S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jan-1997
Day Change Summary
Previous Current
08-Jan-1997 09-Jan-1997 Change Change % Previous Week
Open 753.13 748.86 -4.27 -0.6% 757.10
High 755.72 757.68 1.96 0.3% 759.20
Low 747.71 748.41 0.70 0.1% 729.55
Close 748.41 754.85 6.44 0.9% 748.03
Range 8.01 9.27 1.26 15.7% 29.65
ATR 9.29 9.29 0.00 0.0% 0.00
Volume
Daily Pivots for day following 09-Jan-1997
Classic Woodie Camarilla DeMark
R4 781.46 777.42 759.95
R3 772.19 768.15 757.40
R2 762.92 762.92 756.55
R1 758.88 758.88 755.70 760.90
PP 753.65 753.65 753.65 754.66
S1 749.61 749.61 754.00 751.63
S2 744.38 744.38 753.15
S3 735.11 740.34 752.30
S4 725.84 731.07 749.75
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
5 757.68 737.01 20.67 2.7% 9.82 1.3% 86% True False
10 759.20 729.55 29.65 3.9% 9.20 1.2% 85% False False
20 759.20 716.69 42.51 5.6% 10.30 1.4% 90% False False
40 762.12 716.69 45.43 6.0% 8.75 1.2% 84% False False
60 762.12 696.22 65.90 8.7% 7.87 1.0% 89% False False
80 762.12 679.06 83.06 11.0% 7.19 1.0% 91% False False
100 762.12 643.97 118.15 15.7% 6.93 0.9% 94% False False
120 762.12 616.43 145.69 19.3% 6.90 0.9% 95% 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 1.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 797.08
2.618 781.95
1.618 772.68
1.000 766.95
0.618 763.41
HIGH 757.68
0.618 754.14
0.500 753.05
0.382 751.95
LOW 748.41
0.618 742.68
1.000 739.14
1.618 733.41
2.618 724.14
4.250 709.01
Fisher Pivots for day following 09-Jan-1997
Pivot 1 day 3 day
R1 754.25 753.21
PP 753.65 751.57
S1 753.05 749.93

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

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