S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Apr-1996
Day Change Summary
Previous Current
02-Apr-1996 03-Apr-1996 Change Change % Previous Week
Open 653.65 655.15 1.50 0.2% 650.89
High 655.27 655.89 0.62 0.1% 655.50
Low 652.81 651.81 -1.00 -0.2% 644.89
Close 655.26 655.88 0.62 0.1% 645.50
Range 2.46 4.08 1.62 65.9% 10.61
ATR 6.70 6.51 -0.19 -2.8% 0.00
Volume
Daily Pivots for day following 03-Apr-1996
Classic Woodie Camarilla DeMark
R4 666.77 665.40 658.12
R3 662.69 661.32 657.00
R2 658.61 658.61 656.63
R1 657.24 657.24 656.25 657.93
PP 654.53 654.53 654.53 654.87
S1 653.16 653.16 655.51 653.85
S2 650.45 650.45 655.13
S3 646.37 649.08 654.76
S4 642.29 645.00 653.64
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
5 655.89 644.89 11.00 1.7% 4.84 0.7% 100% True False
10 655.89 644.89 11.00 1.7% 4.97 0.8% 100% True False
20 656.18 627.63 28.55 4.4% 7.11 1.1% 99% False False
40 664.23 627.63 36.60 5.6% 7.36 1.1% 77% False False
60 664.23 597.29 66.94 10.2% 6.91 1.1% 88% False False
80 664.23 597.29 66.94 10.2% 6.39 1.0% 88% False False
100 664.23 588.36 75.87 11.6% 5.87 0.9% 89% False False
120 664.23 572.53 91.70 14.0% 5.62 0.9% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 673.23
2.618 666.57
1.618 662.49
1.000 659.97
0.618 658.41
HIGH 655.89
0.618 654.33
0.500 653.85
0.382 653.37
LOW 651.81
0.618 649.29
1.000 647.73
1.618 645.21
2.618 641.13
4.250 634.47
Fisher Pivots for day following 03-Apr-1996
Pivot 1 day 3 day
R1 655.20 654.15
PP 654.53 652.42
S1 653.85 650.70

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

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