S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Sep-1996
Day Change Summary
Previous Current
11-Sep-1996 12-Sep-1996 Change Change % Previous Week
Open 663.38 667.28 3.90 0.6% 651.64
High 667.73 673.07 5.34 0.8% 658.21
Low 661.79 667.28 5.49 0.8% 643.97
Close 667.28 671.15 3.87 0.6% 655.68
Range 5.94 5.79 -0.15 -2.5% 14.24
ATR 6.19 6.16 -0.03 -0.5% 0.00
Volume
Daily Pivots for day following 12-Sep-1996
Classic Woodie Camarilla DeMark
R4 687.87 685.30 674.33
R3 682.08 679.51 672.74
R2 676.29 676.29 672.21
R1 673.72 673.72 671.68 675.01
PP 670.50 670.50 670.50 671.14
S1 667.93 667.93 670.62 669.22
S2 664.71 664.71 670.09
S3 658.92 662.14 669.56
S4 653.13 656.35 667.97
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
5 673.07 649.44 23.63 3.5% 6.52 1.0% 92% True False
10 673.07 643.97 29.10 4.3% 7.00 1.0% 93% True False
20 673.07 643.97 29.10 4.3% 5.46 0.8% 93% True False
40 673.07 616.43 56.64 8.4% 6.38 1.0% 97% True False
60 675.88 605.88 70.00 10.4% 6.91 1.0% 93% False False
80 681.10 605.88 75.22 11.2% 6.69 1.0% 87% False False
100 681.10 605.88 75.22 11.2% 6.63 1.0% 87% False False
120 681.10 605.88 75.22 11.2% 6.57 1.0% 87% False False
Crabel Price Patterns
NR True
NR4 False
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 0.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 697.68
2.618 688.23
1.618 682.44
1.000 678.86
0.618 676.65
HIGH 673.07
0.618 670.86
0.500 670.18
0.382 669.49
LOW 667.28
0.618 663.70
1.000 661.49
1.618 657.91
2.618 652.12
4.250 642.67
Fisher Pivots for day following 12-Sep-1996
Pivot 1 day 3 day
R1 670.83 669.87
PP 670.50 668.59
S1 670.18 667.31

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

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