S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jan-1997
Day Change Summary
Previous Current
24-Jan-1997 27-Jan-1997 Change Change % Previous Week
Open 777.64 770.75 -6.89 -0.9% 776.30
High 778.21 771.43 -6.78 -0.9% 794.67
Low 768.17 764.18 -3.99 -0.5% 768.17
Close 770.52 765.02 -5.50 -0.7% 770.52
Range 10.04 7.25 -2.79 -27.8% 26.50
ATR 9.52 9.36 -0.16 -1.7% 0.00
Volume
Daily Pivots for day following 27-Jan-1997
Classic Woodie Camarilla DeMark
R4 788.63 784.07 769.01
R3 781.38 776.82 767.01
R2 774.13 774.13 766.35
R1 769.57 769.57 765.68 768.23
PP 766.88 766.88 766.88 766.20
S1 762.32 762.32 764.36 760.98
S2 759.63 759.63 763.69
S3 752.38 755.07 763.03
S4 745.13 747.82 761.03
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
5 794.67 764.18 30.49 4.0% 10.74 1.4% 3% False True
10 794.67 759.51 35.16 4.6% 9.28 1.2% 16% False False
20 794.67 729.55 65.12 8.5% 9.69 1.3% 54% False False
40 794.67 716.69 77.98 10.2% 9.74 1.3% 62% False False
60 794.67 700.35 94.32 12.3% 8.57 1.1% 69% False False
80 794.67 691.78 102.89 13.4% 7.83 1.0% 71% False False
100 794.67 648.89 145.78 19.1% 7.42 1.0% 80% False False
120 794.67 643.97 150.70 19.7% 7.02 0.9% 80% 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 2.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 802.24
2.618 790.41
1.618 783.16
1.000 778.68
0.618 775.91
HIGH 771.43
0.618 768.66
0.500 767.81
0.382 766.95
LOW 764.18
0.618 759.70
1.000 756.93
1.618 752.45
2.618 745.20
4.250 733.37
Fisher Pivots for day following 27-Jan-1997
Pivot 1 day 3 day
R1 767.81 779.43
PP 766.88 774.62
S1 765.95 769.82

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

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