S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Sep-1996
Day Change Summary
Previous Current
13-Sep-1996 16-Sep-1996 Change Change % Previous Week
Open 671.79 680.54 8.75 1.3% 655.72
High 681.39 686.48 5.09 0.7% 681.39
Low 671.15 680.53 9.38 1.4% 655.68
Close 680.54 683.98 3.44 0.5% 680.54
Range 10.24 5.95 -4.29 -41.9% 25.71
ATR 6.45 6.41 -0.04 -0.6% 0.00
Volume
Daily Pivots for day following 16-Sep-1996
Classic Woodie Camarilla DeMark
R4 701.51 698.70 687.25
R3 695.56 692.75 685.62
R2 689.61 689.61 685.07
R1 686.80 686.80 684.53 688.21
PP 683.66 683.66 683.66 684.37
S1 680.85 680.85 683.43 682.26
S2 677.71 677.71 682.89
S3 671.76 674.90 682.34
S4 665.81 668.95 680.71
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
5 686.48 661.55 24.93 3.6% 6.39 0.9% 90% True False
10 686.48 643.97 42.51 6.2% 6.96 1.0% 94% True False
20 686.48 643.97 42.51 6.2% 5.88 0.9% 94% True False
40 686.48 616.43 70.05 10.2% 6.31 0.9% 96% True False
60 686.48 605.88 80.60 11.8% 7.01 1.0% 97% True False
80 686.48 605.88 80.60 11.8% 6.76 1.0% 97% True False
100 686.48 605.88 80.60 11.8% 6.70 1.0% 97% True False
120 686.48 605.88 80.60 11.8% 6.60 1.0% 97% True 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 1.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 711.77
2.618 702.06
1.618 696.11
1.000 692.43
0.618 690.16
HIGH 686.48
0.618 684.21
0.500 683.51
0.382 682.80
LOW 680.53
0.618 676.85
1.000 674.58
1.618 670.90
2.618 664.95
4.250 655.24
Fisher Pivots for day following 16-Sep-1996
Pivot 1 day 3 day
R1 683.82 681.61
PP 683.66 679.25
S1 683.51 676.88

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

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