S&P500 Cash Index

Trading Metrics calculated at close of trading on 08-Jan-1997

Day Change Summary
	Previous	Current
	07-Jan-1997	08-Jan-1997	Change	Change %	Previous Week
Open	747.52	753.13	5.61	0.8%	757.10
High	753.26	755.72	2.46	0.3%	759.20
Low	742.18	747.71	5.53	0.7%	729.55
Close	753.23	748.41	-4.82	-0.6%	748.03
Range	11.08	8.01	-3.07	-27.7%	29.65
ATR	9.39	9.29	-0.10	-1.0%	0.00
Volume

Daily Pivots for day following 08-Jan-1997
	Classic	Woodie	Camarilla	DeMark
R4	774.64	769.54	752.82
R3	766.63	761.53	750.61
R2	758.62	758.62	749.88
R1	753.52	753.52	749.14	752.07
PP	750.61	750.61	750.61	749.89
S1	745.51	745.51	747.68	744.06
S2	742.60	742.60	746.94
S3	734.59	737.50	746.21
S4	726.58	729.49	744.00

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	755.72	729.55	26.17	3.5%	10.61	1.4%	72%	True	False
10	759.20	729.55	29.65	4.0%	8.68	1.2%	64%	False	False
20	759.20	716.69	42.51	5.7%	10.16	1.4%	75%	False	False
40	762.12	716.69	45.43	6.1%	8.58	1.1%	70%	False	False
60	762.12	696.22	65.90	8.8%	7.79	1.0%	79%	False	False
80	762.12	679.06	83.06	11.1%	7.15	1.0%	83%	False	False
100	762.12	643.97	118.15	15.8%	6.88	0.9%	88%	False	False
120	762.12	616.43	145.69	19.5%	6.89	0.9%	91%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.80
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	789.76
2.618	776.69
1.618	768.68
1.000	763.73
0.618	760.67
HIGH	755.72
0.618	752.66
0.500	751.72
0.382	750.77
LOW	747.71
0.618	742.76
1.000	739.70
1.618	734.75
2.618	726.74
4.250	713.67

Fisher Pivots for day following 08-Jan-1997
Pivot	1 day	3 day
R1	751.72	748.95
PP	750.61	748.77
S1	749.51	748.59

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

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