S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-May-1996
Day Change Summary
Previous Current
29-May-1996 30-May-1996 Change Change % Previous Week
Open 672.03 667.83 -4.20 -0.6% 668.96
High 673.73 673.51 -0.22 0.0% 681.10
Low 666.09 664.56 -1.53 -0.2% 667.64
Close 667.93 671.70 3.77 0.6% 678.51
Range 7.64 8.95 1.31 17.1% 13.46
ATR 6.47 6.64 0.18 2.7% 0.00
Volume
Daily Pivots for day following 30-May-1996
Classic Woodie Camarilla DeMark
R4 696.77 693.19 676.62
R3 687.82 684.24 674.16
R2 678.87 678.87 673.34
R1 675.29 675.29 672.52 677.08
PP 669.92 669.92 669.92 670.82
S1 666.34 666.34 670.88 668.13
S2 660.97 660.97 670.06
S3 652.02 657.39 669.24
S4 643.07 648.44 666.78
Weekly Pivots for week ending 24-May-1996
Classic Woodie Camarilla DeMark
R4 716.13 710.78 685.91
R3 702.67 697.32 682.21
R2 689.21 689.21 680.98
R1 683.86 683.86 679.74 686.54
PP 675.75 675.75 675.75 677.09
S1 670.40 670.40 677.28 673.08
S2 662.29 662.29 676.04
S3 648.83 656.94 674.81
S4 635.37 643.48 671.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 681.10 664.56 16.54 2.5% 7.28 1.1% 43% False True
10 681.10 662.79 18.31 2.7% 6.22 0.9% 49% False False
20 681.10 630.07 51.03 7.6% 7.19 1.1% 82% False False
40 681.10 624.14 56.96 8.5% 6.53 1.0% 83% False False
60 681.10 624.14 56.96 8.5% 6.75 1.0% 83% False False
80 681.10 624.14 56.96 8.5% 6.99 1.0% 83% False False
100 681.10 597.29 83.81 12.5% 6.74 1.0% 89% False False
120 681.10 597.29 83.81 12.5% 6.45 1.0% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.45
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 711.55
2.618 696.94
1.618 687.99
1.000 682.46
0.618 679.04
HIGH 673.51
0.618 670.09
0.500 669.04
0.382 667.98
LOW 664.56
0.618 659.03
1.000 655.61
1.618 650.08
2.618 641.13
4.250 626.52
Fisher Pivots for day following 30-May-1996
Pivot 1 day 3 day
R1 670.81 672.27
PP 669.92 672.08
S1 669.04 671.89

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

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