S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jan-1997
Day Change Summary
Previous Current
16-Jan-1997 17-Jan-1997 Change Change % Previous Week
Open 767.89 769.75 1.86 0.2% 759.50
High 772.05 776.37 4.32 0.6% 776.37
Low 765.25 769.72 4.47 0.6% 756.64
Close 769.75 776.17 6.42 0.8% 776.17
Range 6.80 6.65 -0.15 -2.2% 19.73
ATR 9.18 9.00 -0.18 -2.0% 0.00
Volume
Daily Pivots for day following 17-Jan-1997
Classic Woodie Camarilla DeMark
R4 794.04 791.75 779.83
R3 787.39 785.10 778.00
R2 780.74 780.74 777.39
R1 778.45 778.45 776.78 779.60
PP 774.09 774.09 774.09 774.66
S1 771.80 771.80 775.56 772.95
S2 767.44 767.44 774.95
S3 760.79 765.15 774.34
S4 754.14 758.50 772.51
Weekly Pivots for week ending 17-Jan-1997
Classic Woodie Camarilla DeMark
R4 828.92 822.27 787.02
R3 809.19 802.54 781.60
R2 789.46 789.46 779.79
R1 782.81 782.81 777.98 786.14
PP 769.73 769.73 769.73 771.39
S1 763.08 763.08 774.36 766.41
S2 750.00 750.00 772.55
S3 730.27 743.35 770.74
S4 710.54 723.62 765.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 776.37 756.64 19.73 2.5% 7.88 1.0% 99% True False
10 776.37 742.18 34.19 4.4% 9.00 1.2% 99% True False
20 776.37 729.55 46.82 6.0% 8.98 1.2% 100% True False
40 776.37 716.69 59.68 7.7% 9.23 1.2% 100% True False
60 776.37 696.22 80.15 10.3% 8.16 1.1% 100% True False
80 776.37 683.73 92.64 11.9% 7.44 1.0% 100% True False
100 776.37 643.97 132.40 17.1% 7.20 0.9% 100% True False
120 776.37 629.22 147.15 19.0% 6.91 0.9% 100% True 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 2.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 804.63
2.618 793.78
1.618 787.13
1.000 783.02
0.618 780.48
HIGH 776.37
0.618 773.83
0.500 773.05
0.382 772.26
LOW 769.72
0.618 765.61
1.000 763.07
1.618 758.96
2.618 752.31
4.250 741.46
Fisher Pivots for day following 17-Jan-1997
Pivot 1 day 3 day
R1 775.13 774.13
PP 774.09 772.09
S1 773.05 770.05

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

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