S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jul-1996
Day Change Summary
Previous Current
23-Jul-1996 24-Jul-1996 Change Change % Previous Week
Open 633.89 626.19 -7.70 -1.2% 645.90
High 637.71 629.10 -8.61 -1.4% 646.19
Low 625.65 616.43 -9.22 -1.5% 605.88
Close 626.87 626.65 -0.22 0.0% 638.73
Range 12.06 12.67 0.61 5.1% 40.31
ATR 9.05 9.31 0.26 2.9% 0.00
Volume
Daily Pivots for day following 24-Jul-1996
Classic Woodie Camarilla DeMark
R4 662.07 657.03 633.62
R3 649.40 644.36 630.13
R2 636.73 636.73 628.97
R1 631.69 631.69 627.81 634.21
PP 624.06 624.06 624.06 625.32
S1 619.02 619.02 625.49 621.54
S2 611.39 611.39 624.33
S3 598.72 606.35 623.17
S4 586.05 593.68 619.68
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
5 644.44 616.43 28.01 4.5% 10.46 1.7% 36% False True
10 656.06 605.88 50.18 8.0% 12.71 2.0% 41% False False
20 675.88 605.88 70.00 11.2% 9.44 1.5% 30% False False
40 680.32 605.88 74.44 11.9% 7.54 1.2% 28% False False
60 681.10 605.88 75.22 12.0% 7.27 1.2% 28% False False
80 681.10 605.88 75.22 12.0% 6.97 1.1% 28% False False
100 681.10 605.88 75.22 12.0% 7.06 1.1% 28% False False
120 681.10 605.88 75.22 12.0% 7.11 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 1.42
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 682.95
2.618 662.27
1.618 649.60
1.000 641.77
0.618 636.93
HIGH 629.10
0.618 624.26
0.500 622.77
0.382 621.27
LOW 616.43
0.618 608.60
1.000 603.76
1.618 595.93
2.618 583.26
4.250 562.58
Fisher Pivots for day following 24-Jul-1996
Pivot 1 day 3 day
R1 625.36 627.58
PP 624.06 627.27
S1 622.77 626.96

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

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