S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Aug-1996
Day Change Summary
Previous Current
08-Aug-1996 09-Aug-1996 Change Change % Previous Week
Open 664.01 662.22 -1.79 -0.3% 662.52
High 664.17 665.37 1.20 0.2% 665.37
Low 661.28 660.31 -0.97 -0.1% 656.83
Close 662.59 662.10 -0.49 -0.1% 662.10
Range 2.89 5.06 2.17 75.1% 8.54
ATR 7.66 7.47 -0.19 -2.4% 0.00
Volume
Daily Pivots for day following 09-Aug-1996
Classic Woodie Camarilla DeMark
R4 677.77 675.00 664.88
R3 672.71 669.94 663.49
R2 667.65 667.65 663.03
R1 664.88 664.88 662.56 663.74
PP 662.59 662.59 662.59 662.02
S1 659.82 659.82 661.64 658.68
S2 657.53 657.53 661.17
S3 652.47 654.76 660.71
S4 647.41 649.70 659.32
Weekly Pivots for week ending 09-Aug-1996
Classic Woodie Camarilla DeMark
R4 687.05 683.12 666.80
R3 678.51 674.58 664.45
R2 669.97 669.97 663.67
R1 666.04 666.04 662.88 663.74
PP 661.43 661.43 661.43 660.28
S1 657.50 657.50 661.32 655.20
S2 652.89 652.89 660.53
S3 644.35 648.96 659.75
S4 635.81 640.42 657.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665.37 656.83 8.54 1.3% 4.62 0.7% 62% True False
10 665.37 629.22 36.15 5.5% 6.46 1.0% 91% True False
20 665.37 605.88 59.49 9.0% 8.98 1.4% 95% True False
40 675.88 605.88 70.00 10.6% 7.54 1.1% 80% False False
60 681.10 605.88 75.22 11.4% 7.06 1.1% 75% False False
80 681.10 605.88 75.22 11.4% 6.88 1.0% 75% False False
100 681.10 605.88 75.22 11.4% 6.76 1.0% 75% False False
120 681.10 605.88 75.22 11.4% 7.13 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 True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 686.88
2.618 678.62
1.618 673.56
1.000 670.43
0.618 668.50
HIGH 665.37
0.618 663.44
0.500 662.84
0.382 662.24
LOW 660.31
0.618 657.18
1.000 655.25
1.618 652.12
2.618 647.06
4.250 638.81
Fisher Pivots for day following 09-Aug-1996
Pivot 1 day 3 day
R1 662.84 662.69
PP 662.59 662.49
S1 662.35 662.30

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

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