S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jan-1997
Day Change Summary
Previous Current
27-Jan-1997 28-Jan-1997 Change Change % Previous Week
Open 770.75 765.92 -4.83 -0.6% 776.30
High 771.43 776.32 4.89 0.6% 794.67
Low 764.18 761.75 -2.43 -0.3% 768.17
Close 765.02 765.02 0.00 0.0% 770.52
Range 7.25 14.57 7.32 101.0% 26.50
ATR 9.36 9.73 0.37 4.0% 0.00
Volume
Daily Pivots for day following 28-Jan-1997
Classic Woodie Camarilla DeMark
R4 811.41 802.78 773.03
R3 796.84 788.21 769.03
R2 782.27 782.27 767.69
R1 773.64 773.64 766.36 770.67
PP 767.70 767.70 767.70 766.21
S1 759.07 759.07 763.68 756.10
S2 753.13 753.13 762.35
S3 738.56 744.50 761.01
S4 723.99 729.93 757.01
Weekly Pivots for week ending 24-Jan-1997
Classic Woodie Camarilla DeMark
R4 857.29 840.40 785.10
R3 830.79 813.90 777.81
R2 804.29 804.29 775.38
R1 787.40 787.40 772.95 782.60
PP 777.79 777.79 777.79 775.38
S1 760.90 760.90 768.09 756.10
S2 751.29 751.29 765.66
S3 724.79 734.40 763.23
S4 698.29 707.90 755.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.67 761.75 32.92 4.3% 11.31 1.5% 10% False True
10 794.67 761.75 32.92 4.3% 9.49 1.2% 10% False True
20 794.67 729.55 65.12 8.5% 10.09 1.3% 54% False False
40 794.67 716.69 77.98 10.2% 10.03 1.3% 62% False False
60 794.67 701.30 93.37 12.2% 8.71 1.1% 68% False False
80 794.67 692.78 101.89 13.3% 7.98 1.0% 71% False False
100 794.67 649.44 145.23 19.0% 7.50 1.0% 80% False False
120 794.67 643.97 150.70 19.7% 7.10 0.9% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.81
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 838.24
2.618 814.46
1.618 799.89
1.000 790.89
0.618 785.32
HIGH 776.32
0.618 770.75
0.500 769.04
0.382 767.32
LOW 761.75
0.618 752.75
1.000 747.18
1.618 738.18
2.618 723.61
4.250 699.83
Fisher Pivots for day following 28-Jan-1997
Pivot 1 day 3 day
R1 769.04 769.98
PP 767.70 768.33
S1 766.36 766.67

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

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