S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-May-1996
Day Change Summary
Previous Current
02-May-1996 03-May-1996 Change Change % Previous Week
Open 654.42 643.50 -10.92 -1.7% 653.33
High 654.58 648.45 -6.13 -0.9% 656.44
Low 642.13 640.23 -1.90 -0.3% 640.23
Close 643.38 641.63 -1.75 -0.3% 641.63
Range 12.45 8.22 -4.23 -34.0% 16.21
ATR 6.12 6.27 0.15 2.5% 0.00
Volume
Daily Pivots for day following 03-May-1996
Classic Woodie Camarilla DeMark
R4 668.10 663.08 646.15
R3 659.88 654.86 643.89
R2 651.66 651.66 643.14
R1 646.64 646.64 642.38 645.04
PP 643.44 643.44 643.44 642.64
S1 638.42 638.42 640.88 636.82
S2 635.22 635.22 640.12
S3 627.00 630.20 639.37
S4 618.78 621.98 637.11
Weekly Pivots for week ending 03-May-1996
Classic Woodie Camarilla DeMark
R4 694.73 684.39 650.55
R3 678.52 668.18 646.09
R2 662.31 662.31 644.60
R1 651.97 651.97 643.12 649.04
PP 646.10 646.10 646.10 644.63
S1 635.76 635.76 640.14 632.83
S2 629.89 629.89 638.66
S3 613.68 619.55 637.17
S4 597.47 603.34 632.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.44 640.23 16.21 2.5% 6.30 1.0% 9% False True
10 656.44 640.23 16.21 2.5% 5.79 0.9% 9% False True
20 656.44 624.14 32.30 5.0% 6.62 1.0% 54% False False
40 656.68 624.14 32.54 5.1% 6.81 1.1% 54% False False
60 664.23 624.14 40.09 6.2% 7.03 1.1% 44% False False
80 664.23 597.29 66.94 10.4% 6.72 1.0% 66% False False
100 664.23 597.29 66.94 10.4% 6.42 1.0% 66% False False
120 664.23 588.36 75.87 11.8% 5.99 0.9% 70% 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 1.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 683.39
2.618 669.97
1.618 661.75
1.000 656.67
0.618 653.53
HIGH 648.45
0.618 645.31
0.500 644.34
0.382 643.37
LOW 640.23
0.618 635.15
1.000 632.01
1.618 626.93
2.618 618.71
4.250 605.30
Fisher Pivots for day following 03-May-1996
Pivot 1 day 3 day
R1 644.34 648.34
PP 643.44 646.10
S1 642.53 643.87

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

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