S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Sep-1996
Day Change Summary
Previous Current
09-Sep-1996 10-Sep-1996 Change Change % Previous Week
Open 655.72 663.68 7.96 1.2% 651.64
High 663.77 665.57 1.80 0.3% 658.21
Low 655.68 661.55 5.87 0.9% 643.97
Close 663.76 663.81 0.05 0.0% 655.68
Range 8.09 4.02 -4.07 -50.3% 14.24
ATR 6.37 6.20 -0.17 -2.6% 0.00
Volume
Daily Pivots for day following 10-Sep-1996
Classic Woodie Camarilla DeMark
R4 675.70 673.78 666.02
R3 671.68 669.76 664.92
R2 667.66 667.66 664.55
R1 665.74 665.74 664.18 666.70
PP 663.64 663.64 663.64 664.13
S1 661.72 661.72 663.44 662.68
S2 659.62 659.62 663.07
S3 655.60 657.70 662.70
S4 651.58 653.68 661.60
Weekly Pivots for week ending 06-Sep-1996
Classic Woodie Camarilla DeMark
R4 695.34 689.75 663.51
R3 681.10 675.51 659.60
R2 666.86 666.86 658.29
R1 661.27 661.27 656.99 664.07
PP 652.62 652.62 652.62 654.02
S1 647.03 647.03 654.37 649.83
S2 638.38 638.38 653.07
S3 624.14 632.79 651.76
S4 609.90 618.55 647.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665.57 648.89 16.68 2.5% 6.10 0.9% 89% True False
10 667.41 643.97 23.44 3.5% 6.42 1.0% 85% False False
20 672.50 643.97 28.53 4.3% 5.40 0.8% 70% False False
40 672.50 605.88 66.62 10.0% 6.95 1.0% 87% False False
60 675.88 605.88 70.00 10.5% 6.87 1.0% 83% False False
80 681.10 605.88 75.22 11.3% 6.68 1.0% 77% False False
100 681.10 605.88 75.22 11.3% 6.61 1.0% 77% False False
120 681.10 605.88 75.22 11.3% 6.53 1.0% 77% 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 False
Bear Hook False
Bull Hook False
Stretch 0.99
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 682.66
2.618 676.09
1.618 672.07
1.000 669.59
0.618 668.05
HIGH 665.57
0.618 664.03
0.500 663.56
0.382 663.09
LOW 661.55
0.618 659.07
1.000 657.53
1.618 655.05
2.618 651.03
4.250 644.47
Fisher Pivots for day following 10-Sep-1996
Pivot 1 day 3 day
R1 663.73 661.71
PP 663.64 659.61
S1 663.56 657.51

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

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