S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jan-1997
Day Change Summary
Previous Current
23-Jan-1997 24-Jan-1997 Change Change % Previous Week
Open 786.54 777.64 -8.90 -1.1% 776.30
High 794.67 778.21 -16.46 -2.1% 794.67
Low 776.64 768.17 -8.47 -1.1% 768.17
Close 777.56 770.52 -7.04 -0.9% 770.52
Range 18.03 10.04 -7.99 -44.3% 26.50
ATR 9.48 9.52 0.04 0.4% 0.00
Volume
Daily Pivots for day following 24-Jan-1997
Classic Woodie Camarilla DeMark
R4 802.42 796.51 776.04
R3 792.38 786.47 773.28
R2 782.34 782.34 772.36
R1 776.43 776.43 771.44 774.37
PP 772.30 772.30 772.30 771.27
S1 766.39 766.39 769.60 764.33
S2 762.26 762.26 768.68
S3 752.22 756.35 767.76
S4 742.18 746.31 765.00
Weekly Pivots for week ending 24-Jan-1997
Classic Woodie Camarilla DeMark
R4 857.29 840.40 785.10
R3 830.79 813.90 777.81
R2 804.29 804.29 775.38
R1 787.40 787.40 772.95 782.60
PP 777.79 777.79 777.79 775.38
S1 760.90 760.90 768.09 756.10
S2 751.29 751.29 765.66
S3 724.79 734.40 763.23
S4 698.29 707.90 755.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.67 768.17 26.50 3.4% 10.47 1.4% 9% False True
10 794.67 756.64 38.03 4.9% 9.18 1.2% 36% False False
20 794.67 729.55 65.12 8.5% 9.52 1.2% 63% False False
40 794.67 716.69 77.98 10.1% 9.67 1.3% 69% False False
60 794.67 700.05 94.62 12.3% 8.51 1.1% 74% False False
80 794.67 689.08 105.59 13.7% 7.81 1.0% 77% False False
100 794.67 648.89 145.78 18.9% 7.38 1.0% 83% False False
120 794.67 643.97 150.70 19.6% 7.01 0.9% 84% False 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 2.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 820.88
2.618 804.49
1.618 794.45
1.000 788.25
0.618 784.41
HIGH 778.21
0.618 774.37
0.500 773.19
0.382 772.01
LOW 768.17
0.618 761.97
1.000 758.13
1.618 751.93
2.618 741.89
4.250 725.50
Fisher Pivots for day following 24-Jan-1997
Pivot 1 day 3 day
R1 773.19 781.42
PP 772.30 777.79
S1 771.41 774.15

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

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