S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jan-1997
Day Change Summary
Previous Current
15-Jan-1997 16-Jan-1997 Change Change % Previous Week
Open 768.96 767.89 -1.07 -0.1% 748.18
High 770.95 772.05 1.10 0.1% 759.65
Low 763.72 765.25 1.53 0.2% 742.18
Close 767.20 769.75 2.55 0.3% 759.50
Range 7.23 6.80 -0.43 -5.9% 17.47
ATR 9.36 9.18 -0.18 -2.0% 0.00
Volume
Daily Pivots for day following 16-Jan-1997
Classic Woodie Camarilla DeMark
R4 789.42 786.38 773.49
R3 782.62 779.58 771.62
R2 775.82 775.82 771.00
R1 772.78 772.78 770.37 774.30
PP 769.02 769.02 769.02 769.78
S1 765.98 765.98 769.13 767.50
S2 762.22 762.22 768.50
S3 755.42 759.18 767.88
S4 748.62 752.38 766.01
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
5 772.05 746.92 25.13 3.3% 9.10 1.2% 91% True False
10 772.05 737.01 35.04 4.6% 9.46 1.2% 93% True False
20 772.05 726.04 46.01 6.0% 8.98 1.2% 95% True False
40 772.05 716.69 55.36 7.2% 9.20 1.2% 96% True False
60 772.05 696.22 75.83 9.9% 8.13 1.1% 97% True False
80 772.05 683.54 88.51 11.5% 7.45 1.0% 97% True False
100 772.05 643.97 128.08 16.6% 7.18 0.9% 98% True False
120 772.05 629.22 142.83 18.6% 6.90 0.9% 98% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 800.95
2.618 789.85
1.618 783.05
1.000 778.85
0.618 776.25
HIGH 772.05
0.618 769.45
0.500 768.65
0.382 767.85
LOW 765.25
0.618 761.05
1.000 758.45
1.618 754.25
2.618 747.45
4.250 736.35
Fisher Pivots for day following 16-Jan-1997
Pivot 1 day 3 day
R1 769.38 768.43
PP 769.02 767.10
S1 768.65 765.78

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

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