S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jan-1997
Day Change Summary
Previous Current
31-Dec-1996 02-Jan-1997 Change Change % Previous Week
Open 753.83 740.98 -12.85 -1.7% 749.04
High 753.95 742.81 -11.14 -1.5% 758.75
Low 740.74 729.55 -11.19 -1.5% 743.28
Close 740.74 737.01 -3.73 -0.5% 756.79
Range 13.21 13.26 0.05 0.4% 15.47
ATR 8.76 9.08 0.32 3.7% 0.00
Volume
Daily Pivots for day following 02-Jan-1997
Classic Woodie Camarilla DeMark
R4 776.24 769.88 744.30
R3 762.98 756.62 740.66
R2 749.72 749.72 739.44
R1 743.36 743.36 738.23 739.91
PP 736.46 736.46 736.46 734.73
S1 730.10 730.10 735.79 726.65
S2 723.20 723.20 734.58
S3 709.94 716.84 733.36
S4 696.68 703.58 729.72
Weekly Pivots for week ending 27-Dec-1996
Classic Woodie Camarilla DeMark
R4 799.35 793.54 765.30
R3 783.88 778.07 761.04
R2 768.41 768.41 759.63
R1 762.60 762.60 758.21 765.51
PP 752.94 752.94 752.94 754.39
S1 747.13 747.13 755.37 750.04
S2 737.47 737.47 753.95
S3 722.00 731.66 752.54
S4 706.53 716.19 748.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 759.20 729.55 29.65 4.0% 8.58 1.2% 25% False True
10 759.20 726.04 33.16 4.5% 8.50 1.2% 33% False False
20 759.20 716.69 42.51 5.8% 10.30 1.4% 48% False False
40 762.12 706.73 55.39 7.5% 8.40 1.1% 55% False False
60 762.12 693.34 68.78 9.3% 7.52 1.0% 63% False False
80 762.12 661.55 100.57 13.6% 6.98 0.9% 75% False False
100 762.12 643.97 118.15 16.0% 6.69 0.9% 79% False False
120 762.12 605.88 156.24 21.2% 7.07 1.0% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 799.17
2.618 777.52
1.618 764.26
1.000 756.07
0.618 751.00
HIGH 742.81
0.618 737.74
0.500 736.18
0.382 734.62
LOW 729.55
0.618 721.36
1.000 716.29
1.618 708.10
2.618 694.84
4.250 673.20
Fisher Pivots for day following 02-Jan-1997
Pivot 1 day 3 day
R1 736.73 744.38
PP 736.46 741.92
S1 736.18 739.47

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

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