S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jul-1996
Day Change Summary
Previous Current
01-Jul-1996 02-Jul-1996 Change Change % Previous Week
Open 670.63 675.71 5.08 0.8% 666.84
High 675.88 675.88 0.00 0.0% 672.68
Low 670.63 672.55 1.92 0.3% 661.56
Close 675.88 673.61 -2.27 -0.3% 670.63
Range 5.25 3.33 -1.92 -36.6% 11.12
ATR 5.46 5.31 -0.15 -2.8% 0.00
Volume
Daily Pivots for day following 02-Jul-1996
Classic Woodie Camarilla DeMark
R4 684.00 682.14 675.44
R3 680.67 678.81 674.53
R2 677.34 677.34 674.22
R1 675.48 675.48 673.92 674.75
PP 674.01 674.01 674.01 673.65
S1 672.15 672.15 673.30 671.42
S2 670.68 670.68 673.00
S3 667.35 668.82 672.69
S4 664.02 665.49 671.78
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% 4.97 0.7% 84% True False
10 675.88 658.75 17.13 2.5% 4.78 0.7% 87% True False
20 680.32 658.75 21.57 3.2% 5.29 0.8% 69% False False
40 681.10 630.07 51.03 7.6% 5.89 0.9% 85% False False
60 681.10 624.14 56.96 8.5% 5.98 0.9% 87% False False
80 681.10 624.14 56.96 8.5% 6.13 0.9% 87% False False
100 681.10 624.14 56.96 8.5% 6.61 1.0% 87% False False
120 681.10 597.46 83.64 12.4% 6.41 1.0% 91% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.92
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 690.03
2.618 684.60
1.618 681.27
1.000 679.21
0.618 677.94
HIGH 675.88
0.618 674.61
0.500 674.22
0.382 673.82
LOW 672.55
0.618 670.49
1.000 669.22
1.618 667.16
2.618 663.83
4.250 658.40
Fisher Pivots for day following 02-Jul-1996
Pivot 1 day 3 day
R1 674.22 673.15
PP 674.01 672.68
S1 673.81 672.22

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

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