S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jan-1997
Day Change Summary
Previous Current
03-Jan-1997 06-Jan-1997 Change Change % Previous Week
Open 737.55 748.18 10.63 1.4% 757.10
High 748.24 753.31 5.07 0.7% 759.20
Low 737.01 743.82 6.81 0.9% 729.55
Close 748.03 747.65 -0.38 -0.1% 748.03
Range 11.23 9.49 -1.74 -15.5% 29.65
ATR 9.24 9.26 0.02 0.2% 0.00
Volume
Daily Pivots for day following 06-Jan-1997
Classic Woodie Camarilla DeMark
R4 776.73 771.68 752.87
R3 767.24 762.19 750.26
R2 757.75 757.75 749.39
R1 752.70 752.70 748.52 750.48
PP 748.26 748.26 748.26 747.15
S1 743.21 743.21 746.78 740.99
S2 738.77 738.77 745.91
S3 729.28 733.72 745.04
S4 719.79 724.23 742.43
Weekly Pivots for week ending 03-Jan-1997
Classic Woodie Camarilla DeMark
R4 834.54 820.94 764.34
R3 804.89 791.29 756.18
R2 775.24 775.24 753.47
R1 761.64 761.64 750.75 753.62
PP 745.59 745.59 745.59 741.58
S1 731.99 731.99 745.31 723.97
S2 715.94 715.94 742.59
S3 686.29 702.34 739.88
S4 656.64 672.69 731.72
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% 10.73 1.4% 61% False False
10 759.20 729.55 29.65 4.0% 8.45 1.1% 61% False False
20 759.20 716.69 42.51 5.7% 10.58 1.4% 73% False False
40 762.12 716.69 45.43 6.1% 8.42 1.1% 68% False False
60 762.12 693.34 68.78 9.2% 7.63 1.0% 79% False False
80 762.12 667.28 94.84 12.7% 7.11 1.0% 85% False False
100 762.12 643.97 118.15 15.8% 6.76 0.9% 88% False False
120 762.12 616.43 145.69 19.5% 6.89 0.9% 90% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 1.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 793.64
2.618 778.15
1.618 768.66
1.000 762.80
0.618 759.17
HIGH 753.31
0.618 749.68
0.500 748.57
0.382 747.45
LOW 743.82
0.618 737.96
1.000 734.33
1.618 728.47
2.618 718.98
4.250 703.49
Fisher Pivots for day following 06-Jan-1997
Pivot 1 day 3 day
R1 748.57 745.58
PP 748.26 743.50
S1 747.96 741.43

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

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