S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jan-1997
Day Change Summary
Previous Current
10-Jan-1997 13-Jan-1997 Change Change % Previous Week
Open 754.48 759.50 5.02 0.7% 748.18
High 759.65 762.85 3.20 0.4% 759.65
Low 746.92 756.64 9.72 1.3% 742.18
Close 759.50 759.51 0.01 0.0% 759.50
Range 12.73 6.21 -6.52 -51.2% 17.47
ATR 9.53 9.30 -0.24 -2.5% 0.00
Volume
Daily Pivots for day following 13-Jan-1997
Classic Woodie Camarilla DeMark
R4 778.30 775.11 762.93
R3 772.09 768.90 761.22
R2 765.88 765.88 760.65
R1 762.69 762.69 760.08 764.29
PP 759.67 759.67 759.67 760.46
S1 756.48 756.48 758.94 758.08
S2 753.46 753.46 758.37
S3 747.25 750.27 757.80
S4 741.04 744.06 756.09
Weekly Pivots for week ending 10-Jan-1997
Classic Woodie Camarilla DeMark
R4 806.19 800.31 769.11
R3 788.72 782.84 764.30
R2 771.25 771.25 762.70
R1 765.37 765.37 761.10 768.31
PP 753.78 753.78 753.78 755.25
S1 747.90 747.90 757.90 750.84
S2 736.31 736.31 756.30
S3 718.84 730.43 754.70
S4 701.37 712.96 749.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 762.85 742.18 20.67 2.7% 9.46 1.2% 84% True False
10 762.85 729.55 33.30 4.4% 10.10 1.3% 90% True False
20 762.85 716.69 46.16 6.1% 9.73 1.3% 93% True False
40 762.85 716.69 46.16 6.1% 9.00 1.2% 93% True False
60 762.85 696.22 66.63 8.8% 7.95 1.0% 95% True False
80 762.85 679.06 83.79 11.0% 7.30 1.0% 96% True False
100 762.85 643.97 118.88 15.7% 7.08 0.9% 97% True False
120 762.85 616.43 146.42 19.3% 6.88 0.9% 98% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.54
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 789.24
2.618 779.11
1.618 772.90
1.000 769.06
0.618 766.69
HIGH 762.85
0.618 760.48
0.500 759.75
0.382 759.01
LOW 756.64
0.618 752.80
1.000 750.43
1.618 746.59
2.618 740.38
4.250 730.25
Fisher Pivots for day following 13-Jan-1997
Pivot 1 day 3 day
R1 759.75 757.97
PP 759.67 756.43
S1 759.59 754.89

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

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