S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jun-1996
Day Change Summary
Previous Current
27-Jun-1996 28-Jun-1996 Change Change % Previous Week
Open 664.35 668.70 4.35 0.7% 666.84
High 668.90 672.68 3.78 0.6% 672.68
Low 661.56 668.55 6.99 1.1% 661.56
Close 668.55 670.63 2.08 0.3% 670.63
Range 7.34 4.13 -3.21 -43.7% 11.12
ATR 5.58 5.48 -0.10 -1.9% 0.00
Volume
Daily Pivots for day following 28-Jun-1996
Classic Woodie Camarilla DeMark
R4 683.01 680.95 672.90
R3 678.88 676.82 671.77
R2 674.75 674.75 671.39
R1 672.69 672.69 671.01 673.72
PP 670.62 670.62 670.62 671.14
S1 668.56 668.56 670.25 669.59
S2 666.49 666.49 669.87
S3 662.36 664.43 669.49
S4 658.23 660.30 668.36
Weekly Pivots for week ending 28-Jun-1996
Classic Woodie Camarilla DeMark
R4 701.65 697.26 676.75
R3 690.53 686.14 673.69
R2 679.41 679.41 672.67
R1 675.02 675.02 671.65 677.22
PP 668.29 668.29 668.29 669.39
S1 663.90 663.90 669.61 666.10
S2 657.17 657.17 668.59
S3 646.05 652.78 667.57
S4 634.93 641.66 664.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 672.68 661.56 11.12 1.7% 4.78 0.7% 82% True False
10 672.68 658.75 13.93 2.1% 4.84 0.7% 85% True False
20 680.32 658.75 21.57 3.2% 5.30 0.8% 55% False False
40 681.10 630.07 51.03 7.6% 6.09 0.9% 79% False False
60 681.10 624.14 56.96 8.5% 6.16 0.9% 82% False False
80 681.10 624.14 56.96 8.5% 6.40 1.0% 82% False False
100 681.10 624.14 56.96 8.5% 6.64 1.0% 82% False False
120 681.10 597.29 83.81 12.5% 6.54 1.0% 88% 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 1.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 690.23
2.618 683.49
1.618 679.36
1.000 676.81
0.618 675.23
HIGH 672.68
0.618 671.10
0.500 670.62
0.382 670.13
LOW 668.55
0.618 666.00
1.000 664.42
1.618 661.87
2.618 657.74
4.250 651.00
Fisher Pivots for day following 28-Jun-1996
Pivot 1 day 3 day
R1 670.63 669.46
PP 670.62 668.29
S1 670.62 667.12

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

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