S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jan-1996
Day Change Summary
Previous Current
03-Jan-1996 04-Jan-1996 Change Change % Previous Week
Open 620.73 621.32 0.59 0.1% 611.96
High 623.25 624.49 1.24 0.2% 615.93
Low 619.56 613.96 -5.60 -0.9% 611.96
Close 621.32 617.70 -3.62 -0.6% 615.93
Range 3.69 10.53 6.84 185.4% 3.97
ATR 4.46 4.89 0.43 9.7% 0.00
Volume
Daily Pivots for day following 04-Jan-1996
Classic Woodie Camarilla DeMark
R4 650.31 644.53 623.49
R3 639.78 634.00 620.60
R2 629.25 629.25 619.63
R1 623.47 623.47 618.67 621.10
PP 618.72 618.72 618.72 617.53
S1 612.94 612.94 616.73 610.57
S2 608.19 608.19 615.77
S3 597.66 602.41 614.80
S4 587.13 591.88 611.91
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
5 624.49 612.36 12.13 2.0% 5.69 0.9% 44% True False
10 624.49 605.93 18.56 3.0% 4.90 0.8% 63% True False
20 624.49 605.05 19.44 3.1% 4.92 0.8% 65% True False
40 624.49 584.37 40.12 6.5% 4.36 0.7% 83% True False
60 624.49 571.55 52.94 8.6% 4.48 0.7% 87% True False
80 624.49 571.55 52.94 8.6% 4.37 0.7% 87% True False
100 624.49 554.76 69.73 11.3% 4.17 0.7% 90% True False
120 624.49 542.51 81.98 13.3% 4.28 0.7% 92% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.28
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 669.24
2.618 652.06
1.618 641.53
1.000 635.02
0.618 631.00
HIGH 624.49
0.618 620.47
0.500 619.23
0.382 617.98
LOW 613.96
0.618 607.45
1.000 603.43
1.618 596.92
2.618 586.39
4.250 569.21
Fisher Pivots for day following 04-Jan-1996
Pivot 1 day 3 day
R1 619.23 618.83
PP 618.72 618.45
S1 618.21 618.08

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

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