S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Aug-1996
Day Change Summary
Previous Current
12-Aug-1996 13-Aug-1996 Change Change % Previous Week
Open 661.98 665.27 3.29 0.5% 662.52
High 665.77 665.77 0.00 0.0% 665.37
Low 658.95 659.13 0.18 0.0% 656.83
Close 665.77 660.20 -5.57 -0.8% 662.10
Range 6.82 6.64 -0.18 -2.6% 8.54
ATR 7.43 7.37 -0.06 -0.8% 0.00
Volume
Daily Pivots for day following 13-Aug-1996
Classic Woodie Camarilla DeMark
R4 681.62 677.55 663.85
R3 674.98 670.91 662.03
R2 668.34 668.34 661.42
R1 664.27 664.27 660.81 662.99
PP 661.70 661.70 661.70 661.06
S1 657.63 657.63 659.59 656.35
S2 655.06 655.06 658.98
S3 648.42 650.99 658.37
S4 641.78 644.35 656.55
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
5 665.77 658.95 6.82 1.0% 5.20 0.8% 18% True False
10 665.77 633.74 32.03 4.9% 6.70 1.0% 83% True False
20 665.77 616.43 49.34 7.5% 7.53 1.1% 89% True False
40 675.88 605.88 70.00 10.6% 7.67 1.2% 78% False False
60 681.10 605.88 75.22 11.4% 7.13 1.1% 72% False False
80 681.10 605.88 75.22 11.4% 6.95 1.1% 72% False False
100 681.10 605.88 75.22 11.4% 6.79 1.0% 72% False False
120 681.10 605.88 75.22 11.4% 7.10 1.1% 72% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 693.99
2.618 683.15
1.618 676.51
1.000 672.41
0.618 669.87
HIGH 665.77
0.618 663.23
0.500 662.45
0.382 661.67
LOW 659.13
0.618 655.03
1.000 652.49
1.618 648.39
2.618 641.75
4.250 630.91
Fisher Pivots for day following 13-Aug-1996
Pivot 1 day 3 day
R1 662.45 662.36
PP 661.70 661.64
S1 660.95 660.92

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

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