S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Apr-1996
Day Change Summary
Previous Current
03-Apr-1996 04-Apr-1996 Change Change % Previous Week
Open 655.15 655.82 0.67 0.1% 650.89
High 655.89 656.68 0.79 0.1% 655.50
Low 651.81 654.89 3.08 0.5% 644.89
Close 655.88 655.86 -0.02 0.0% 645.50
Range 4.08 1.79 -2.29 -56.1% 10.61
ATR 6.51 6.17 -0.34 -5.2% 0.00
Volume
Daily Pivots for day following 04-Apr-1996
Classic Woodie Camarilla DeMark
R4 661.18 660.31 656.84
R3 659.39 658.52 656.35
R2 657.60 657.60 656.19
R1 656.73 656.73 656.02 657.17
PP 655.81 655.81 655.81 656.03
S1 654.94 654.94 655.70 655.38
S2 654.02 654.02 655.53
S3 652.23 653.15 655.37
S4 650.44 651.36 654.88
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
5 656.68 644.89 11.79 1.8% 4.55 0.7% 93% True False
10 656.68 644.89 11.79 1.8% 4.81 0.7% 93% True False
20 656.68 627.63 29.05 4.4% 6.99 1.1% 97% True False
40 664.23 627.63 36.60 5.6% 7.23 1.1% 77% False False
60 664.23 597.29 66.94 10.2% 6.76 1.0% 87% False False
80 664.23 597.29 66.94 10.2% 6.37 1.0% 87% False False
100 664.23 588.36 75.87 11.6% 5.86 0.9% 89% False False
120 664.23 572.53 91.70 14.0% 5.60 0.9% 91% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Narrowest range in 146 trading days
Fibonacci Retracements and Extensions
4.250 664.29
2.618 661.37
1.618 659.58
1.000 658.47
0.618 657.79
HIGH 656.68
0.618 656.00
0.500 655.79
0.382 655.57
LOW 654.89
0.618 653.78
1.000 653.10
1.618 651.99
2.618 650.20
4.250 647.28
Fisher Pivots for day following 04-Apr-1996
Pivot 1 day 3 day
R1 655.84 655.32
PP 655.81 654.78
S1 655.79 654.25

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

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