S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Aug-1996
Day Change Summary
Previous Current
19-Aug-1996 20-Aug-1996 Change Change % Previous Week
Open 665.12 666.56 1.44 0.2% 661.98
High 667.12 666.99 -0.13 0.0% 666.34
Low 665.00 665.15 0.15 0.0% 658.47
Close 666.58 665.69 -0.89 -0.1% 665.21
Range 2.12 1.84 -0.28 -13.2% 7.87
ATR 6.35 6.02 -0.32 -5.1% 0.00
Volume
Daily Pivots for day following 20-Aug-1996
Classic Woodie Camarilla DeMark
R4 671.46 670.42 666.70
R3 669.62 668.58 666.20
R2 667.78 667.78 666.03
R1 666.74 666.74 665.86 666.34
PP 665.94 665.94 665.94 665.75
S1 664.90 664.90 665.52 664.50
S2 664.10 664.10 665.35
S3 662.26 663.06 665.18
S4 660.42 661.22 664.68
Weekly Pivots for week ending 16-Aug-1996
Classic Woodie Camarilla DeMark
R4 686.95 683.95 669.54
R3 679.08 676.08 667.37
R2 671.21 671.21 666.65
R1 668.21 668.21 665.93 669.71
PP 663.34 663.34 663.34 664.09
S1 660.34 660.34 664.49 661.84
S2 655.47 655.47 663.77
S3 647.60 652.47 663.05
S4 639.73 644.60 660.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.12 658.47 8.65 1.3% 3.11 0.5% 83% False False
10 667.12 658.47 8.65 1.3% 4.16 0.6% 83% False False
20 667.12 616.43 50.69 7.6% 5.91 0.9% 97% False False
40 675.88 605.88 70.00 10.5% 7.44 1.1% 85% False False
60 680.32 605.88 74.44 11.2% 6.93 1.0% 80% False False
80 681.10 605.88 75.22 11.3% 6.81 1.0% 80% False False
100 681.10 605.88 75.22 11.3% 6.69 1.0% 80% False False
120 681.10 605.88 75.22 11.3% 6.83 1.0% 80% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.25
Narrowest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 674.81
2.618 671.81
1.618 669.97
1.000 668.83
0.618 668.13
HIGH 666.99
0.618 666.29
0.500 666.07
0.382 665.85
LOW 665.15
0.618 664.01
1.000 663.31
1.618 662.17
2.618 660.33
4.250 657.33
Fisher Pivots for day following 20-Aug-1996
Pivot 1 day 3 day
R1 666.07 665.36
PP 665.94 665.02
S1 665.82 664.69

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

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