S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-May-1996
Day Change Summary
Previous Current
03-May-1996 06-May-1996 Change Change % Previous Week
Open 643.50 641.72 -1.78 -0.3% 653.33
High 648.45 644.64 -3.81 -0.6% 656.44
Low 640.23 636.20 -4.03 -0.6% 640.23
Close 641.63 640.81 -0.82 -0.1% 641.63
Range 8.22 8.44 0.22 2.7% 16.21
ATR 6.27 6.42 0.16 2.5% 0.00
Volume
Daily Pivots for day following 06-May-1996
Classic Woodie Camarilla DeMark
R4 665.87 661.78 645.45
R3 657.43 653.34 643.13
R2 648.99 648.99 642.36
R1 644.90 644.90 641.58 642.73
PP 640.55 640.55 640.55 639.46
S1 636.46 636.46 640.04 634.29
S2 632.11 632.11 639.26
S3 623.67 628.02 638.49
S4 615.23 619.58 636.17
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
5 656.44 636.20 20.24 3.2% 7.37 1.1% 23% False True
10 656.44 636.20 20.24 3.2% 6.05 0.9% 23% False True
20 656.44 624.14 32.30 5.0% 6.15 1.0% 52% False False
40 656.68 624.14 32.54 5.1% 6.37 1.0% 51% False False
60 664.23 624.14 40.09 6.3% 7.10 1.1% 42% False False
80 664.23 597.46 66.77 10.4% 6.68 1.0% 65% False False
100 664.23 597.29 66.94 10.4% 6.47 1.0% 65% False False
120 664.23 588.36 75.87 11.8% 6.03 0.9% 69% 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 1.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 680.51
2.618 666.74
1.618 658.30
1.000 653.08
0.618 649.86
HIGH 644.64
0.618 641.42
0.500 640.42
0.382 639.42
LOW 636.20
0.618 630.98
1.000 627.76
1.618 622.54
2.618 614.10
4.250 600.33
Fisher Pivots for day following 06-May-1996
Pivot 1 day 3 day
R1 640.68 645.39
PP 640.55 643.86
S1 640.42 642.34

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

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