S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jan-1997
Day Change Summary
Previous Current
28-Jan-1997 29-Jan-1997 Change Change % Previous Week
Open 765.92 765.45 -0.47 -0.1% 776.30
High 776.32 772.70 -3.62 -0.5% 794.67
Low 761.75 765.02 3.27 0.4% 768.17
Close 765.02 772.50 7.48 1.0% 770.52
Range 14.57 7.68 -6.89 -47.3% 26.50
ATR 9.73 9.58 -0.15 -1.5% 0.00
Volume
Daily Pivots for day following 29-Jan-1997
Classic Woodie Camarilla DeMark
R4 793.11 790.49 776.72
R3 785.43 782.81 774.61
R2 777.75 777.75 773.91
R1 775.13 775.13 773.20 776.44
PP 770.07 770.07 770.07 770.73
S1 767.45 767.45 771.80 768.76
S2 762.39 762.39 771.09
S3 754.71 759.77 770.39
S4 747.03 752.09 768.28
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
5 794.67 761.75 32.92 4.3% 11.51 1.5% 33% False False
10 794.67 761.75 32.92 4.3% 9.53 1.2% 33% False False
20 794.67 729.55 65.12 8.4% 9.82 1.3% 66% False False
40 794.67 716.69 77.98 10.1% 10.08 1.3% 72% False False
60 794.67 702.84 91.83 11.9% 8.72 1.1% 76% False False
80 794.67 693.34 101.33 13.1% 7.96 1.0% 78% False False
100 794.67 655.68 138.99 18.0% 7.49 1.0% 84% False False
120 794.67 643.97 150.70 19.5% 7.14 0.9% 85% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 805.34
2.618 792.81
1.618 785.13
1.000 780.38
0.618 777.45
HIGH 772.70
0.618 769.77
0.500 768.86
0.382 767.95
LOW 765.02
0.618 760.27
1.000 757.34
1.618 752.59
2.618 744.91
4.250 732.38
Fisher Pivots for day following 29-Jan-1997
Pivot 1 day 3 day
R1 771.29 771.35
PP 770.07 770.19
S1 768.86 769.04

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

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