S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jul-1996
Day Change Summary
Previous Current
24-Jul-1996 25-Jul-1996 Change Change % Previous Week
Open 626.19 626.80 0.61 0.1% 645.90
High 629.10 633.57 4.47 0.7% 646.19
Low 616.43 626.65 10.22 1.7% 605.88
Close 626.65 631.17 4.52 0.7% 638.73
Range 12.67 6.92 -5.75 -45.4% 40.31
ATR 9.31 9.13 -0.17 -1.8% 0.00
Volume
Daily Pivots for day following 25-Jul-1996
Classic Woodie Camarilla DeMark
R4 651.22 648.12 634.98
R3 644.30 641.20 633.07
R2 637.38 637.38 632.44
R1 634.28 634.28 631.80 635.83
PP 630.46 630.46 630.46 631.24
S1 627.36 627.36 630.54 628.91
S2 623.54 623.54 629.90
S3 616.62 620.44 629.27
S4 609.70 613.52 627.36
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
5 643.56 616.43 27.13 4.3% 9.61 1.5% 54% False False
10 647.64 605.88 41.76 6.6% 11.75 1.9% 61% False False
20 675.88 605.88 70.00 11.1% 9.55 1.5% 36% False False
40 680.32 605.88 74.44 11.8% 7.52 1.2% 34% False False
60 681.10 605.88 75.22 11.9% 7.33 1.2% 34% False False
80 681.10 605.88 75.22 11.9% 6.95 1.1% 34% False False
100 681.10 605.88 75.22 11.9% 7.04 1.1% 34% False False
120 681.10 605.88 75.22 11.9% 7.14 1.1% 34% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.36
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 662.98
2.618 651.69
1.618 644.77
1.000 640.49
0.618 637.85
HIGH 633.57
0.618 630.93
0.500 630.11
0.382 629.29
LOW 626.65
0.618 622.37
1.000 619.73
1.618 615.45
2.618 608.53
4.250 597.24
Fisher Pivots for day following 25-Jul-1996
Pivot 1 day 3 day
R1 630.82 629.80
PP 630.46 628.44
S1 630.11 627.07

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

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