S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jan-1996
Day Change Summary
Previous Current
09-Jan-1996 10-Jan-1996 Change Change % Previous Week
Open 618.46 609.45 -9.01 -1.5% 615.93
High 619.15 609.45 -9.70 -1.6% 624.49
Low 608.21 597.29 -10.92 -1.8% 612.02
Close 609.45 598.48 -10.97 -1.8% 616.71
Range 10.94 12.16 1.22 11.2% 12.47
ATR 5.18 5.68 0.50 9.6% 0.00
Volume
Daily Pivots for day following 10-Jan-1996
Classic Woodie Camarilla DeMark
R4 638.22 630.51 605.17
R3 626.06 618.35 601.82
R2 613.90 613.90 600.71
R1 606.19 606.19 599.59 603.97
PP 601.74 601.74 601.74 600.63
S1 594.03 594.03 597.37 591.81
S2 589.58 589.58 596.25
S3 577.42 581.87 595.14
S4 565.26 569.71 591.79
Weekly Pivots for week ending 05-Jan-1996
Classic Woodie Camarilla DeMark
R4 655.15 648.40 623.57
R3 642.68 635.93 620.14
R2 630.21 630.21 619.00
R1 623.46 623.46 617.85 626.84
PP 617.74 617.74 617.74 619.43
S1 610.99 610.99 615.57 614.37
S2 605.27 605.27 614.42
S3 592.80 598.52 613.28
S4 580.33 586.05 609.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 624.49 597.29 27.20 4.5% 8.26 1.4% 4% False True
10 624.49 597.29 27.20 4.5% 6.12 1.0% 4% False True
20 624.49 597.29 27.20 4.5% 5.62 0.9% 4% False True
40 624.49 588.36 36.13 6.0% 4.74 0.8% 28% False False
60 624.49 572.53 51.96 8.7% 4.58 0.8% 50% False False
80 624.49 571.55 52.94 8.8% 4.56 0.8% 51% False False
100 624.49 555.20 69.29 11.6% 4.33 0.7% 62% False False
120 624.49 550.91 73.58 12.3% 4.28 0.7% 65% 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 1.13
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 661.13
2.618 641.28
1.618 629.12
1.000 621.61
0.618 616.96
HIGH 609.45
0.618 604.80
0.500 603.37
0.382 601.94
LOW 597.29
0.618 589.78
1.000 585.13
1.618 577.62
2.618 565.46
4.250 545.61
Fisher Pivots for day following 10-Jan-1996
Pivot 1 day 3 day
R1 603.37 608.22
PP 601.74 604.97
S1 600.11 601.73

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

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