S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Sep-1996
Day Change Summary
Previous Current
10-Sep-1996 11-Sep-1996 Change Change % Previous Week
Open 663.68 663.38 -0.30 0.0% 651.64
High 665.57 667.73 2.16 0.3% 658.21
Low 661.55 661.79 0.24 0.0% 643.97
Close 663.81 667.28 3.47 0.5% 655.68
Range 4.02 5.94 1.92 47.8% 14.24
ATR 6.20 6.19 -0.02 -0.3% 0.00
Volume
Daily Pivots for day following 11-Sep-1996
Classic Woodie Camarilla DeMark
R4 683.42 681.29 670.55
R3 677.48 675.35 668.91
R2 671.54 671.54 668.37
R1 669.41 669.41 667.82 670.48
PP 665.60 665.60 665.60 666.13
S1 663.47 663.47 666.74 664.54
S2 659.66 659.66 666.19
S3 653.72 657.53 665.65
S4 647.78 651.59 664.01
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
5 667.73 648.89 18.84 2.8% 6.71 1.0% 98% True False
10 667.73 643.97 23.76 3.6% 6.73 1.0% 98% True False
20 672.50 643.97 28.53 4.3% 5.36 0.8% 82% False False
40 672.50 616.43 56.07 8.4% 6.45 1.0% 91% False False
60 675.88 605.88 70.00 10.5% 6.90 1.0% 88% False False
80 681.10 605.88 75.22 11.3% 6.69 1.0% 82% False False
100 681.10 605.88 75.22 11.3% 6.63 1.0% 82% False False
120 681.10 605.88 75.22 11.3% 6.55 1.0% 82% 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 1.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 692.98
2.618 683.28
1.618 677.34
1.000 673.67
0.618 671.40
HIGH 667.73
0.618 665.46
0.500 664.76
0.382 664.06
LOW 661.79
0.618 658.12
1.000 655.85
1.618 652.18
2.618 646.24
4.250 636.55
Fisher Pivots for day following 11-Sep-1996
Pivot 1 day 3 day
R1 666.44 665.42
PP 665.60 663.56
S1 664.76 661.71

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

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