S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Aug-1996
Day Change Summary
Previous Current
01-Aug-1996 02-Aug-1996 Change Change % Previous Week
Open 639.92 650.41 10.49 1.6% 635.90
High 650.66 662.49 11.83 1.8% 662.49
Low 639.49 650.02 10.53 1.6% 629.22
Close 650.02 662.49 12.47 1.9% 662.49
Range 11.17 12.47 1.30 11.6% 33.27
ATR 8.48 8.77 0.28 3.4% 0.00
Volume
Daily Pivots for day following 02-Aug-1996
Classic Woodie Camarilla DeMark
R4 695.74 691.59 669.35
R3 683.27 679.12 665.92
R2 670.80 670.80 664.78
R1 666.65 666.65 663.63 668.73
PP 658.33 658.33 658.33 659.37
S1 654.18 654.18 661.35 656.26
S2 645.86 645.86 660.20
S3 633.39 641.71 659.06
S4 620.92 629.24 655.63
Weekly Pivots for week ending 02-Aug-1996
Classic Woodie Camarilla DeMark
R4 751.21 740.12 680.79
R3 717.94 706.85 671.64
R2 684.67 684.67 668.59
R1 673.58 673.58 665.54 679.13
PP 651.40 651.40 651.40 654.17
S1 640.31 640.31 659.44 645.86
S2 618.13 618.13 656.39
S3 584.86 607.04 653.34
S4 551.59 573.77 644.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662.49 629.22 33.27 5.0% 8.30 1.3% 100% True False
10 662.49 616.43 46.06 7.0% 8.65 1.3% 100% True False
20 662.49 605.88 56.61 8.5% 9.95 1.5% 100% True False
40 676.72 605.88 70.84 10.7% 7.74 1.2% 80% False False
60 681.10 605.88 75.22 11.4% 7.23 1.1% 75% False False
80 681.10 605.88 75.22 11.4% 7.00 1.1% 75% False False
100 681.10 605.88 75.22 11.4% 6.86 1.0% 75% False False
120 681.10 605.88 75.22 11.4% 7.19 1.1% 75% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.14
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 715.49
2.618 695.14
1.618 682.67
1.000 674.96
0.618 670.20
HIGH 662.49
0.618 657.73
0.500 656.26
0.382 654.78
LOW 650.02
0.618 642.31
1.000 637.55
1.618 629.84
2.618 617.37
4.250 597.02
Fisher Pivots for day following 02-Aug-1996
Pivot 1 day 3 day
R1 660.41 657.70
PP 658.33 652.91
S1 656.26 648.12

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

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