S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-May-1996
Day Change Summary
Previous Current
01-May-1996 02-May-1996 Change Change % Previous Week
Open 654.84 654.42 -0.42 -0.1% 645.54
High 656.44 654.58 -1.86 -0.3% 656.43
Low 652.26 642.13 -10.13 -1.6% 645.07
Close 654.58 643.38 -11.20 -1.7% 653.46
Range 4.18 12.45 8.27 197.8% 11.36
ATR 5.63 6.12 0.49 8.7% 0.00
Volume
Daily Pivots for day following 02-May-1996
Classic Woodie Camarilla DeMark
R4 684.05 676.16 650.23
R3 671.60 663.71 646.80
R2 659.15 659.15 645.66
R1 651.26 651.26 644.52 648.98
PP 646.70 646.70 646.70 645.56
S1 638.81 638.81 642.24 636.53
S2 634.25 634.25 641.10
S3 621.80 626.36 639.96
S4 609.35 613.91 636.53
Weekly Pivots for week ending 26-Apr-1996
Classic Woodie Camarilla DeMark
R4 685.73 680.96 659.71
R3 674.37 669.60 656.58
R2 663.01 663.01 655.54
R1 658.24 658.24 654.50 660.63
PP 651.65 651.65 651.65 652.85
S1 646.88 646.88 652.42 649.27
S2 640.29 640.29 651.38
S3 628.93 635.52 650.34
S4 617.57 624.16 647.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.44 642.13 14.31 2.2% 5.55 0.9% 9% False True
10 656.44 642.13 14.31 2.2% 5.34 0.8% 9% False True
20 656.68 624.14 32.54 5.1% 6.30 1.0% 59% False False
40 656.68 624.14 32.54 5.1% 6.70 1.0% 59% False False
60 664.23 624.14 40.09 6.2% 7.01 1.1% 48% False False
80 664.23 597.29 66.94 10.4% 6.76 1.1% 69% False False
100 664.23 597.29 66.94 10.4% 6.37 1.0% 69% False False
120 664.23 588.36 75.87 11.8% 5.94 0.9% 73% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 707.49
2.618 687.17
1.618 674.72
1.000 667.03
0.618 662.27
HIGH 654.58
0.618 649.82
0.500 648.36
0.382 646.89
LOW 642.13
0.618 634.44
1.000 629.68
1.618 621.99
2.618 609.54
4.250 589.22
Fisher Pivots for day following 02-May-1996
Pivot 1 day 3 day
R1 648.36 649.29
PP 646.70 647.32
S1 645.04 645.35

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

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