S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Mar-1996
Day Change Summary
Previous Current
20-Mar-1996 21-Mar-1996 Change Change % Previous Week
Open 651.55 650.03 -1.52 -0.2% 633.57
High 653.13 651.54 -1.59 -0.2% 644.17
Low 645.57 648.10 2.53 0.4% 628.82
Close 649.98 649.19 -0.79 -0.1% 641.43
Range 7.56 3.44 -4.12 -54.5% 15.35
ATR 8.19 7.85 -0.34 -4.1% 0.00
Volume
Daily Pivots for day following 21-Mar-1996
Classic Woodie Camarilla DeMark
R4 659.93 658.00 651.08
R3 656.49 654.56 650.14
R2 653.05 653.05 649.82
R1 651.12 651.12 649.51 650.37
PP 649.61 649.61 649.61 649.23
S1 647.68 647.68 648.87 646.93
S2 646.17 646.17 648.56
S3 642.73 644.24 648.24
S4 639.29 640.80 647.30
Weekly Pivots for week ending 15-Mar-1996
Classic Woodie Camarilla DeMark
R4 684.19 678.16 649.87
R3 668.84 662.81 645.65
R2 653.49 653.49 644.24
R1 647.46 647.46 642.84 650.48
PP 638.14 638.14 638.14 639.65
S1 632.11 632.11 640.02 635.13
S2 622.79 622.79 638.62
S3 607.44 616.76 637.21
S4 592.09 601.41 632.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.18 638.35 17.83 2.7% 6.62 1.0% 61% False False
10 656.18 627.63 28.55 4.4% 9.18 1.4% 76% False False
20 663.00 627.63 35.37 5.4% 8.70 1.3% 61% False False
40 664.23 612.79 51.44 7.9% 7.44 1.1% 71% False False
60 664.23 597.29 66.94 10.3% 6.82 1.0% 78% False False
80 664.23 597.29 66.94 10.3% 6.29 1.0% 78% False False
100 664.23 573.21 91.02 14.0% 5.79 0.9% 83% False False
120 664.23 571.55 92.68 14.3% 5.59 0.9% 84% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.48
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 666.16
2.618 660.55
1.618 657.11
1.000 654.98
0.618 653.67
HIGH 651.54
0.618 650.23
0.500 649.82
0.382 649.41
LOW 648.10
0.618 645.97
1.000 644.66
1.618 642.53
2.618 639.09
4.250 633.48
Fisher Pivots for day following 21-Mar-1996
Pivot 1 day 3 day
R1 649.82 650.88
PP 649.61 650.31
S1 649.40 649.75

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

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