S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-May-1996
Day Change Summary
Previous Current
17-May-1996 20-May-1996 Change Change % Previous Week
Open 664.85 668.96 4.11 0.6% 652.10
High 669.84 673.66 3.82 0.6% 669.84
Low 664.85 667.64 2.79 0.4% 652.09
Close 668.91 673.15 4.24 0.6% 668.91
Range 4.99 6.02 1.03 20.6% 17.75
ATR 6.51 6.47 -0.03 -0.5% 0.00
Volume
Daily Pivots for day following 20-May-1996
Classic Woodie Camarilla DeMark
R4 689.54 687.37 676.46
R3 683.52 681.35 674.81
R2 677.50 677.50 674.25
R1 675.33 675.33 673.70 676.42
PP 671.48 671.48 671.48 672.03
S1 669.31 669.31 672.60 670.40
S2 665.46 665.46 672.05
S3 659.44 663.29 671.49
S4 653.42 657.27 669.84
Weekly Pivots for week ending 17-May-1996
Classic Woodie Camarilla DeMark
R4 716.86 710.64 678.67
R3 699.11 692.89 673.79
R2 681.36 681.36 672.16
R1 675.14 675.14 670.54 678.25
PP 663.61 663.61 663.61 665.17
S1 657.39 657.39 667.28 660.50
S2 645.86 645.86 665.66
S3 628.11 639.64 664.03
S4 610.36 621.89 659.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673.66 661.53 12.13 1.8% 5.22 0.8% 96% True False
10 673.66 630.07 43.59 6.5% 6.77 1.0% 99% True False
20 673.66 630.07 43.59 6.5% 6.41 1.0% 99% True False
40 673.66 624.14 49.52 7.4% 6.34 0.9% 99% True False
60 673.66 624.14 49.52 7.4% 6.98 1.0% 99% True False
80 673.66 615.26 58.40 8.7% 6.84 1.0% 99% True False
100 673.66 597.29 76.37 11.3% 6.63 1.0% 99% True False
120 673.66 597.29 76.37 11.3% 6.30 0.9% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 699.25
2.618 689.42
1.618 683.40
1.000 679.68
0.618 677.38
HIGH 673.66
0.618 671.36
0.500 670.65
0.382 669.94
LOW 667.64
0.618 663.92
1.000 661.62
1.618 657.90
2.618 651.88
4.250 642.06
Fisher Pivots for day following 20-May-1996
Pivot 1 day 3 day
R1 672.32 671.51
PP 671.48 669.87
S1 670.65 668.23

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

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