S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jan-1996
Day Change Summary
Previous Current
24-Jan-1996 25-Jan-1996 Change Change % Previous Week
Open 612.79 619.96 7.17 1.2% 601.81
High 619.96 620.15 0.19 0.0% 612.92
Low 612.79 616.62 3.83 0.6% 598.47
Close 619.96 617.03 -2.93 -0.5% 611.83
Range 7.17 3.53 -3.64 -50.8% 14.45
ATR 5.50 5.36 -0.14 -2.6% 0.00
Volume
Daily Pivots for day following 25-Jan-1996
Classic Woodie Camarilla DeMark
R4 628.52 626.31 618.97
R3 624.99 622.78 618.00
R2 621.46 621.46 617.68
R1 619.25 619.25 617.35 618.59
PP 617.93 617.93 617.93 617.61
S1 615.72 615.72 616.71 615.06
S2 614.40 614.40 616.38
S3 610.87 612.19 616.06
S4 607.34 608.66 615.09
Weekly Pivots for week ending 19-Jan-1996
Classic Woodie Camarilla DeMark
R4 651.09 645.91 619.78
R3 636.64 631.46 615.80
R2 622.19 622.19 614.48
R1 617.01 617.01 613.15 619.60
PP 607.74 607.74 607.74 609.04
S1 602.56 602.56 610.51 605.15
S2 593.29 593.29 609.18
S3 578.84 588.11 607.86
S4 564.39 573.66 603.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 620.15 606.76 13.39 2.2% 4.42 0.7% 77% True False
10 620.15 597.46 22.69 3.7% 5.32 0.9% 86% True False
20 624.49 597.29 27.20 4.4% 5.88 1.0% 73% False False
40 624.49 597.29 27.20 4.4% 5.20 0.8% 73% False False
60 624.49 581.04 43.45 7.0% 4.69 0.8% 83% False False
80 624.49 571.55 52.94 8.6% 4.69 0.8% 86% False False
100 624.49 563.84 60.65 9.8% 4.54 0.7% 88% False False
120 624.49 553.08 71.41 11.6% 4.37 0.7% 90% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 635.15
2.618 629.39
1.618 625.86
1.000 623.68
0.618 622.33
HIGH 620.15
0.618 618.80
0.500 618.39
0.382 617.97
LOW 616.62
0.618 614.44
1.000 613.09
1.618 610.91
2.618 607.38
4.250 601.62
Fisher Pivots for day following 25-Jan-1996
Pivot 1 day 3 day
R1 618.39 616.49
PP 617.93 615.94
S1 617.48 615.40

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

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