S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jan-1996
Day Change Summary
Previous Current
29-Dec-1995 02-Jan-1996 Change Change % Previous Week
Open 614.12 615.93 1.81 0.3% 611.96
High 615.93 620.74 4.81 0.8% 615.93
Low 612.36 613.17 0.81 0.1% 611.96
Close 615.93 620.73 4.80 0.8% 615.93
Range 3.57 7.57 4.00 112.0% 3.97
ATR 4.28 4.52 0.23 5.5% 0.00
Volume
Daily Pivots for day following 02-Jan-1996
Classic Woodie Camarilla DeMark
R4 640.92 638.40 624.89
R3 633.35 630.83 622.81
R2 625.78 625.78 622.12
R1 623.26 623.26 621.42 624.52
PP 618.21 618.21 618.21 618.85
S1 615.69 615.69 620.04 616.95
S2 610.64 610.64 619.34
S3 603.07 608.12 618.65
S4 595.50 600.55 616.57
Weekly Pivots for week ending 29-Dec-1995
Classic Woodie Camarilla DeMark
R4 626.52 625.19 618.11
R3 622.55 621.22 617.02
R2 618.58 618.58 616.66
R1 617.25 617.25 616.29 617.92
PP 614.61 614.61 614.61 614.94
S1 613.28 613.28 615.57 613.95
S2 610.64 610.64 615.20
S3 606.67 609.31 614.84
S4 602.70 605.34 613.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 620.74 611.96 8.78 1.4% 3.75 0.6% 100% True False
10 620.74 605.05 15.69 2.5% 5.18 0.8% 100% True False
20 622.88 605.05 17.83 2.9% 4.82 0.8% 88% False False
40 622.88 584.37 38.51 6.2% 4.11 0.7% 94% False False
60 622.88 571.55 51.33 8.3% 4.38 0.7% 96% False False
80 622.88 569.27 53.61 8.6% 4.27 0.7% 96% False False
100 622.88 553.08 69.80 11.2% 4.13 0.7% 97% False False
120 622.88 542.51 80.37 12.9% 4.24 0.7% 97% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.02
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 652.91
2.618 640.56
1.618 632.99
1.000 628.31
0.618 625.42
HIGH 620.74
0.618 617.85
0.500 616.96
0.382 616.06
LOW 613.17
0.618 608.49
1.000 605.60
1.618 600.92
2.618 593.35
4.250 581.00
Fisher Pivots for day following 02-Jan-1996
Pivot 1 day 3 day
R1 619.47 619.34
PP 618.21 617.94
S1 616.96 616.55

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

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