S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jul-1996
Day Change Summary
Previous Current
30-Jul-1996 31-Jul-1996 Change Change % Previous Week
Open 631.20 635.13 3.93 0.6% 638.69
High 635.26 640.54 5.28 0.8% 638.73
Low 629.22 633.74 4.52 0.7% 616.43
Close 635.26 639.95 4.69 0.7% 635.90
Range 6.04 6.80 0.76 12.6% 22.30
ATR 8.39 8.28 -0.11 -1.4% 0.00
Volume
Daily Pivots for day following 31-Jul-1996
Classic Woodie Camarilla DeMark
R4 658.48 656.01 643.69
R3 651.68 649.21 641.82
R2 644.88 644.88 641.20
R1 642.41 642.41 640.57 643.65
PP 638.08 638.08 638.08 638.69
S1 635.61 635.61 639.33 636.85
S2 631.28 631.28 638.70
S3 624.48 628.81 638.08
S4 617.68 622.01 636.21
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
5 640.54 626.65 13.89 2.2% 5.96 0.9% 96% True False
10 644.44 616.43 28.01 4.4% 8.21 1.3% 84% False False
20 673.64 605.88 67.76 10.6% 9.69 1.5% 50% False False
40 680.32 605.88 74.44 11.6% 7.49 1.2% 46% False False
60 681.10 605.88 75.22 11.8% 7.16 1.1% 45% False False
80 681.10 605.88 75.22 11.8% 6.91 1.1% 45% False False
100 681.10 605.88 75.22 11.8% 6.84 1.1% 45% False False
120 681.10 605.88 75.22 11.8% 7.13 1.1% 45% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 669.44
2.618 658.34
1.618 651.54
1.000 647.34
0.618 644.74
HIGH 640.54
0.618 637.94
0.500 637.14
0.382 636.34
LOW 633.74
0.618 629.54
1.000 626.94
1.618 622.74
2.618 615.94
4.250 604.84
Fisher Pivots for day following 31-Jul-1996
Pivot 1 day 3 day
R1 639.01 638.26
PP 638.08 636.57
S1 637.14 634.88

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

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