S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Aug-1996
Day Change Summary
Previous Current
31-Jul-1996 01-Aug-1996 Change Change % Previous Week
Open 635.13 639.92 4.79 0.8% 638.69
High 640.54 650.66 10.12 1.6% 638.73
Low 633.74 639.49 5.75 0.9% 616.43
Close 639.95 650.02 10.07 1.6% 635.90
Range 6.80 11.17 4.37 64.3% 22.30
ATR 8.28 8.48 0.21 2.5% 0.00
Volume
Daily Pivots for day following 01-Aug-1996
Classic Woodie Camarilla DeMark
R4 680.23 676.30 656.16
R3 669.06 665.13 653.09
R2 657.89 657.89 652.07
R1 653.96 653.96 651.04 655.93
PP 646.72 646.72 646.72 647.71
S1 642.79 642.79 649.00 644.76
S2 635.55 635.55 647.97
S3 624.38 631.62 646.95
S4 613.21 620.45 643.88
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
5 650.66 629.22 21.44 3.3% 6.81 1.0% 97% True False
10 650.66 616.43 34.23 5.3% 8.21 1.3% 98% True False
20 672.40 605.88 66.52 10.2% 10.08 1.6% 66% False False
40 680.32 605.88 74.44 11.5% 7.61 1.2% 59% False False
60 681.10 605.88 75.22 11.6% 7.27 1.1% 59% False False
80 681.10 605.88 75.22 11.6% 6.98 1.1% 59% False False
100 681.10 605.88 75.22 11.6% 6.85 1.1% 59% False False
120 681.10 605.88 75.22 11.6% 7.15 1.1% 59% 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 1.13
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 698.13
2.618 679.90
1.618 668.73
1.000 661.83
0.618 657.56
HIGH 650.66
0.618 646.39
0.500 645.08
0.382 643.76
LOW 639.49
0.618 632.59
1.000 628.32
1.618 621.42
2.618 610.25
4.250 592.02
Fisher Pivots for day following 01-Aug-1996
Pivot 1 day 3 day
R1 648.37 646.66
PP 646.72 643.30
S1 645.08 639.94

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

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