622.78

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

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