S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Aug-1996
Day Change Summary
Previous Current
05-Aug-1996 06-Aug-1996 Change Change % Previous Week
Open 662.52 660.15 -2.37 -0.4% 635.90
High 663.64 662.75 -0.89 -0.1% 662.49
Low 659.03 656.83 -2.20 -0.3% 629.22
Close 660.23 662.38 2.15 0.3% 662.49
Range 4.61 5.92 1.31 28.4% 33.27
ATR 8.47 8.29 -0.18 -2.2% 0.00
Volume
Daily Pivots for day following 06-Aug-1996
Classic Woodie Camarilla DeMark
R4 678.41 676.32 665.64
R3 672.49 670.40 664.01
R2 666.57 666.57 663.47
R1 664.48 664.48 662.92 665.53
PP 660.65 660.65 660.65 661.18
S1 658.56 658.56 661.84 659.61
S2 654.73 654.73 661.29
S3 648.81 652.64 660.75
S4 642.89 646.72 659.12
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
5 663.64 633.74 29.90 4.5% 8.19 1.2% 96% False False
10 663.64 616.43 47.21 7.1% 7.67 1.2% 97% False False
20 663.64 605.88 57.76 8.7% 9.95 1.5% 98% False False
40 676.72 605.88 70.84 10.7% 7.64 1.2% 80% False False
60 681.10 605.88 75.22 11.4% 7.20 1.1% 75% False False
80 681.10 605.88 75.22 11.4% 6.91 1.0% 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% 7.17 1.1% 75% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 687.91
2.618 678.25
1.618 672.33
1.000 668.67
0.618 666.41
HIGH 662.75
0.618 660.49
0.500 659.79
0.382 659.09
LOW 656.83
0.618 653.17
1.000 650.91
1.618 647.25
2.618 641.33
4.250 631.67
Fisher Pivots for day following 06-Aug-1996
Pivot 1 day 3 day
R1 661.52 660.53
PP 660.65 658.68
S1 659.79 656.83

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

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