S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jan-1996
Day Change Summary
Previous Current
10-Jan-1996 11-Jan-1996 Change Change % Previous Week
Open 609.45 598.48 -10.97 -1.8% 615.93
High 609.45 602.71 -6.74 -1.1% 624.49
Low 597.29 597.54 0.25 0.0% 612.02
Close 598.48 602.69 4.21 0.7% 616.71
Range 12.16 5.17 -6.99 -57.5% 12.47
ATR 5.68 5.64 -0.04 -0.6% 0.00
Volume
Daily Pivots for day following 11-Jan-1996
Classic Woodie Camarilla DeMark
R4 616.49 614.76 605.53
R3 611.32 609.59 604.11
R2 606.15 606.15 603.64
R1 604.42 604.42 603.16 605.29
PP 600.98 600.98 600.98 601.41
S1 599.25 599.25 602.22 600.12
S2 595.81 595.81 601.74
S3 590.64 594.08 601.27
S4 585.47 588.91 599.85
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
5 619.15 597.29 21.86 3.6% 7.18 1.2% 25% False False
10 624.49 597.29 27.20 4.5% 6.44 1.1% 20% False False
20 624.49 597.29 27.20 4.5% 5.79 1.0% 20% False False
40 624.49 588.36 36.13 6.0% 4.79 0.8% 40% False False
60 624.49 572.53 51.96 8.6% 4.63 0.8% 58% False False
80 624.49 571.55 52.94 8.8% 4.57 0.8% 59% False False
100 624.49 555.20 69.29 11.5% 4.35 0.7% 69% False False
120 624.49 553.08 71.41 11.8% 4.29 0.7% 69% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 624.68
2.618 616.25
1.618 611.08
1.000 607.88
0.618 605.91
HIGH 602.71
0.618 600.74
0.500 600.13
0.382 599.51
LOW 597.54
0.618 594.34
1.000 592.37
1.618 589.17
2.618 584.00
4.250 575.57
Fisher Pivots for day following 11-Jan-1996
Pivot 1 day 3 day
R1 601.84 608.22
PP 600.98 606.38
S1 600.13 604.53

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

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