S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Sep-1996
Day Change Summary
Previous Current
03-Sep-1996 04-Sep-1996 Change Change % Previous Week
Open 651.64 654.50 2.86 0.4% 666.95
High 655.13 655.82 0.69 0.1% 667.41
Low 643.97 652.93 8.96 1.4% 650.52
Close 654.72 655.61 0.89 0.1% 651.99
Range 11.16 2.89 -8.27 -74.1% 16.89
ATR 6.23 5.99 -0.24 -3.8% 0.00
Volume
Daily Pivots for day following 04-Sep-1996
Classic Woodie Camarilla DeMark
R4 663.46 662.42 657.20
R3 660.57 659.53 656.40
R2 657.68 657.68 656.14
R1 656.64 656.64 655.87 657.16
PP 654.79 654.79 654.79 655.05
S1 653.75 653.75 655.35 654.27
S2 651.90 651.90 655.08
S3 649.01 650.86 654.82
S4 646.12 647.97 654.02
Weekly Pivots for week ending 30-Aug-1996
Classic Woodie Camarilla DeMark
R4 707.31 696.54 661.28
R3 690.42 679.65 656.63
R2 673.53 673.53 655.09
R1 662.76 662.76 653.54 659.70
PP 656.64 656.64 656.64 655.11
S1 645.87 645.87 650.44 642.81
S2 639.75 639.75 648.89
S3 622.86 628.98 647.35
S4 605.97 612.09 642.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.41 643.97 23.44 3.6% 6.74 1.0% 50% False False
10 672.50 643.97 28.53 4.4% 5.82 0.9% 41% False False
20 672.50 643.97 28.53 4.4% 4.99 0.8% 41% False False
40 672.50 605.88 66.62 10.2% 7.47 1.1% 75% False False
60 676.72 605.88 70.84 10.8% 6.76 1.0% 70% False False
80 681.10 605.88 75.22 11.5% 6.65 1.0% 66% False False
100 681.10 605.88 75.22 11.5% 6.53 1.0% 66% False False
120 681.10 605.88 75.22 11.5% 6.55 1.0% 66% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.77
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 668.10
2.618 663.39
1.618 660.50
1.000 658.71
0.618 657.61
HIGH 655.82
0.618 654.72
0.500 654.38
0.382 654.03
LOW 652.93
0.618 651.14
1.000 650.04
1.618 648.25
2.618 645.36
4.250 640.65
Fisher Pivots for day following 04-Sep-1996
Pivot 1 day 3 day
R1 655.20 654.02
PP 654.79 652.43
S1 654.38 650.84

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

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