S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jun-1996
Day Change Summary
Previous Current
07-Jun-1996 10-Jun-1996 Change Change % Previous Week
Open 672.85 673.32 0.47 0.1% 669.04
High 673.31 673.61 0.30 0.0% 680.32
Low 662.48 670.15 7.67 1.2% 662.48
Close 673.31 672.16 -1.15 -0.2% 673.31
Range 10.83 3.46 -7.37 -68.1% 17.84
ATR 6.72 6.49 -0.23 -3.5% 0.00
Volume
Daily Pivots for day following 10-Jun-1996
Classic Woodie Camarilla DeMark
R4 682.35 680.72 674.06
R3 678.89 677.26 673.11
R2 675.43 675.43 672.79
R1 673.80 673.80 672.48 672.89
PP 671.97 671.97 671.97 671.52
S1 670.34 670.34 671.84 669.43
S2 668.51 668.51 671.53
S3 665.05 666.88 671.21
S4 661.59 663.42 670.26
Weekly Pivots for week ending 07-Jun-1996
Classic Woodie Camarilla DeMark
R4 725.56 717.27 683.12
R3 707.72 699.43 678.22
R2 689.88 689.88 676.58
R1 681.59 681.59 674.95 685.74
PP 672.04 672.04 672.04 674.11
S1 663.75 663.75 671.67 667.90
S2 654.20 654.20 670.04
S3 636.36 645.91 668.40
S4 618.52 628.07 663.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 680.32 662.48 17.84 2.7% 6.57 1.0% 54% False False
10 680.32 662.48 17.84 2.7% 6.83 1.0% 54% False False
20 681.10 652.09 29.01 4.3% 6.32 0.9% 69% False False
40 681.10 630.07 51.03 7.6% 6.18 0.9% 82% False False
60 681.10 624.14 56.96 8.5% 6.33 0.9% 84% False False
80 681.10 624.14 56.96 8.5% 6.93 1.0% 84% False False
100 681.10 604.12 76.98 11.5% 6.65 1.0% 88% False False
120 681.10 597.29 83.81 12.5% 6.57 1.0% 89% False 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 True
Stretch 1.09
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 688.32
2.618 682.67
1.618 679.21
1.000 677.07
0.618 675.75
HIGH 673.61
0.618 672.29
0.500 671.88
0.382 671.47
LOW 670.15
0.618 668.01
1.000 666.69
1.618 664.55
2.618 661.09
4.250 655.45
Fisher Pivots for day following 10-Jun-1996
Pivot 1 day 3 day
R1 672.07 671.91
PP 671.97 671.65
S1 671.88 671.40

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

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