S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jan-1997
Day Change Summary
Previous Current
21-Jan-1997 22-Jan-1997 Change Change % Previous Week
Open 776.51 782.79 6.28 0.8% 759.50
High 783.72 786.23 2.51 0.3% 776.37
Low 772.00 779.56 7.56 1.0% 756.64
Close 782.72 786.23 3.51 0.4% 776.17
Range 11.72 6.67 -5.05 -43.1% 19.73
ATR 8.99 8.82 -0.17 -1.8% 0.00
Volume
Daily Pivots for day following 22-Jan-1997
Classic Woodie Camarilla DeMark
R4 804.02 801.79 789.90
R3 797.35 795.12 788.06
R2 790.68 790.68 787.45
R1 788.45 788.45 786.84 789.57
PP 784.01 784.01 784.01 784.56
S1 781.78 781.78 785.62 782.90
S2 777.34 777.34 785.01
S3 770.67 775.11 784.40
S4 764.00 768.44 782.56
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
5 786.23 765.25 20.98 2.7% 7.55 1.0% 100% True False
10 786.23 746.92 39.31 5.0% 8.57 1.1% 100% True False
20 786.23 729.55 56.68 7.2% 8.63 1.1% 100% True False
40 786.23 716.69 69.54 8.8% 9.42 1.2% 100% True False
60 786.23 696.22 90.01 11.4% 8.29 1.1% 100% True False
80 786.23 684.44 101.79 12.9% 7.58 1.0% 100% True False
100 786.23 643.97 142.26 18.1% 7.28 0.9% 100% True False
120 786.23 643.97 142.26 18.1% 6.92 0.9% 100% True False
Crabel Price Patterns
NR True
NR4 False
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 2.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 814.58
2.618 803.69
1.618 797.02
1.000 792.90
0.618 790.35
HIGH 786.23
0.618 783.68
0.500 782.90
0.382 782.11
LOW 779.56
0.618 775.44
1.000 772.89
1.618 768.77
2.618 762.10
4.250 751.21
Fisher Pivots for day following 22-Jan-1997
Pivot 1 day 3 day
R1 785.12 783.86
PP 784.01 781.49
S1 782.90 779.12

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

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