S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-May-1996
Day Change Summary
Previous Current
20-May-1996 21-May-1996 Change Change % Previous Week
Open 668.96 673.10 4.14 0.6% 652.10
High 673.66 675.56 1.90 0.3% 669.84
Low 667.64 672.26 4.62 0.7% 652.09
Close 673.15 672.76 -0.39 -0.1% 668.91
Range 6.02 3.30 -2.72 -45.2% 17.75
ATR 6.47 6.25 -0.23 -3.5% 0.00
Volume
Daily Pivots for day following 21-May-1996
Classic Woodie Camarilla DeMark
R4 683.43 681.39 674.58
R3 680.13 678.09 673.67
R2 676.83 676.83 673.37
R1 674.79 674.79 673.06 674.16
PP 673.53 673.53 673.53 673.21
S1 671.49 671.49 672.46 670.86
S2 670.23 670.23 672.16
S3 666.93 668.19 671.85
S4 663.63 664.89 670.95
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
5 675.56 662.79 12.77 1.9% 4.80 0.7% 78% True False
10 675.56 630.07 45.49 6.8% 6.65 1.0% 94% True False
20 675.56 630.07 45.49 6.8% 6.38 0.9% 94% True False
40 675.56 624.14 51.42 7.6% 6.26 0.9% 95% True False
60 675.56 624.14 51.42 7.6% 6.86 1.0% 95% True False
80 675.56 615.26 60.30 9.0% 6.83 1.0% 95% True False
100 675.56 597.29 78.27 11.6% 6.64 1.0% 96% True False
120 675.56 597.29 78.27 11.6% 6.29 0.9% 96% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.39
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 689.59
2.618 684.20
1.618 680.90
1.000 678.86
0.618 677.60
HIGH 675.56
0.618 674.30
0.500 673.91
0.382 673.52
LOW 672.26
0.618 670.22
1.000 668.96
1.618 666.92
2.618 663.62
4.250 658.24
Fisher Pivots for day following 21-May-1996
Pivot 1 day 3 day
R1 673.91 671.91
PP 673.53 671.06
S1 673.14 670.21

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

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