S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jul-1996
Day Change Summary
Previous Current
12-Jul-1996 15-Jul-1996 Change Change % Previous Week
Open 645.75 645.90 0.15 0.0% 657.01
High 647.64 646.19 -1.45 -0.2% 657.65
Low 640.21 629.69 -10.52 -1.6% 639.52
Close 646.19 629.80 -16.39 -2.5% 646.19
Range 7.43 16.50 9.07 122.1% 18.13
ATR 6.75 7.44 0.70 10.3% 0.00
Volume
Daily Pivots for day following 15-Jul-1996
Classic Woodie Camarilla DeMark
R4 684.73 673.76 638.88
R3 668.23 657.26 634.34
R2 651.73 651.73 632.83
R1 640.76 640.76 631.31 638.00
PP 635.23 635.23 635.23 633.84
S1 624.26 624.26 628.29 621.50
S2 618.73 618.73 626.78
S3 602.23 607.76 625.26
S4 585.73 591.26 620.73
Weekly Pivots for week ending 12-Jul-1996
Classic Woodie Camarilla DeMark
R4 702.18 692.31 656.16
R3 684.05 674.18 651.18
R2 665.92 665.92 649.51
R1 656.05 656.05 647.85 651.92
PP 647.79 647.79 647.79 645.72
S1 637.92 637.92 644.53 633.79
S2 629.66 629.66 642.87
S3 611.53 619.79 641.20
S4 593.40 601.66 636.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.60 629.69 26.91 4.3% 10.48 1.7% 0% False True
10 675.88 629.69 46.19 7.3% 8.59 1.4% 0% False True
20 675.88 629.69 46.19 7.3% 6.72 1.1% 0% False True
40 681.10 629.69 51.41 8.2% 6.41 1.0% 0% False True
60 681.10 629.69 51.41 8.2% 6.38 1.0% 0% False True
80 681.10 624.14 56.96 9.0% 6.32 1.0% 10% False False
100 681.10 624.14 56.96 9.0% 6.83 1.1% 10% False False
120 681.10 610.65 70.45 11.2% 6.69 1.1% 27% 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 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 716.32
2.618 689.39
1.618 672.89
1.000 662.69
0.618 656.39
HIGH 646.19
0.618 639.89
0.500 637.94
0.382 635.99
LOW 629.69
0.618 619.49
1.000 613.19
1.618 602.99
2.618 586.49
4.250 559.57
Fisher Pivots for day following 15-Jul-1996
Pivot 1 day 3 day
R1 637.94 642.88
PP 635.23 638.52
S1 632.51 634.16

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

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