S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jul-1996
Day Change Summary
Previous Current
05-Jul-1996 08-Jul-1996 Change Change % Previous Week
Open 671.18 657.01 -14.17 -2.1% 670.63
High 672.40 657.65 -14.75 -2.2% 675.88
Low 657.41 651.13 -6.28 -1.0% 657.41
Close 657.44 652.54 -4.90 -0.7% 657.44
Range 14.99 6.52 -8.47 -56.5% 18.47
ATR 5.88 5.92 0.05 0.8% 0.00
Volume
Daily Pivots for day following 08-Jul-1996
Classic Woodie Camarilla DeMark
R4 673.33 669.46 656.13
R3 666.81 662.94 654.33
R2 660.29 660.29 653.74
R1 656.42 656.42 653.14 655.10
PP 653.77 653.77 653.77 653.11
S1 649.90 649.90 651.94 648.58
S2 647.25 647.25 651.34
S3 640.73 643.38 650.75
S4 634.21 636.86 648.95
Weekly Pivots for week ending 05-Jul-1996
Classic Woodie Camarilla DeMark
R4 718.99 706.68 667.60
R3 700.52 688.21 662.52
R2 682.05 682.05 660.83
R1 669.74 669.74 659.13 666.66
PP 663.58 663.58 663.58 662.04
S1 651.27 651.27 655.75 648.19
S2 645.11 645.11 654.05
S3 626.64 632.80 652.36
S4 608.17 614.33 647.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 675.88 651.13 24.75 3.8% 6.70 1.0% 6% False True
10 675.88 651.13 24.75 3.8% 5.74 0.9% 6% False True
20 676.72 651.13 25.59 3.9% 5.31 0.8% 6% False True
40 681.10 645.44 35.66 5.5% 5.92 0.9% 20% False False
60 681.10 630.07 51.03 7.8% 5.93 0.9% 44% False False
80 681.10 624.14 56.96 8.7% 6.10 0.9% 50% False False
100 681.10 624.14 56.96 8.7% 6.64 1.0% 50% False False
120 681.10 599.05 82.05 12.6% 6.48 1.0% 65% 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 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 685.36
2.618 674.72
1.618 668.20
1.000 664.17
0.618 661.68
HIGH 657.65
0.618 655.16
0.500 654.39
0.382 653.62
LOW 651.13
0.618 647.10
1.000 644.61
1.618 640.58
2.618 634.06
4.250 623.42
Fisher Pivots for day following 08-Jul-1996
Pivot 1 day 3 day
R1 654.39 662.39
PP 653.77 659.10
S1 653.16 655.82

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

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