S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Sep-1996
Day Change Summary
Previous Current
16-Sep-1996 17-Sep-1996 Change Change % Previous Week
Open 680.54 684.84 4.30 0.6% 655.72
High 686.48 685.80 -0.68 -0.1% 681.39
Low 680.53 679.96 -0.57 -0.1% 655.68
Close 683.98 682.94 -1.04 -0.2% 680.54
Range 5.95 5.84 -0.11 -1.8% 25.71
ATR 6.41 6.37 -0.04 -0.6% 0.00
Volume
Daily Pivots for day following 17-Sep-1996
Classic Woodie Camarilla DeMark
R4 700.42 697.52 686.15
R3 694.58 691.68 684.55
R2 688.74 688.74 684.01
R1 685.84 685.84 683.48 684.37
PP 682.90 682.90 682.90 682.17
S1 680.00 680.00 682.40 678.53
S2 677.06 677.06 681.87
S3 671.22 674.16 681.33
S4 665.38 668.32 679.73
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
5 686.48 661.79 24.69 3.6% 6.75 1.0% 86% False False
10 686.48 648.89 37.59 5.5% 6.43 0.9% 91% False False
20 686.48 643.97 42.51 6.2% 6.07 0.9% 92% False False
40 686.48 616.43 70.05 10.3% 6.25 0.9% 95% False False
60 686.48 605.88 80.60 11.8% 7.03 1.0% 96% False False
80 686.48 605.88 80.60 11.8% 6.74 1.0% 96% False False
100 686.48 605.88 80.60 11.8% 6.69 1.0% 96% False False
120 686.48 605.88 80.60 11.8% 6.60 1.0% 96% 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 0.76
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 710.62
2.618 701.09
1.618 695.25
1.000 691.64
0.618 689.41
HIGH 685.80
0.618 683.57
0.500 682.88
0.382 682.19
LOW 679.96
0.618 676.35
1.000 674.12
1.618 670.51
2.618 664.67
4.250 655.14
Fisher Pivots for day following 17-Sep-1996
Pivot 1 day 3 day
R1 682.92 681.57
PP 682.90 680.19
S1 682.88 678.82

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

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