S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jun-1996
Day Change Summary
Previous Current
17-Jun-1996 18-Jun-1996 Change Change % Previous Week
Open 665.94 665.16 -0.78 -0.1% 673.32
High 668.27 666.36 -1.91 -0.3% 676.72
Low 664.09 661.34 -2.75 -0.4% 664.35
Close 665.16 662.06 -3.10 -0.5% 665.85
Range 4.18 5.02 0.84 20.1% 12.37
ATR 6.00 5.93 -0.07 -1.2% 0.00
Volume
Daily Pivots for day following 18-Jun-1996
Classic Woodie Camarilla DeMark
R4 678.31 675.21 664.82
R3 673.29 670.19 663.44
R2 668.27 668.27 662.98
R1 665.17 665.17 662.52 664.21
PP 663.25 663.25 663.25 662.78
S1 660.15 660.15 661.60 659.19
S2 658.23 658.23 661.14
S3 653.21 655.13 660.68
S4 648.19 650.11 659.30
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
5 673.67 661.34 12.33 1.9% 4.64 0.7% 6% False True
10 680.32 661.34 18.98 2.9% 5.79 0.9% 4% False True
20 681.10 661.34 19.76 3.0% 6.01 0.9% 4% False True
40 681.10 630.07 51.03 7.7% 6.21 0.9% 63% False False
60 681.10 624.14 56.96 8.6% 6.23 0.9% 67% False False
80 681.10 624.14 56.96 8.6% 6.74 1.0% 67% False False
100 681.10 615.26 65.84 9.9% 6.67 1.0% 71% False False
120 681.10 597.29 83.81 12.7% 6.53 1.0% 77% 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 1.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 687.70
2.618 679.50
1.618 674.48
1.000 671.38
0.618 669.46
HIGH 666.36
0.618 664.44
0.500 663.85
0.382 663.26
LOW 661.34
0.618 658.24
1.000 656.32
1.618 653.22
2.618 648.20
4.250 640.01
Fisher Pivots for day following 18-Jun-1996
Pivot 1 day 3 day
R1 663.85 664.87
PP 663.25 663.93
S1 662.66 663.00

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

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