S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Aug-1996
Day Change Summary
Previous Current
13-Aug-1996 14-Aug-1996 Change Change % Previous Week
Open 665.27 660.19 -5.08 -0.8% 662.52
High 665.77 662.42 -3.35 -0.5% 665.37
Low 659.13 658.47 -0.66 -0.1% 656.83
Close 660.20 662.05 1.85 0.3% 662.10
Range 6.64 3.95 -2.69 -40.5% 8.54
ATR 7.37 7.13 -0.24 -3.3% 0.00
Volume
Daily Pivots for day following 14-Aug-1996
Classic Woodie Camarilla DeMark
R4 672.83 671.39 664.22
R3 668.88 667.44 663.14
R2 664.93 664.93 662.77
R1 663.49 663.49 662.41 664.21
PP 660.98 660.98 660.98 661.34
S1 659.54 659.54 661.69 660.26
S2 657.03 657.03 661.33
S3 653.08 655.59 660.96
S4 649.13 651.64 659.88
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
5 665.77 658.47 7.30 1.1% 5.07 0.8% 49% False True
10 665.77 639.49 26.28 4.0% 6.41 1.0% 86% False False
20 665.77 616.43 49.34 7.5% 7.31 1.1% 92% False False
40 675.88 605.88 70.00 10.6% 7.64 1.2% 80% False False
60 681.10 605.88 75.22 11.4% 7.10 1.1% 75% False False
80 681.10 605.88 75.22 11.4% 6.93 1.0% 75% False False
100 681.10 605.88 75.22 11.4% 6.80 1.0% 75% False False
120 681.10 605.88 75.22 11.4% 7.04 1.1% 75% False False
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 1.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 679.21
2.618 672.76
1.618 668.81
1.000 666.37
0.618 664.86
HIGH 662.42
0.618 660.91
0.500 660.45
0.382 659.98
LOW 658.47
0.618 656.03
1.000 654.52
1.618 652.08
2.618 648.13
4.250 641.68
Fisher Pivots for day following 14-Aug-1996
Pivot 1 day 3 day
R1 661.52 662.12
PP 660.98 662.10
S1 660.45 662.07

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

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