S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jan-1996
Day Change Summary
Previous Current
11-Jan-1996 12-Jan-1996 Change Change % Previous Week
Open 598.48 602.69 4.21 0.7% 616.71
High 602.71 604.80 2.09 0.3% 619.15
Low 597.54 597.46 -0.08 0.0% 597.29
Close 602.69 601.81 -0.88 -0.1% 601.81
Range 5.17 7.34 2.17 42.0% 21.86
ATR 5.64 5.76 0.12 2.2% 0.00
Volume
Daily Pivots for day following 12-Jan-1996
Classic Woodie Camarilla DeMark
R4 623.38 619.93 605.85
R3 616.04 612.59 603.83
R2 608.70 608.70 603.16
R1 605.25 605.25 602.48 603.31
PP 601.36 601.36 601.36 600.38
S1 597.91 597.91 601.14 595.97
S2 594.02 594.02 600.46
S3 586.68 590.57 599.79
S4 579.34 583.23 597.77
Weekly Pivots for week ending 12-Jan-1996
Classic Woodie Camarilla DeMark
R4 671.66 658.60 613.83
R3 649.80 636.74 607.82
R2 627.94 627.94 605.82
R1 614.88 614.88 603.81 610.48
PP 606.08 606.08 606.08 603.89
S1 593.02 593.02 599.81 588.62
S2 584.22 584.22 597.80
S3 562.36 571.16 595.80
S4 540.50 549.30 589.79
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% 7.52 1.2% 21% False False
10 624.49 597.29 27.20 4.5% 6.86 1.1% 17% False False
20 624.49 597.29 27.20 4.5% 5.97 1.0% 17% False False
40 624.49 588.36 36.13 6.0% 4.90 0.8% 37% False False
60 624.49 572.53 51.96 8.6% 4.67 0.8% 56% False False
80 624.49 571.55 52.94 8.8% 4.62 0.8% 57% False False
100 624.49 555.20 69.29 11.5% 4.37 0.7% 67% False False
120 624.49 553.08 71.41 11.9% 4.32 0.7% 68% 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 1.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 636.00
2.618 624.02
1.618 616.68
1.000 612.14
0.618 609.34
HIGH 604.80
0.618 602.00
0.500 601.13
0.382 600.26
LOW 597.46
0.618 592.92
1.000 590.12
1.618 585.58
2.618 578.24
4.250 566.27
Fisher Pivots for day following 12-Jan-1996
Pivot 1 day 3 day
R1 601.58 603.37
PP 601.36 602.85
S1 601.13 602.33

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

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