S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Aug-1996
Day Change Summary
Previous Current
02-Aug-1996 05-Aug-1996 Change Change % Previous Week
Open 650.41 662.52 12.11 1.9% 635.90
High 662.49 663.64 1.15 0.2% 662.49
Low 650.02 659.03 9.01 1.4% 629.22
Close 662.49 660.23 -2.26 -0.3% 662.49
Range 12.47 4.61 -7.86 -63.0% 33.27
ATR 8.77 8.47 -0.30 -3.4% 0.00
Volume
Daily Pivots for day following 05-Aug-1996
Classic Woodie Camarilla DeMark
R4 674.80 672.12 662.77
R3 670.19 667.51 661.50
R2 665.58 665.58 661.08
R1 662.90 662.90 660.65 661.94
PP 660.97 660.97 660.97 660.48
S1 658.29 658.29 659.81 657.33
S2 656.36 656.36 659.38
S3 651.75 653.68 658.96
S4 647.14 649.07 657.69
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
5 663.64 629.22 34.42 5.2% 8.22 1.2% 90% True False
10 663.64 616.43 47.21 7.2% 8.28 1.3% 93% True False
20 663.64 605.88 57.76 8.7% 9.86 1.5% 94% True False
40 676.72 605.88 70.84 10.7% 7.58 1.1% 77% False False
60 681.10 605.88 75.22 11.4% 7.23 1.1% 72% False False
80 681.10 605.88 75.22 11.4% 6.91 1.0% 72% False False
100 681.10 605.88 75.22 11.4% 6.85 1.0% 72% False False
120 681.10 605.88 75.22 11.4% 7.17 1.1% 72% 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 True
Stretch 1.24
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 683.23
2.618 675.71
1.618 671.10
1.000 668.25
0.618 666.49
HIGH 663.64
0.618 661.88
0.500 661.34
0.382 660.79
LOW 659.03
0.618 656.18
1.000 654.42
1.618 651.57
2.618 646.96
4.250 639.44
Fisher Pivots for day following 05-Aug-1996
Pivot 1 day 3 day
R1 661.34 657.34
PP 660.97 654.45
S1 660.60 651.57

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

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