S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jan-1997
Day Change Summary
Previous Current
22-Jan-1997 23-Jan-1997 Change Change % Previous Week
Open 782.79 786.54 3.75 0.5% 759.50
High 786.23 794.67 8.44 1.1% 776.37
Low 779.56 776.64 -2.92 -0.4% 756.64
Close 786.23 777.56 -8.67 -1.1% 776.17
Range 6.67 18.03 11.36 170.3% 19.73
ATR 8.82 9.48 0.66 7.5% 0.00
Volume
Daily Pivots for day following 23-Jan-1997
Classic Woodie Camarilla DeMark
R4 837.05 825.33 787.48
R3 819.02 807.30 782.52
R2 800.99 800.99 780.87
R1 789.27 789.27 779.21 786.12
PP 782.96 782.96 782.96 781.38
S1 771.24 771.24 775.91 768.09
S2 764.93 764.93 774.25
S3 746.90 753.21 772.60
S4 728.87 735.18 767.64
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
5 794.67 769.72 24.95 3.2% 9.79 1.3% 31% True False
10 794.67 746.92 47.75 6.1% 9.45 1.2% 64% True False
20 794.67 729.55 65.12 8.4% 9.32 1.2% 74% True False
40 794.67 716.69 77.98 10.0% 9.65 1.2% 78% True False
60 794.67 696.22 98.45 12.7% 8.46 1.1% 83% True False
80 794.67 684.44 110.23 14.2% 7.75 1.0% 84% True False
100 794.67 643.97 150.70 19.4% 7.39 1.0% 89% True False
120 794.67 643.97 150.70 19.4% 6.96 0.9% 89% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.11
Widest range in 133 trading days
Fibonacci Retracements and Extensions
4.250 871.30
2.618 841.87
1.618 823.84
1.000 812.70
0.618 805.81
HIGH 794.67
0.618 787.78
0.500 785.66
0.382 783.53
LOW 776.64
0.618 765.50
1.000 758.61
1.618 747.47
2.618 729.44
4.250 700.01
Fisher Pivots for day following 23-Jan-1997
Pivot 1 day 3 day
R1 785.66 783.34
PP 782.96 781.41
S1 780.26 779.49

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

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