S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jun-1996
Day Change Summary
Previous Current
20-Jun-1996 21-Jun-1996 Change Change % Previous Week
Open 662.00 662.56 0.56 0.1% 665.94
High 664.96 666.84 1.88 0.3% 668.27
Low 658.75 662.10 3.35 0.5% 658.75
Close 662.10 666.84 4.74 0.7% 666.84
Range 6.21 4.74 -1.47 -23.7% 9.52
ATR 5.85 5.77 -0.08 -1.4% 0.00
Volume
Daily Pivots for day following 21-Jun-1996
Classic Woodie Camarilla DeMark
R4 679.48 677.90 669.45
R3 674.74 673.16 668.14
R2 670.00 670.00 667.71
R1 668.42 668.42 667.27 669.21
PP 665.26 665.26 665.26 665.66
S1 663.68 663.68 666.41 664.47
S2 660.52 660.52 665.97
S3 655.78 658.94 665.54
S4 651.04 654.20 664.23
Weekly Pivots for week ending 21-Jun-1996
Classic Woodie Camarilla DeMark
R4 693.18 689.53 672.08
R3 683.66 680.01 669.46
R2 674.14 674.14 668.59
R1 670.49 670.49 667.71 672.32
PP 664.62 664.62 664.62 665.53
S1 660.97 660.97 665.97 662.80
S2 655.10 655.10 665.09
S3 645.58 651.45 664.22
S4 636.06 641.93 661.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 668.27 658.75 9.52 1.4% 4.91 0.7% 85% False False
10 676.72 658.75 17.97 2.7% 4.88 0.7% 45% False False
20 680.32 658.75 21.57 3.2% 5.87 0.9% 38% False False
40 681.10 630.07 51.03 7.7% 6.19 0.9% 72% False False
60 681.10 624.14 56.96 8.5% 6.17 0.9% 75% False False
80 681.10 624.14 56.96 8.5% 6.60 1.0% 75% False False
100 681.10 624.14 56.96 8.5% 6.70 1.0% 75% False False
120 681.10 597.29 83.81 12.6% 6.58 1.0% 83% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 1.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 686.99
2.618 679.25
1.618 674.51
1.000 671.58
0.618 669.77
HIGH 666.84
0.618 665.03
0.500 664.47
0.382 663.91
LOW 662.10
0.618 659.17
1.000 657.36
1.618 654.43
2.618 649.69
4.250 641.96
Fisher Pivots for day following 21-Jun-1996
Pivot 1 day 3 day
R1 666.05 665.49
PP 665.26 664.14
S1 664.47 662.80

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

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