S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-1996
Day Change Summary
Previous Current
08-Mar-1996 11-Mar-1996 Change Change % Previous Week
Open 653.04 633.57 -19.47 -3.0% 644.38
High 653.65 640.41 -13.24 -2.0% 656.97
Low 627.63 629.95 2.32 0.4% 627.63
Close 633.50 640.02 6.52 1.0% 633.50
Range 26.02 10.46 -15.56 -59.8% 29.34
ATR 8.61 8.74 0.13 1.5% 0.00
Volume
Daily Pivots for day following 11-Mar-1996
Classic Woodie Camarilla DeMark
R4 668.17 664.56 645.77
R3 657.71 654.10 642.90
R2 647.25 647.25 641.94
R1 643.64 643.64 640.98 645.45
PP 636.79 636.79 636.79 637.70
S1 633.18 633.18 639.06 634.99
S2 626.33 626.33 638.10
S3 615.87 622.72 637.14
S4 605.41 612.26 634.27
Weekly Pivots for week ending 08-Mar-1996
Classic Woodie Camarilla DeMark
R4 727.39 709.78 649.64
R3 698.05 680.44 641.57
R2 668.71 668.71 638.88
R1 651.10 651.10 636.19 645.24
PP 639.37 639.37 639.37 636.43
S1 621.76 621.76 630.81 615.90
S2 610.03 610.03 628.12
S3 580.69 592.42 625.43
S4 551.35 563.08 617.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.97 627.63 29.34 4.6% 10.60 1.7% 42% False False
10 659.08 627.63 31.45 4.9% 9.63 1.5% 39% False False
20 664.23 627.63 36.60 5.7% 8.65 1.4% 34% False False
40 664.23 597.46 66.77 10.4% 7.12 1.1% 64% False False
60 664.23 597.29 66.94 10.5% 6.67 1.0% 64% False False
80 664.23 588.36 75.87 11.9% 5.96 0.9% 68% False False
100 664.23 572.53 91.70 14.3% 5.62 0.9% 74% False False
120 664.23 571.55 92.68 14.5% 5.42 0.8% 74% 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 1.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 684.87
2.618 667.79
1.618 657.33
1.000 650.87
0.618 646.87
HIGH 640.41
0.618 636.41
0.500 635.18
0.382 633.95
LOW 629.95
0.618 623.49
1.000 619.49
1.618 613.03
2.618 602.57
4.250 585.50
Fisher Pivots for day following 11-Mar-1996
Pivot 1 day 3 day
R1 638.41 640.64
PP 636.79 640.43
S1 635.18 640.23

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

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