S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jun-1996
Day Change Summary
Previous Current
13-Jun-1996 14-Jun-1996 Change Change % Previous Week
Open 669.04 667.90 -1.14 -0.2% 673.32
High 670.54 668.40 -2.14 -0.3% 676.72
Low 665.49 664.35 -1.14 -0.2% 664.35
Close 667.92 665.85 -2.07 -0.3% 665.85
Range 5.05 4.05 -1.00 -19.8% 12.37
ATR 6.30 6.14 -0.16 -2.5% 0.00
Volume
Daily Pivots for day following 14-Jun-1996
Classic Woodie Camarilla DeMark
R4 678.35 676.15 668.08
R3 674.30 672.10 666.96
R2 670.25 670.25 666.59
R1 668.05 668.05 666.22 667.13
PP 666.20 666.20 666.20 665.74
S1 664.00 664.00 665.48 663.08
S2 662.15 662.15 665.11
S3 658.10 659.95 664.74
S4 654.05 655.90 663.62
Weekly Pivots for week ending 14-Jun-1996
Classic Woodie Camarilla DeMark
R4 706.08 698.34 672.65
R3 693.71 685.97 669.25
R2 681.34 681.34 668.12
R1 673.60 673.60 666.98 671.29
PP 668.97 668.97 668.97 667.82
S1 661.23 661.23 664.72 658.92
S2 656.60 656.60 663.58
S3 644.23 648.86 662.45
S4 631.86 636.49 659.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 676.72 664.35 12.37 1.9% 4.85 0.7% 12% False True
10 680.32 662.48 17.84 2.7% 5.76 0.9% 19% False False
20 681.10 662.48 18.62 2.8% 6.10 0.9% 18% False False
40 681.10 630.07 51.03 7.7% 6.22 0.9% 70% False False
60 681.10 624.14 56.96 8.6% 6.18 0.9% 73% False False
80 681.10 624.14 56.96 8.6% 6.86 1.0% 73% False False
100 681.10 610.65 70.45 10.6% 6.68 1.0% 78% False False
120 681.10 597.29 83.81 12.6% 6.50 1.0% 82% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 685.61
2.618 679.00
1.618 674.95
1.000 672.45
0.618 670.90
HIGH 668.40
0.618 666.85
0.500 666.38
0.382 665.90
LOW 664.35
0.618 661.85
1.000 660.30
1.618 657.80
2.618 653.75
4.250 647.14
Fisher Pivots for day following 14-Jun-1996
Pivot 1 day 3 day
R1 666.38 669.01
PP 666.20 667.96
S1 666.03 666.90

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

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