S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jun-1996
Day Change Summary
Previous Current
04-Jun-1996 05-Jun-1996 Change Change % Previous Week
Open 667.75 672.36 4.61 0.7% 678.53
High 672.60 678.45 5.85 0.9% 679.98
Low 667.68 672.09 4.41 0.7% 664.56
Close 672.56 678.44 5.88 0.9% 669.12
Range 4.92 6.36 1.44 29.3% 15.42
ATR 6.33 6.33 0.00 0.0% 0.00
Volume
Daily Pivots for day following 05-Jun-1996
Classic Woodie Camarilla DeMark
R4 695.41 693.28 681.94
R3 689.05 686.92 680.19
R2 682.69 682.69 679.61
R1 680.56 680.56 679.02 681.63
PP 676.33 676.33 676.33 676.86
S1 674.20 674.20 677.86 675.27
S2 669.97 669.97 677.27
S3 663.61 667.84 676.69
S4 657.25 661.48 674.94
Weekly Pivots for week ending 31-May-1996
Classic Woodie Camarilla DeMark
R4 717.48 708.72 677.60
R3 702.06 693.30 673.36
R2 686.64 686.64 671.95
R1 677.88 677.88 670.53 674.55
PP 671.22 671.22 671.22 669.56
S1 662.46 662.46 667.71 659.13
S2 655.80 655.80 666.29
S3 640.38 647.04 664.88
S4 624.96 631.62 660.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 678.45 664.56 13.89 2.0% 6.12 0.9% 100% True False
10 681.10 664.56 16.54 2.4% 6.53 1.0% 84% False False
20 681.10 630.07 51.03 7.5% 6.59 1.0% 95% False False
40 681.10 624.14 56.96 8.4% 6.35 0.9% 95% False False
60 681.10 624.14 56.96 8.4% 6.34 0.9% 95% False False
80 681.10 624.14 56.96 8.4% 6.92 1.0% 95% False False
100 681.10 597.46 83.64 12.3% 6.65 1.0% 97% False False
120 681.10 597.29 83.81 12.4% 6.51 1.0% 97% 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 1.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 705.48
2.618 695.10
1.618 688.74
1.000 684.81
0.618 682.38
HIGH 678.45
0.618 676.02
0.500 675.27
0.382 674.52
LOW 672.09
0.618 668.16
1.000 665.73
1.618 661.80
2.618 655.44
4.250 645.06
Fisher Pivots for day following 05-Jun-1996
Pivot 1 day 3 day
R1 677.38 676.23
PP 676.33 674.03
S1 675.27 671.82

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

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