S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Mar-1996
Day Change Summary
Previous Current
13-Mar-1996 14-Mar-1996 Change Change % Previous Week
Open 637.29 638.63 1.34 0.2% 644.38
High 640.52 644.17 3.65 0.6% 656.97
Low 635.19 638.55 3.36 0.5% 627.63
Close 638.55 640.87 2.32 0.4% 633.50
Range 5.33 5.62 0.29 5.4% 29.34
ATR 8.66 8.44 -0.22 -2.5% 0.00
Volume
Daily Pivots for day following 14-Mar-1996
Classic Woodie Camarilla DeMark
R4 658.06 655.08 643.96
R3 652.44 649.46 642.42
R2 646.82 646.82 641.90
R1 643.84 643.84 641.39 645.33
PP 641.20 641.20 641.20 641.94
S1 638.22 638.22 640.35 639.71
S2 635.58 635.58 639.84
S3 629.96 632.60 639.32
S4 624.34 626.98 637.78
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
5 653.65 627.63 26.02 4.1% 11.73 1.8% 51% False False
10 656.97 627.63 29.34 4.6% 9.24 1.4% 45% False False
20 663.00 627.63 35.37 5.5% 8.74 1.4% 37% False False
40 664.23 604.12 60.11 9.4% 7.13 1.1% 61% False False
60 664.23 597.29 66.94 10.4% 6.81 1.1% 65% False False
80 664.23 595.42 68.81 10.7% 6.07 0.9% 66% False False
100 664.23 572.53 91.70 14.3% 5.72 0.9% 75% False False
120 664.23 571.55 92.68 14.5% 5.50 0.9% 75% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 668.06
2.618 658.88
1.618 653.26
1.000 649.79
0.618 647.64
HIGH 644.17
0.618 642.02
0.500 641.36
0.382 640.70
LOW 638.55
0.618 635.08
1.000 632.93
1.618 629.46
2.618 623.84
4.250 614.67
Fisher Pivots for day following 14-Mar-1996
Pivot 1 day 3 day
R1 641.36 639.41
PP 641.20 637.95
S1 641.03 636.50

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

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