S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jul-1996
Day Change Summary
Previous Current
26-Jul-1996 29-Jul-1996 Change Change % Previous Week
Open 631.42 635.90 4.48 0.7% 638.69
High 636.23 635.90 -0.33 -0.1% 638.73
Low 631.17 630.90 -0.27 0.0% 616.43
Close 635.90 630.91 -4.99 -0.8% 635.90
Range 5.06 5.00 -0.06 -1.2% 22.30
ATR 8.84 8.57 -0.27 -3.1% 0.00
Volume
Daily Pivots for day following 29-Jul-1996
Classic Woodie Camarilla DeMark
R4 647.57 644.24 633.66
R3 642.57 639.24 632.29
R2 637.57 637.57 631.83
R1 634.24 634.24 631.37 633.41
PP 632.57 632.57 632.57 632.15
S1 629.24 629.24 630.45 628.41
S2 627.57 627.57 629.99
S3 622.57 624.24 629.54
S4 617.57 619.24 628.16
Weekly Pivots for week ending 26-Jul-1996
Classic Woodie Camarilla DeMark
R4 697.25 688.88 648.17
R3 674.95 666.58 642.03
R2 652.65 652.65 639.99
R1 644.28 644.28 637.94 637.32
PP 630.35 630.35 630.35 626.87
S1 621.98 621.98 633.86 615.02
S2 608.05 608.05 631.81
S3 585.75 599.68 629.77
S4 563.45 577.38 623.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 637.71 616.43 21.28 3.4% 8.34 1.3% 68% False False
10 644.44 605.88 38.56 6.1% 10.36 1.6% 65% False False
20 675.88 605.88 70.00 11.1% 9.48 1.5% 36% False False
40 680.32 605.88 74.44 11.8% 7.39 1.2% 34% False False
60 681.10 605.88 75.22 11.9% 7.22 1.1% 33% False False
80 681.10 605.88 75.22 11.9% 6.99 1.1% 33% False False
100 681.10 605.88 75.22 11.9% 7.01 1.1% 33% False False
120 681.10 605.88 75.22 11.9% 7.11 1.1% 33% 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 1.17
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 657.15
2.618 648.99
1.618 643.99
1.000 640.90
0.618 638.99
HIGH 635.90
0.618 633.99
0.500 633.40
0.382 632.81
LOW 630.90
0.618 627.81
1.000 625.90
1.618 622.81
2.618 617.81
4.250 609.65
Fisher Pivots for day following 29-Jul-1996
Pivot 1 day 3 day
R1 633.40 631.44
PP 632.57 631.26
S1 631.74 631.09

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

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