S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jul-1996
Day Change Summary
Previous Current
22-Jul-1996 23-Jul-1996 Change Change % Previous Week
Open 638.69 633.89 -4.80 -0.8% 645.90
High 638.73 637.71 -1.02 -0.2% 646.19
Low 630.38 625.65 -4.73 -0.8% 605.88
Close 633.77 626.87 -6.90 -1.1% 638.73
Range 8.35 12.06 3.71 44.4% 40.31
ATR 8.81 9.05 0.23 2.6% 0.00
Volume
Daily Pivots for day following 23-Jul-1996
Classic Woodie Camarilla DeMark
R4 666.26 658.62 633.50
R3 654.20 646.56 630.19
R2 642.14 642.14 629.08
R1 634.50 634.50 627.98 632.29
PP 630.08 630.08 630.08 628.97
S1 622.44 622.44 625.76 620.23
S2 618.02 618.02 624.66
S3 605.96 610.38 623.55
S4 593.90 598.32 620.24
Weekly Pivots for week ending 19-Jul-1996
Classic Woodie Camarilla DeMark
R4 751.20 735.27 660.90
R3 710.89 694.96 649.82
R2 670.58 670.58 646.12
R1 654.65 654.65 642.43 642.46
PP 630.27 630.27 630.27 624.17
S1 614.34 614.34 635.03 602.15
S2 589.96 589.96 631.34
S3 549.65 574.03 627.64
S4 509.34 533.72 616.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 644.44 625.65 18.79 3.0% 9.57 1.5% 6% False True
10 656.27 605.88 50.39 8.0% 12.23 2.0% 42% False False
20 675.88 605.88 70.00 11.2% 8.98 1.4% 30% False False
40 680.32 605.88 74.44 11.9% 7.44 1.2% 28% False False
60 681.10 605.88 75.22 12.0% 7.12 1.1% 28% False False
80 681.10 605.88 75.22 12.0% 6.88 1.1% 28% False False
100 681.10 605.88 75.22 12.0% 7.01 1.1% 28% False False
120 681.10 605.88 75.22 12.0% 7.06 1.1% 28% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 688.97
2.618 669.28
1.618 657.22
1.000 649.77
0.618 645.16
HIGH 637.71
0.618 633.10
0.500 631.68
0.382 630.26
LOW 625.65
0.618 618.20
1.000 613.59
1.618 606.14
2.618 594.08
4.250 574.40
Fisher Pivots for day following 23-Jul-1996
Pivot 1 day 3 day
R1 631.68 634.61
PP 630.08 632.03
S1 628.47 629.45

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

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