S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jan-1997
Day Change Summary
Previous Current
06-Jan-1997 07-Jan-1997 Change Change % Previous Week
Open 748.18 747.52 -0.66 -0.1% 757.10
High 753.31 753.26 -0.05 0.0% 759.20
Low 743.82 742.18 -1.64 -0.2% 729.55
Close 747.65 753.23 5.58 0.7% 748.03
Range 9.49 11.08 1.59 16.8% 29.65
ATR 9.26 9.39 0.13 1.4% 0.00
Volume
Daily Pivots for day following 07-Jan-1997
Classic Woodie Camarilla DeMark
R4 782.80 779.09 759.32
R3 771.72 768.01 756.28
R2 760.64 760.64 755.26
R1 756.93 756.93 754.25 758.79
PP 749.56 749.56 749.56 750.48
S1 745.85 745.85 752.21 747.71
S2 738.48 738.48 751.20
S3 727.40 734.77 750.18
S4 716.32 723.69 747.14
Weekly Pivots for week ending 03-Jan-1997
Classic Woodie Camarilla DeMark
R4 834.54 820.94 764.34
R3 804.89 791.29 756.18
R2 775.24 775.24 753.47
R1 761.64 761.64 750.75 753.62
PP 745.59 745.59 745.59 741.58
S1 731.99 731.99 745.31 723.97
S2 715.94 715.94 742.59
S3 686.29 702.34 739.88
S4 656.64 672.69 731.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 753.95 729.55 24.40 3.2% 11.65 1.5% 97% False False
10 759.20 729.55 29.65 3.9% 8.59 1.1% 80% False False
20 759.20 716.69 42.51 5.6% 10.26 1.4% 86% False False
40 762.12 716.69 45.43 6.0% 8.52 1.1% 80% False False
60 762.12 694.61 67.51 9.0% 7.76 1.0% 87% False False
80 762.12 671.15 90.97 12.1% 7.18 1.0% 90% False False
100 762.12 643.97 118.15 15.7% 6.83 0.9% 92% False False
120 762.12 616.43 145.69 19.3% 6.91 0.9% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 800.35
2.618 782.27
1.618 771.19
1.000 764.34
0.618 760.11
HIGH 753.26
0.618 749.03
0.500 747.72
0.382 746.41
LOW 742.18
0.618 735.33
1.000 731.10
1.618 724.25
2.618 713.17
4.250 695.09
Fisher Pivots for day following 07-Jan-1997
Pivot 1 day 3 day
R1 751.39 750.54
PP 749.56 747.85
S1 747.72 745.16

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

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