S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Apr-1996
Day Change Summary
Previous Current
01-Apr-1996 02-Apr-1996 Change Change % Previous Week
Open 645.88 653.65 7.77 1.2% 650.89
High 653.87 655.27 1.40 0.2% 655.50
Low 645.50 652.81 7.31 1.1% 644.89
Close 653.73 655.26 1.53 0.2% 645.50
Range 8.37 2.46 -5.91 -70.6% 10.61
ATR 7.02 6.70 -0.33 -4.6% 0.00
Volume
Daily Pivots for day following 02-Apr-1996
Classic Woodie Camarilla DeMark
R4 661.83 661.00 656.61
R3 659.37 658.54 655.94
R2 656.91 656.91 655.71
R1 656.08 656.08 655.49 656.50
PP 654.45 654.45 654.45 654.65
S1 653.62 653.62 655.03 654.04
S2 651.99 651.99 654.81
S3 649.53 651.16 654.58
S4 647.07 648.70 653.91
Weekly Pivots for week ending 29-Mar-1996
Classic Woodie Camarilla DeMark
R4 680.46 673.59 651.34
R3 669.85 662.98 648.42
R2 659.24 659.24 647.45
R1 652.37 652.37 646.47 650.50
PP 648.63 648.63 648.63 647.70
S1 641.76 641.76 644.53 639.89
S2 638.02 638.02 643.55
S3 627.41 631.15 642.58
S4 616.80 620.54 639.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 655.27 644.89 10.38 1.6% 5.29 0.8% 100% True False
10 655.50 644.89 10.61 1.6% 5.32 0.8% 98% False False
20 656.97 627.63 29.34 4.5% 7.17 1.1% 94% False False
40 664.23 627.63 36.60 5.6% 7.45 1.1% 75% False False
60 664.23 597.29 66.94 10.2% 6.87 1.0% 87% False False
80 664.23 597.29 66.94 10.2% 6.40 1.0% 87% False False
100 664.23 586.32 77.91 11.9% 5.88 0.9% 88% False False
120 664.23 572.53 91.70 14.0% 5.60 0.9% 90% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.22
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 665.73
2.618 661.71
1.618 659.25
1.000 657.73
0.618 656.79
HIGH 655.27
0.618 654.33
0.500 654.04
0.382 653.75
LOW 652.81
0.618 651.29
1.000 650.35
1.618 648.83
2.618 646.37
4.250 642.36
Fisher Pivots for day following 02-Apr-1996
Pivot 1 day 3 day
R1 654.85 653.53
PP 654.45 651.81
S1 654.04 650.08

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

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