S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Aug-1996
Day Change Summary
Previous Current
06-Aug-1996 07-Aug-1996 Change Change % Previous Week
Open 660.15 662.54 2.39 0.4% 635.90
High 662.75 664.61 1.86 0.3% 662.49
Low 656.83 660.00 3.17 0.5% 629.22
Close 662.38 664.16 1.78 0.3% 662.49
Range 5.92 4.61 -1.31 -22.1% 33.27
ATR 8.29 8.03 -0.26 -3.2% 0.00
Volume
Daily Pivots for day following 07-Aug-1996
Classic Woodie Camarilla DeMark
R4 676.75 675.07 666.70
R3 672.14 670.46 665.43
R2 667.53 667.53 665.01
R1 665.85 665.85 664.58 666.69
PP 662.92 662.92 662.92 663.35
S1 661.24 661.24 663.74 662.08
S2 658.31 658.31 663.31
S3 653.70 656.63 662.89
S4 649.09 652.02 661.62
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
5 664.61 639.49 25.12 3.8% 7.76 1.2% 98% True False
10 664.61 626.65 37.96 5.7% 6.86 1.0% 99% True False
20 664.61 605.88 58.73 8.8% 9.79 1.5% 99% True False
40 675.88 605.88 70.00 10.5% 7.59 1.1% 83% False False
60 681.10 605.88 75.22 11.3% 7.11 1.1% 77% False False
80 681.10 605.88 75.22 11.3% 6.90 1.0% 77% False False
100 681.10 605.88 75.22 11.3% 6.86 1.0% 77% False False
120 681.10 605.88 75.22 11.3% 7.15 1.1% 77% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 1.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 684.20
2.618 676.68
1.618 672.07
1.000 669.22
0.618 667.46
HIGH 664.61
0.618 662.85
0.500 662.31
0.382 661.76
LOW 660.00
0.618 657.15
1.000 655.39
1.618 652.54
2.618 647.93
4.250 640.41
Fisher Pivots for day following 07-Aug-1996
Pivot 1 day 3 day
R1 663.54 663.01
PP 662.92 661.87
S1 662.31 660.72

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

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