S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-1996
Day Change Summary
Previous Current
28-Jun-1996 01-Jul-1996 Change Change % Previous Week
Open 668.70 670.63 1.93 0.3% 666.84
High 672.68 675.88 3.20 0.5% 672.68
Low 668.55 670.63 2.08 0.3% 661.56
Close 670.63 675.88 5.25 0.8% 670.63
Range 4.13 5.25 1.12 27.1% 11.12
ATR 5.48 5.46 -0.02 -0.3% 0.00
Volume
Daily Pivots for day following 01-Jul-1996
Classic Woodie Camarilla DeMark
R4 689.88 688.13 678.77
R3 684.63 682.88 677.32
R2 679.38 679.38 676.84
R1 677.63 677.63 676.36 678.51
PP 674.13 674.13 674.13 674.57
S1 672.38 672.38 675.40 673.26
S2 668.88 668.88 674.92
S3 663.63 667.13 674.44
S4 658.38 661.88 672.99
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
5 675.88 661.56 14.32 2.1% 4.98 0.7% 100% True False
10 675.88 658.75 17.13 2.5% 4.95 0.7% 100% True False
20 680.32 658.75 21.57 3.2% 5.37 0.8% 79% False False
40 681.10 630.07 51.03 7.6% 6.02 0.9% 90% False False
60 681.10 624.14 56.96 8.4% 6.22 0.9% 91% False False
80 681.10 624.14 56.96 8.4% 6.41 0.9% 91% False False
100 681.10 624.14 56.96 8.4% 6.63 1.0% 91% False False
120 681.10 597.29 83.81 12.4% 6.49 1.0% 94% 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 1.02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 698.19
2.618 689.62
1.618 684.37
1.000 681.13
0.618 679.12
HIGH 675.88
0.618 673.87
0.500 673.26
0.382 672.64
LOW 670.63
0.618 667.39
1.000 665.38
1.618 662.14
2.618 656.89
4.250 648.32
Fisher Pivots for day following 01-Jul-1996
Pivot 1 day 3 day
R1 675.01 673.49
PP 674.13 671.11
S1 673.26 668.72

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

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