S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jan-1997
Day Change Summary
Previous Current
14-Jan-1997 15-Jan-1997 Change Change % Previous Week
Open 759.89 768.96 9.07 1.2% 748.18
High 772.04 770.95 -1.09 -0.1% 759.65
Low 759.51 763.72 4.21 0.6% 742.18
Close 768.86 767.20 -1.66 -0.2% 759.50
Range 12.53 7.23 -5.30 -42.3% 17.47
ATR 9.53 9.36 -0.16 -1.7% 0.00
Volume
Daily Pivots for day following 15-Jan-1997
Classic Woodie Camarilla DeMark
R4 788.98 785.32 771.18
R3 781.75 778.09 769.19
R2 774.52 774.52 768.53
R1 770.86 770.86 767.86 769.08
PP 767.29 767.29 767.29 766.40
S1 763.63 763.63 766.54 761.85
S2 760.06 760.06 765.87
S3 752.83 756.40 765.21
S4 745.60 749.17 763.22
Weekly Pivots for week ending 10-Jan-1997
Classic Woodie Camarilla DeMark
R4 806.19 800.31 769.11
R3 788.72 782.84 764.30
R2 771.25 771.25 762.70
R1 765.37 765.37 761.10 768.31
PP 753.78 753.78 753.78 755.25
S1 747.90 747.90 757.90 750.84
S2 736.31 736.31 756.30
S3 718.84 730.43 754.70
S4 701.37 712.96 749.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 772.04 746.92 25.12 3.3% 9.59 1.3% 81% False False
10 772.04 729.55 42.49 5.5% 10.10 1.3% 89% False False
20 772.04 716.69 55.35 7.2% 9.19 1.2% 91% False False
40 772.04 716.69 55.35 7.2% 9.15 1.2% 91% False False
60 772.04 696.22 75.82 9.9% 8.13 1.1% 94% False False
80 772.04 681.01 91.03 11.9% 7.44 1.0% 95% False False
100 772.04 643.97 128.07 16.7% 7.16 0.9% 96% False False
120 772.04 629.22 142.82 18.6% 6.89 0.9% 97% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 801.68
2.618 789.88
1.618 782.65
1.000 778.18
0.618 775.42
HIGH 770.95
0.618 768.19
0.500 767.34
0.382 766.48
LOW 763.72
0.618 759.25
1.000 756.49
1.618 752.02
2.618 744.79
4.250 732.99
Fisher Pivots for day following 15-Jan-1997
Pivot 1 day 3 day
R1 767.34 766.25
PP 767.29 765.29
S1 767.25 764.34

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

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