S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Apr-1996
Day Change Summary
Previous Current
22-Apr-1996 23-Apr-1996 Change Change % Previous Week
Open 645.54 647.75 2.21 0.3% 636.71
High 650.91 651.59 0.68 0.1% 647.32
Low 645.07 647.70 2.63 0.4% 636.71
Close 647.89 651.58 3.69 0.6% 645.07
Range 5.84 3.89 -1.95 -33.4% 10.61
ATR 6.45 6.27 -0.18 -2.8% 0.00
Volume
Daily Pivots for day following 23-Apr-1996
Classic Woodie Camarilla DeMark
R4 661.96 660.66 653.72
R3 658.07 656.77 652.65
R2 654.18 654.18 652.29
R1 652.88 652.88 651.94 653.53
PP 650.29 650.29 650.29 650.62
S1 648.99 648.99 651.22 649.64
S2 646.40 646.40 650.87
S3 642.51 645.10 650.51
S4 638.62 641.21 649.44
Weekly Pivots for week ending 19-Apr-1996
Classic Woodie Camarilla DeMark
R4 674.86 670.58 650.91
R3 664.25 659.97 647.99
R2 653.64 653.64 647.02
R1 649.36 649.36 646.04 651.50
PP 643.03 643.03 643.03 644.11
S1 638.75 638.75 644.10 640.89
S2 632.42 632.42 643.12
S3 621.81 628.14 642.15
S4 611.20 617.53 639.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 651.59 638.71 12.88 2.0% 4.73 0.7% 100% True False
10 651.59 624.14 27.45 4.2% 6.09 0.9% 100% True False
20 656.68 624.14 32.54 5.0% 6.14 0.9% 84% False False
40 659.08 624.14 34.94 5.4% 7.10 1.1% 79% False False
60 664.23 615.26 48.97 7.5% 6.99 1.1% 74% False False
80 664.23 597.29 66.94 10.3% 6.71 1.0% 81% False False
100 664.23 597.29 66.94 10.3% 6.27 1.0% 81% False False
120 664.23 581.04 83.19 12.8% 5.84 0.9% 85% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 668.12
2.618 661.77
1.618 657.88
1.000 655.48
0.618 653.99
HIGH 651.59
0.618 650.10
0.500 649.65
0.382 649.19
LOW 647.70
0.618 645.30
1.000 643.81
1.618 641.41
2.618 637.52
4.250 631.17
Fisher Pivots for day following 23-Apr-1996
Pivot 1 day 3 day
R1 650.94 650.25
PP 650.29 648.93
S1 649.65 647.60

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

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