S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Apr-1996
Day Change Summary
Previous Current
10-Apr-1996 11-Apr-1996 Change Change % Previous Week
Open 642.09 633.46 -8.63 -1.3% 645.88
High 642.78 635.26 -7.52 -1.2% 656.68
Low 631.76 624.14 -7.62 -1.2% 645.50
Close 633.50 631.18 -2.32 -0.4% 655.86
Range 11.02 11.12 0.10 0.9% 11.18
ATR 7.19 7.47 0.28 3.9% 0.00
Volume
Daily Pivots for day following 11-Apr-1996
Classic Woodie Camarilla DeMark
R4 663.55 658.49 637.30
R3 652.43 647.37 634.24
R2 641.31 641.31 633.22
R1 636.25 636.25 632.20 633.22
PP 630.19 630.19 630.19 628.68
S1 625.13 625.13 630.16 622.10
S2 619.07 619.07 629.14
S3 607.95 614.01 628.12
S4 596.83 602.89 625.06
Weekly Pivots for week ending 05-Apr-1996
Classic Woodie Camarilla DeMark
R4 686.22 682.22 662.01
R3 675.04 671.04 658.93
R2 663.86 663.86 657.91
R1 659.86 659.86 656.88 661.86
PP 652.68 652.68 652.68 653.68
S1 648.68 648.68 654.84 650.68
S2 641.50 641.50 653.81
S3 630.32 637.50 652.79
S4 619.14 626.32 649.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.68 624.14 32.54 5.2% 9.45 1.5% 22% False True
10 656.68 624.14 32.54 5.2% 7.14 1.1% 22% False True
20 656.68 624.14 32.54 5.2% 6.61 1.0% 22% False True
40 664.23 624.14 40.09 6.4% 7.69 1.2% 18% False True
60 664.23 599.05 65.18 10.3% 7.02 1.1% 49% False False
80 664.23 597.29 66.94 10.6% 6.73 1.1% 51% False False
100 664.23 593.52 70.71 11.2% 6.17 1.0% 53% False False
120 664.23 572.53 91.70 14.5% 5.86 0.9% 64% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 682.52
2.618 664.37
1.618 653.25
1.000 646.38
0.618 642.13
HIGH 635.26
0.618 631.01
0.500 629.70
0.382 628.39
LOW 624.14
0.618 617.27
1.000 613.02
1.618 606.15
2.618 595.03
4.250 576.88
Fisher Pivots for day following 11-Apr-1996
Pivot 1 day 3 day
R1 630.69 635.24
PP 630.19 633.88
S1 629.70 632.53

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

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