S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Mar-1996
Day Change Summary
Previous Current
25-Mar-1996 26-Mar-1996 Change Change % Previous Week
Open 650.89 649.80 -1.09 -0.2% 641.60
High 655.50 654.31 -1.19 -0.2% 656.18
Low 648.82 648.15 -0.67 -0.1% 641.43
Close 650.04 652.97 2.93 0.5% 650.62
Range 6.68 6.16 -0.52 -7.8% 14.75
ATR 7.44 7.35 -0.09 -1.2% 0.00
Volume
Daily Pivots for day following 26-Mar-1996
Classic Woodie Camarilla DeMark
R4 670.29 667.79 656.36
R3 664.13 661.63 654.66
R2 657.97 657.97 654.10
R1 655.47 655.47 653.53 656.72
PP 651.81 651.81 651.81 652.44
S1 649.31 649.31 652.41 650.56
S2 645.65 645.65 651.84
S3 639.49 643.15 651.28
S4 633.33 636.99 649.58
Weekly Pivots for week ending 22-Mar-1996
Classic Woodie Camarilla DeMark
R4 693.66 686.89 658.73
R3 678.91 672.14 654.68
R2 664.16 664.16 653.32
R1 657.39 657.39 651.97 660.78
PP 649.41 649.41 649.41 651.10
S1 642.64 642.64 649.27 646.03
S2 634.66 634.66 647.92
S3 619.91 627.89 646.56
S4 605.16 613.14 642.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 655.50 645.57 9.93 1.5% 5.35 0.8% 75% False False
10 656.18 635.19 20.99 3.2% 5.98 0.9% 85% False False
20 656.97 627.63 29.34 4.5% 7.92 1.2% 86% False False
40 664.23 621.42 42.81 6.6% 7.40 1.1% 74% False False
60 664.23 597.29 66.94 10.3% 6.95 1.1% 83% False False
80 664.23 597.29 66.94 10.3% 6.36 1.0% 83% False False
100 664.23 581.04 83.19 12.7% 5.79 0.9% 86% False False
120 664.23 571.55 92.68 14.2% 5.62 0.9% 88% 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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 680.49
2.618 670.44
1.618 664.28
1.000 660.47
0.618 658.12
HIGH 654.31
0.618 651.96
0.500 651.23
0.382 650.50
LOW 648.15
0.618 644.34
1.000 641.99
1.618 638.18
2.618 632.02
4.250 621.97
Fisher Pivots for day following 26-Mar-1996
Pivot 1 day 3 day
R1 652.39 652.59
PP 651.81 652.21
S1 651.23 651.83

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

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