S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jul-1996
Day Change Summary
Previous Current
02-Jul-1996 03-Jul-1996 Change Change % Previous Week
Open 675.71 673.63 -2.08 -0.3% 666.84
High 675.88 673.64 -2.24 -0.3% 672.68
Low 672.55 670.21 -2.34 -0.3% 661.56
Close 673.61 672.40 -1.21 -0.2% 670.63
Range 3.33 3.43 0.10 3.0% 11.12
ATR 5.31 5.17 -0.13 -2.5% 0.00
Volume
Daily Pivots for day following 03-Jul-1996
Classic Woodie Camarilla DeMark
R4 682.37 680.82 674.29
R3 678.94 677.39 673.34
R2 675.51 675.51 673.03
R1 673.96 673.96 672.71 673.02
PP 672.08 672.08 672.08 671.62
S1 670.53 670.53 672.09 669.59
S2 668.65 668.65 671.77
S3 665.22 667.10 671.46
S4 661.79 663.67 670.51
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% 4.70 0.7% 76% False False
10 675.88 658.75 17.13 2.5% 4.68 0.7% 80% False False
20 680.32 658.75 21.57 3.2% 5.14 0.8% 63% False False
40 681.10 630.07 51.03 7.6% 5.87 0.9% 83% False False
60 681.10 624.14 56.96 8.5% 5.94 0.9% 85% False False
80 681.10 624.14 56.96 8.5% 6.04 0.9% 85% False False
100 681.10 624.14 56.96 8.5% 6.56 1.0% 85% False False
120 681.10 597.46 83.64 12.4% 6.40 1.0% 90% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 688.22
2.618 682.62
1.618 679.19
1.000 677.07
0.618 675.76
HIGH 673.64
0.618 672.33
0.500 671.93
0.382 671.52
LOW 670.21
0.618 668.09
1.000 666.78
1.618 664.66
2.618 661.23
4.250 655.63
Fisher Pivots for day following 03-Jul-1996
Pivot 1 day 3 day
R1 672.24 673.05
PP 672.08 672.83
S1 671.93 672.62

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

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