S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jan-1997
Day Change Summary
Previous Current
07-Jan-1997 08-Jan-1997 Change Change % Previous Week
Open 747.52 753.13 5.61 0.8% 757.10
High 753.26 755.72 2.46 0.3% 759.20
Low 742.18 747.71 5.53 0.7% 729.55
Close 753.23 748.41 -4.82 -0.6% 748.03
Range 11.08 8.01 -3.07 -27.7% 29.65
ATR 9.39 9.29 -0.10 -1.0% 0.00
Volume
Daily Pivots for day following 08-Jan-1997
Classic Woodie Camarilla DeMark
R4 774.64 769.54 752.82
R3 766.63 761.53 750.61
R2 758.62 758.62 749.88
R1 753.52 753.52 749.14 752.07
PP 750.61 750.61 750.61 749.89
S1 745.51 745.51 747.68 744.06
S2 742.60 742.60 746.94
S3 734.59 737.50 746.21
S4 726.58 729.49 744.00
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
5 755.72 729.55 26.17 3.5% 10.61 1.4% 72% True False
10 759.20 729.55 29.65 4.0% 8.68 1.2% 64% False False
20 759.20 716.69 42.51 5.7% 10.16 1.4% 75% False False
40 762.12 716.69 45.43 6.1% 8.58 1.1% 70% False False
60 762.12 696.22 65.90 8.8% 7.79 1.0% 79% False False
80 762.12 679.06 83.06 11.1% 7.15 1.0% 83% False False
100 762.12 643.97 118.15 15.8% 6.88 0.9% 88% False False
120 762.12 616.43 145.69 19.5% 6.89 0.9% 91% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.80
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 789.76
2.618 776.69
1.618 768.68
1.000 763.73
0.618 760.67
HIGH 755.72
0.618 752.66
0.500 751.72
0.382 750.77
LOW 747.71
0.618 742.76
1.000 739.70
1.618 734.75
2.618 726.74
4.250 713.67
Fisher Pivots for day following 08-Jan-1997
Pivot 1 day 3 day
R1 751.72 748.95
PP 750.61 748.77
S1 749.51 748.59

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

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