S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jul-1996
Day Change Summary
Previous Current
16-Jul-1996 17-Jul-1996 Change Change % Previous Week
Open 629.60 629.45 -0.15 0.0% 657.01
High 631.99 636.61 4.62 0.7% 657.65
Low 605.88 628.37 22.49 3.7% 639.52
Close 628.37 634.07 5.70 0.9% 646.19
Range 26.11 8.24 -17.87 -68.4% 18.13
ATR 8.78 8.74 -0.04 -0.4% 0.00
Volume
Daily Pivots for day following 17-Jul-1996
Classic Woodie Camarilla DeMark
R4 657.74 654.14 638.60
R3 649.50 645.90 636.34
R2 641.26 641.26 635.58
R1 637.66 637.66 634.83 639.46
PP 633.02 633.02 633.02 633.92
S1 629.42 629.42 633.31 631.22
S2 624.78 624.78 632.56
S3 616.54 621.18 631.80
S4 608.30 612.94 629.54
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
5 656.06 605.88 50.18 7.9% 14.96 2.4% 56% False False
10 673.64 605.88 67.76 10.7% 11.17 1.8% 42% False False
20 675.88 605.88 70.00 11.0% 7.98 1.3% 40% False False
40 681.10 605.88 75.22 11.9% 6.99 1.1% 37% False False
60 681.10 605.88 75.22 11.9% 6.80 1.1% 37% False False
80 681.10 605.88 75.22 11.9% 6.67 1.1% 37% False False
100 681.10 605.88 75.22 11.9% 6.99 1.1% 37% False False
120 681.10 605.88 75.22 11.9% 6.89 1.1% 37% 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 1.01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 671.63
2.618 658.18
1.618 649.94
1.000 644.85
0.618 641.70
HIGH 636.61
0.618 633.46
0.500 632.49
0.382 631.52
LOW 628.37
0.618 623.28
1.000 620.13
1.618 615.04
2.618 606.80
4.250 593.35
Fisher Pivots for day following 17-Jul-1996
Pivot 1 day 3 day
R1 633.54 631.39
PP 633.02 628.71
S1 632.49 626.04

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

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