S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jul-1996
Day Change Summary
Previous Current
08-Jul-1996 09-Jul-1996 Change Change % Previous Week
Open 657.01 652.60 -4.41 -0.7% 670.63
High 657.65 656.60 -1.05 -0.2% 675.88
Low 651.13 652.54 1.41 0.2% 657.41
Close 652.54 654.75 2.21 0.3% 657.44
Range 6.52 4.06 -2.46 -37.7% 18.47
ATR 5.92 5.79 -0.13 -2.2% 0.00
Volume
Daily Pivots for day following 09-Jul-1996
Classic Woodie Camarilla DeMark
R4 666.81 664.84 656.98
R3 662.75 660.78 655.87
R2 658.69 658.69 655.49
R1 656.72 656.72 655.12 657.71
PP 654.63 654.63 654.63 655.12
S1 652.66 652.66 654.38 653.65
S2 650.57 650.57 654.01
S3 646.51 648.60 653.63
S4 642.45 644.54 652.52
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% 6.47 1.0% 15% False False
10 675.88 651.13 24.75 3.8% 5.72 0.9% 15% False False
20 676.72 651.13 25.59 3.9% 5.34 0.8% 14% False False
40 681.10 651.13 29.97 4.6% 5.83 0.9% 12% False False
60 681.10 630.07 51.03 7.8% 5.90 0.9% 48% False False
80 681.10 624.14 56.96 8.7% 6.08 0.9% 54% False False
100 681.10 624.14 56.96 8.7% 6.62 1.0% 54% False False
120 681.10 604.12 76.98 11.8% 6.43 1.0% 66% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 673.86
2.618 667.23
1.618 663.17
1.000 660.66
0.618 659.11
HIGH 656.60
0.618 655.05
0.500 654.57
0.382 654.09
LOW 652.54
0.618 650.03
1.000 648.48
1.618 645.97
2.618 641.91
4.250 635.29
Fisher Pivots for day following 09-Jul-1996
Pivot 1 day 3 day
R1 654.69 661.77
PP 654.63 659.43
S1 654.57 657.09

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

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