S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jun-1996
Day Change Summary
Previous Current
19-Jun-1996 20-Jun-1996 Change Change % Previous Week
Open 662.02 662.00 -0.02 0.0% 673.32
High 665.62 664.96 -0.66 -0.1% 676.72
Low 661.21 658.75 -2.46 -0.4% 664.35
Close 661.96 662.10 0.14 0.0% 665.85
Range 4.41 6.21 1.80 40.8% 12.37
ATR 5.82 5.85 0.03 0.5% 0.00
Volume
Daily Pivots for day following 20-Jun-1996
Classic Woodie Camarilla DeMark
R4 680.57 677.54 665.52
R3 674.36 671.33 663.81
R2 668.15 668.15 663.24
R1 665.12 665.12 662.67 666.64
PP 661.94 661.94 661.94 662.69
S1 658.91 658.91 661.53 660.43
S2 655.73 655.73 660.96
S3 649.52 652.70 660.39
S4 643.31 646.49 658.68
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
5 668.40 658.75 9.65 1.5% 4.77 0.7% 35% False True
10 676.72 658.75 17.97 2.7% 5.49 0.8% 19% False True
20 681.10 658.75 22.35 3.4% 6.01 0.9% 15% False True
40 681.10 630.07 51.03 7.7% 6.25 0.9% 63% False False
60 681.10 624.14 56.96 8.6% 6.19 0.9% 67% False False
80 681.10 624.14 56.96 8.6% 6.63 1.0% 67% False False
100 681.10 621.42 59.68 9.0% 6.68 1.0% 68% False False
120 681.10 597.29 83.81 12.7% 6.57 1.0% 77% 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 1.42
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 691.35
2.618 681.22
1.618 675.01
1.000 671.17
0.618 668.80
HIGH 664.96
0.618 662.59
0.500 661.86
0.382 661.12
LOW 658.75
0.618 654.91
1.000 652.54
1.618 648.70
2.618 642.49
4.250 632.36
Fisher Pivots for day following 20-Jun-1996
Pivot 1 day 3 day
R1 662.02 662.56
PP 661.94 662.40
S1 661.86 662.25

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

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