S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-May-1996
Day Change Summary
Previous Current
07-May-1996 08-May-1996 Change Change % Previous Week
Open 640.84 637.88 -2.96 -0.5% 653.33
High 641.40 644.79 3.39 0.5% 656.44
Low 636.96 630.07 -6.89 -1.1% 640.23
Close 638.26 644.77 6.51 1.0% 641.63
Range 4.44 14.72 10.28 231.5% 16.21
ATR 6.28 6.88 0.60 9.6% 0.00
Volume
Daily Pivots for day following 08-May-1996
Classic Woodie Camarilla DeMark
R4 684.04 679.12 652.87
R3 669.32 664.40 648.82
R2 654.60 654.60 647.47
R1 649.68 649.68 646.12 652.14
PP 639.88 639.88 639.88 641.11
S1 634.96 634.96 643.42 637.42
S2 625.16 625.16 642.07
S3 610.44 620.24 640.72
S4 595.72 605.52 636.67
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
5 654.58 630.07 24.51 3.8% 9.65 1.5% 60% False True
10 656.44 630.07 26.37 4.1% 7.07 1.1% 56% False True
20 656.44 624.14 32.30 5.0% 6.29 1.0% 64% False False
40 656.68 624.14 32.54 5.0% 6.30 1.0% 63% False False
60 664.23 624.14 40.09 6.2% 7.15 1.1% 51% False False
80 664.23 598.47 65.76 10.2% 6.76 1.0% 70% False False
100 664.23 597.29 66.94 10.4% 6.60 1.0% 71% False False
120 664.23 588.36 75.87 11.8% 6.14 1.0% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.12
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 707.35
2.618 683.33
1.618 668.61
1.000 659.51
0.618 653.89
HIGH 644.79
0.618 639.17
0.500 637.43
0.382 635.69
LOW 630.07
0.618 620.97
1.000 615.35
1.618 606.25
2.618 591.53
4.250 567.51
Fisher Pivots for day following 08-May-1996
Pivot 1 day 3 day
R1 642.32 642.32
PP 639.88 639.88
S1 637.43 637.43

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

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