S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jan-1997
Day Change Summary
Previous Current
13-Jan-1997 14-Jan-1997 Change Change % Previous Week
Open 759.50 759.89 0.39 0.1% 748.18
High 762.85 772.04 9.19 1.2% 759.65
Low 756.64 759.51 2.87 0.4% 742.18
Close 759.51 768.86 9.35 1.2% 759.50
Range 6.21 12.53 6.32 101.8% 17.47
ATR 9.30 9.53 0.23 2.5% 0.00
Volume
Daily Pivots for day following 14-Jan-1997
Classic Woodie Camarilla DeMark
R4 804.39 799.16 775.75
R3 791.86 786.63 772.31
R2 779.33 779.33 771.16
R1 774.10 774.10 770.01 776.72
PP 766.80 766.80 766.80 768.11
S1 761.57 761.57 767.71 764.19
S2 754.27 754.27 766.56
S3 741.74 749.04 765.41
S4 729.21 736.51 761.97
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
5 772.04 746.92 25.12 3.3% 9.75 1.3% 87% True False
10 772.04 729.55 42.49 5.5% 10.70 1.4% 93% True False
20 772.04 716.69 55.35 7.2% 9.49 1.2% 94% True False
40 772.04 716.69 55.35 7.2% 9.14 1.2% 94% True False
60 772.04 696.22 75.82 9.9% 8.09 1.1% 96% True False
80 772.04 681.01 91.03 11.8% 7.40 1.0% 97% True False
100 772.04 643.97 128.07 16.7% 7.17 0.9% 98% True False
120 772.04 626.65 145.39 18.9% 6.88 0.9% 98% True 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 2.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 825.29
2.618 804.84
1.618 792.31
1.000 784.57
0.618 779.78
HIGH 772.04
0.618 767.25
0.500 765.78
0.382 764.30
LOW 759.51
0.618 751.77
1.000 746.98
1.618 739.24
2.618 726.71
4.250 706.26
Fisher Pivots for day following 14-Jan-1997
Pivot 1 day 3 day
R1 767.83 765.73
PP 766.80 762.61
S1 765.78 759.48

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

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