S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Apr-1996
Day Change Summary
Previous Current
15-Apr-1996 16-Apr-1996 Change Change % Previous Week
Open 636.71 643.05 6.34 1.0% 655.53
High 642.49 645.57 3.08 0.5% 655.86
Low 636.71 642.15 5.44 0.9% 624.14
Close 642.49 645.00 2.51 0.4% 636.71
Range 5.78 3.42 -2.36 -40.8% 31.72
ATR 7.25 6.98 -0.27 -3.8% 0.00
Volume
Daily Pivots for day following 16-Apr-1996
Classic Woodie Camarilla DeMark
R4 654.50 653.17 646.88
R3 651.08 649.75 645.94
R2 647.66 647.66 645.63
R1 646.33 646.33 645.31 647.00
PP 644.24 644.24 644.24 644.57
S1 642.91 642.91 644.69 643.58
S2 640.82 640.82 644.37
S3 637.40 639.49 644.06
S4 633.98 636.07 643.12
Weekly Pivots for week ending 12-Apr-1996
Classic Woodie Camarilla DeMark
R4 734.06 717.11 654.16
R3 702.34 685.39 645.43
R2 670.62 670.62 642.53
R1 653.67 653.67 639.62 646.29
PP 638.90 638.90 638.90 635.21
S1 621.95 621.95 633.80 614.57
S2 607.18 607.18 630.89
S3 575.46 590.23 627.99
S4 543.74 558.51 619.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 645.57 624.14 21.43 3.3% 7.46 1.2% 97% True False
10 656.68 624.14 32.54 5.0% 6.89 1.1% 64% False False
20 656.68 624.14 32.54 5.0% 6.30 1.0% 64% False False
40 663.00 624.14 38.86 6.0% 7.59 1.2% 54% False False
60 664.23 606.76 57.47 8.9% 6.96 1.1% 67% False False
80 664.23 597.29 66.94 10.4% 6.67 1.0% 71% False False
100 664.23 595.42 68.81 10.7% 6.21 1.0% 72% False False
120 664.23 572.53 91.70 14.2% 5.88 0.9% 79% 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 False
Bear Hook False
Bull Hook False
Stretch 0.81
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 660.11
2.618 654.52
1.618 651.10
1.000 648.99
0.618 647.68
HIGH 645.57
0.618 644.26
0.500 643.86
0.382 643.46
LOW 642.15
0.618 640.04
1.000 638.73
1.618 636.62
2.618 633.20
4.250 627.62
Fisher Pivots for day following 16-Apr-1996
Pivot 1 day 3 day
R1 644.62 642.79
PP 644.24 640.58
S1 643.86 638.38

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

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