S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jan-1997
Day Change Summary
Previous Current
17-Jan-1997 20-Jan-1997 Change Change % Previous Week
Open 769.75 776.30 6.55 0.9% 759.50
High 776.37 780.08 3.71 0.5% 776.37
Low 769.72 774.19 4.47 0.6% 756.64
Close 776.17 776.70 0.53 0.1% 776.17
Range 6.65 5.89 -0.76 -11.4% 19.73
ATR 9.00 8.78 -0.22 -2.5% 0.00
Volume
Daily Pivots for day following 20-Jan-1997
Classic Woodie Camarilla DeMark
R4 794.66 791.57 779.94
R3 788.77 785.68 778.32
R2 782.88 782.88 777.78
R1 779.79 779.79 777.24 781.34
PP 776.99 776.99 776.99 777.76
S1 773.90 773.90 776.16 775.45
S2 771.10 771.10 775.62
S3 765.21 768.01 775.08
S4 759.32 762.12 773.46
Weekly Pivots for week ending 17-Jan-1997
Classic Woodie Camarilla DeMark
R4 828.92 822.27 787.02
R3 809.19 802.54 781.60
R2 789.46 789.46 779.79
R1 782.81 782.81 777.98 786.14
PP 769.73 769.73 769.73 771.39
S1 763.08 763.08 774.36 766.41
S2 750.00 750.00 772.55
S3 730.27 743.35 770.74
S4 710.54 723.62 765.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 780.08 759.51 20.57 2.6% 7.82 1.0% 84% True False
10 780.08 742.18 37.90 4.9% 8.64 1.1% 91% True False
20 780.08 729.55 50.53 6.5% 8.55 1.1% 93% True False
40 780.08 716.69 63.39 8.2% 9.21 1.2% 95% True False
60 780.08 696.22 83.86 10.8% 8.15 1.0% 96% True False
80 780.08 683.73 96.35 12.4% 7.47 1.0% 96% True False
100 780.08 643.97 136.11 17.5% 7.22 0.9% 98% True False
120 780.08 633.74 146.34 18.8% 6.91 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 2.36
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 805.11
2.618 795.50
1.618 789.61
1.000 785.97
0.618 783.72
HIGH 780.08
0.618 777.83
0.500 777.14
0.382 776.44
LOW 774.19
0.618 770.55
1.000 768.30
1.618 764.66
2.618 758.77
4.250 749.16
Fisher Pivots for day following 20-Jan-1997
Pivot 1 day 3 day
R1 777.14 775.36
PP 776.99 774.01
S1 776.85 772.67

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

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