S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jul-1996
Day Change Summary
Previous Current
17-Jul-1996 18-Jul-1996 Change Change % Previous Week
Open 629.45 633.99 4.54 0.7% 657.01
High 636.61 644.44 7.83 1.2% 657.65
Low 628.37 633.29 4.92 0.8% 639.52
Close 634.07 643.56 9.49 1.5% 646.19
Range 8.24 11.15 2.91 35.3% 18.13
ATR 8.74 8.91 0.17 2.0% 0.00
Volume
Daily Pivots for day following 18-Jul-1996
Classic Woodie Camarilla DeMark
R4 673.88 669.87 649.69
R3 662.73 658.72 646.63
R2 651.58 651.58 645.60
R1 647.57 647.57 644.58 649.58
PP 640.43 640.43 640.43 641.43
S1 636.42 636.42 642.54 638.43
S2 629.28 629.28 641.52
S3 618.13 625.27 640.49
S4 606.98 614.12 637.43
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
5 647.64 605.88 41.76 6.5% 13.89 2.2% 90% False False
10 672.40 605.88 66.52 10.3% 11.94 1.9% 57% False False
20 675.88 605.88 70.00 10.9% 8.31 1.3% 54% False False
40 681.10 605.88 75.22 11.7% 7.19 1.1% 50% False False
60 681.10 605.88 75.22 11.7% 6.92 1.1% 50% False False
80 681.10 605.88 75.22 11.7% 6.72 1.0% 50% False False
100 681.10 605.88 75.22 11.7% 6.99 1.1% 50% False False
120 681.10 605.88 75.22 11.7% 6.95 1.1% 50% 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 1.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 691.83
2.618 673.63
1.618 662.48
1.000 655.59
0.618 651.33
HIGH 644.44
0.618 640.18
0.500 638.87
0.382 637.55
LOW 633.29
0.618 626.40
1.000 622.14
1.618 615.25
2.618 604.10
4.250 585.90
Fisher Pivots for day following 18-Jul-1996
Pivot 1 day 3 day
R1 642.00 637.43
PP 640.43 631.29
S1 638.87 625.16

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

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