S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Sep-1996
Day Change Summary
Previous Current
12-Sep-1996 13-Sep-1996 Change Change % Previous Week
Open 667.28 671.79 4.51 0.7% 655.72
High 673.07 681.39 8.32 1.2% 681.39
Low 667.28 671.15 3.87 0.6% 655.68
Close 671.15 680.54 9.39 1.4% 680.54
Range 5.79 10.24 4.45 76.9% 25.71
ATR 6.16 6.45 0.29 4.7% 0.00
Volume
Daily Pivots for day following 13-Sep-1996
Classic Woodie Camarilla DeMark
R4 708.41 704.72 686.17
R3 698.17 694.48 683.36
R2 687.93 687.93 682.42
R1 684.24 684.24 681.48 686.09
PP 677.69 677.69 677.69 678.62
S1 674.00 674.00 679.60 675.85
S2 667.45 667.45 678.66
S3 657.21 663.76 677.72
S4 646.97 653.52 674.91
Weekly Pivots for week ending 13-Sep-1996
Classic Woodie Camarilla DeMark
R4 749.67 740.81 694.68
R3 723.96 715.10 687.61
R2 698.25 698.25 685.25
R1 689.39 689.39 682.90 693.82
PP 672.54 672.54 672.54 674.75
S1 663.68 663.68 678.18 668.11
S2 646.83 646.83 675.83
S3 621.12 637.97 673.47
S4 595.41 612.26 666.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 681.39 655.68 25.71 3.8% 6.82 1.0% 97% True False
10 681.39 643.97 37.42 5.5% 7.08 1.0% 98% True False
20 681.39 643.97 37.42 5.5% 5.79 0.9% 98% True False
40 681.39 616.43 64.96 9.5% 6.36 0.9% 99% True False
60 681.39 605.88 75.51 11.1% 7.01 1.0% 99% True False
80 681.39 605.88 75.51 11.1% 6.77 1.0% 99% True False
100 681.39 605.88 75.51 11.1% 6.70 1.0% 99% True False
120 681.39 605.88 75.51 11.1% 6.60 1.0% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.02
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 724.91
2.618 708.20
1.618 697.96
1.000 691.63
0.618 687.72
HIGH 681.39
0.618 677.48
0.500 676.27
0.382 675.06
LOW 671.15
0.618 664.82
1.000 660.91
1.618 654.58
2.618 644.34
4.250 627.63
Fisher Pivots for day following 13-Sep-1996
Pivot 1 day 3 day
R1 679.12 677.56
PP 677.69 674.57
S1 676.27 671.59

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

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