S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Sep-1996
Day Change Summary
Previous Current
17-Sep-1996 18-Sep-1996 Change Change % Previous Week
Open 684.84 682.88 -1.96 -0.3% 655.72
High 685.80 683.77 -2.03 -0.3% 681.39
Low 679.96 679.75 -0.21 0.0% 655.68
Close 682.94 681.47 -1.47 -0.2% 680.54
Range 5.84 4.02 -1.82 -31.2% 25.71
ATR 6.37 6.20 -0.17 -2.6% 0.00
Volume
Daily Pivots for day following 18-Sep-1996
Classic Woodie Camarilla DeMark
R4 693.72 691.62 683.68
R3 689.70 687.60 682.58
R2 685.68 685.68 682.21
R1 683.58 683.58 681.84 682.62
PP 681.66 681.66 681.66 681.19
S1 679.56 679.56 681.10 678.60
S2 677.64 677.64 680.73
S3 673.62 675.54 680.36
S4 669.60 671.52 679.26
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
5 686.48 667.28 19.20 2.8% 6.37 0.9% 74% False False
10 686.48 648.89 37.59 5.5% 6.54 1.0% 87% False False
20 686.48 643.97 42.51 6.2% 6.18 0.9% 88% False False
40 686.48 616.43 70.05 10.3% 6.04 0.9% 93% False False
60 686.48 605.88 80.60 11.8% 7.02 1.0% 94% False False
80 686.48 605.88 80.60 11.8% 6.74 1.0% 94% False False
100 686.48 605.88 80.60 11.8% 6.69 1.0% 94% False False
120 686.48 605.88 80.60 11.8% 6.60 1.0% 94% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.72
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 700.86
2.618 694.29
1.618 690.27
1.000 687.79
0.618 686.25
HIGH 683.77
0.618 682.23
0.500 681.76
0.382 681.29
LOW 679.75
0.618 677.27
1.000 675.73
1.618 673.25
2.618 669.23
4.250 662.67
Fisher Pivots for day following 18-Sep-1996
Pivot 1 day 3 day
R1 681.76 683.12
PP 681.66 682.57
S1 681.57 682.02

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

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