S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jan-1996
Day Change Summary
Previous Current
26-Jan-1996 29-Jan-1996 Change Change % Previous Week
Open 617.03 621.62 4.59 0.7% 611.83
High 621.70 624.22 2.52 0.4% 621.70
Low 615.26 621.42 6.16 1.0% 610.65
Close 621.62 624.22 2.60 0.4% 621.62
Range 6.44 2.80 -3.64 -56.5% 11.05
ATR 5.44 5.25 -0.19 -3.5% 0.00
Volume
Daily Pivots for day following 29-Jan-1996
Classic Woodie Camarilla DeMark
R4 631.69 630.75 625.76
R3 628.89 627.95 624.99
R2 626.09 626.09 624.73
R1 625.15 625.15 624.48 625.62
PP 623.29 623.29 623.29 623.52
S1 622.35 622.35 623.96 622.82
S2 620.49 620.49 623.71
S3 617.69 619.55 623.45
S4 614.89 616.75 622.68
Weekly Pivots for week ending 26-Jan-1996
Classic Woodie Camarilla DeMark
R4 651.14 647.43 627.70
R3 640.09 636.38 624.66
R2 629.04 629.04 623.65
R1 625.33 625.33 622.63 627.19
PP 617.99 617.99 617.99 618.92
S1 614.28 614.28 620.61 616.14
S2 606.94 606.94 619.59
S3 595.89 603.23 618.58
S4 584.84 592.18 615.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 624.22 610.65 13.57 2.2% 4.54 0.7% 100% True False
10 624.22 599.05 25.17 4.0% 5.01 0.8% 100% True False
20 624.49 597.29 27.20 4.4% 6.01 1.0% 99% False False
40 624.49 597.29 27.20 4.4% 5.29 0.8% 99% False False
60 624.49 584.22 40.27 6.5% 4.71 0.8% 99% False False
80 624.49 571.55 52.94 8.5% 4.73 0.8% 99% False False
100 624.49 569.23 55.26 8.9% 4.56 0.7% 100% False False
120 624.49 553.08 71.41 11.4% 4.40 0.7% 100% False False
Crabel Price Patterns
NR True
NR4 True
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 0.87
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 636.12
2.618 631.55
1.618 628.75
1.000 627.02
0.618 625.95
HIGH 624.22
0.618 623.15
0.500 622.82
0.382 622.49
LOW 621.42
0.618 619.69
1.000 618.62
1.618 616.89
2.618 614.09
4.250 609.52
Fisher Pivots for day following 29-Jan-1996
Pivot 1 day 3 day
R1 623.75 622.73
PP 623.29 621.23
S1 622.82 619.74

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

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