S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jan-1996
Day Change Summary
Previous Current
30-Jan-1996 31-Jan-1996 Change Change % Previous Week
Open 624.22 630.15 5.93 0.9% 611.83
High 630.29 636.18 5.89 0.9% 621.70
Low 624.22 629.48 5.26 0.8% 610.65
Close 630.15 636.02 5.87 0.9% 621.62
Range 6.07 6.70 0.63 10.4% 11.05
ATR 5.31 5.41 0.10 1.9% 0.00
Volume
Daily Pivots for day following 31-Jan-1996
Classic Woodie Camarilla DeMark
R4 653.99 651.71 639.71
R3 647.29 645.01 637.86
R2 640.59 640.59 637.25
R1 638.31 638.31 636.63 639.45
PP 633.89 633.89 633.89 634.47
S1 631.61 631.61 635.41 632.75
S2 627.19 627.19 634.79
S3 620.49 624.91 634.18
S4 613.79 618.21 632.34
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
5 636.18 615.26 20.92 3.3% 5.11 0.8% 99% True False
10 636.18 604.12 32.06 5.0% 4.83 0.8% 100% True False
20 636.18 597.29 38.89 6.1% 6.08 1.0% 100% True False
40 636.18 597.29 38.89 6.1% 5.37 0.8% 100% True False
60 636.18 584.37 51.81 8.1% 4.80 0.8% 100% True False
80 636.18 571.55 64.63 10.2% 4.82 0.8% 100% True False
100 636.18 571.55 64.63 10.2% 4.63 0.7% 100% True False
120 636.18 553.08 83.10 13.1% 4.45 0.7% 100% True 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 0.71
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 664.66
2.618 653.72
1.618 647.02
1.000 642.88
0.618 640.32
HIGH 636.18
0.618 633.62
0.500 632.83
0.382 632.04
LOW 629.48
0.618 625.34
1.000 622.78
1.618 618.64
2.618 611.94
4.250 601.01
Fisher Pivots for day following 31-Jan-1996
Pivot 1 day 3 day
R1 634.96 633.61
PP 633.89 631.21
S1 632.83 628.80

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

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