S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Sep-1996
Day Change Summary
Previous Current
04-Sep-1996 05-Sep-1996 Change Change % Previous Week
Open 654.50 655.18 0.68 0.1% 666.95
High 655.82 655.61 -0.21 0.0% 667.41
Low 652.93 648.89 -4.04 -0.6% 650.52
Close 655.61 649.44 -6.17 -0.9% 651.99
Range 2.89 6.72 3.83 132.5% 16.89
ATR 5.99 6.05 0.05 0.9% 0.00
Volume
Daily Pivots for day following 05-Sep-1996
Classic Woodie Camarilla DeMark
R4 671.47 667.18 653.14
R3 664.75 660.46 651.29
R2 658.03 658.03 650.67
R1 653.74 653.74 650.06 652.53
PP 651.31 651.31 651.31 650.71
S1 647.02 647.02 648.82 645.81
S2 644.59 644.59 648.21
S3 637.87 640.30 647.59
S4 631.15 633.58 645.74
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
5 664.81 643.97 20.84 3.2% 7.48 1.2% 26% False False
10 672.50 643.97 28.53 4.4% 6.14 0.9% 19% False False
20 672.50 643.97 28.53 4.4% 5.09 0.8% 19% False False
40 672.50 605.88 66.62 10.3% 7.44 1.1% 65% False False
60 675.88 605.88 70.00 10.8% 6.76 1.0% 62% False False
80 681.10 605.88 75.22 11.6% 6.61 1.0% 58% False False
100 681.10 605.88 75.22 11.6% 6.54 1.0% 58% False False
120 681.10 605.88 75.22 11.6% 6.56 1.0% 58% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 684.17
2.618 673.20
1.618 666.48
1.000 662.33
0.618 659.76
HIGH 655.61
0.618 653.04
0.500 652.25
0.382 651.46
LOW 648.89
0.618 644.74
1.000 642.17
1.618 638.02
2.618 631.30
4.250 620.33
Fisher Pivots for day following 05-Sep-1996
Pivot 1 day 3 day
R1 652.25 649.90
PP 651.31 649.74
S1 650.38 649.59

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

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