S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Sep-1996
Day Change Summary
Previous Current
18-Sep-1996 19-Sep-1996 Change Change % Previous Week
Open 682.88 681.40 -1.48 -0.2% 655.72
High 683.77 684.07 0.30 0.0% 681.39
Low 679.75 679.06 -0.69 -0.1% 655.68
Close 681.47 683.00 1.53 0.2% 680.54
Range 4.02 5.01 0.99 24.6% 25.71
ATR 6.20 6.12 -0.09 -1.4% 0.00
Volume
Daily Pivots for day following 19-Sep-1996
Classic Woodie Camarilla DeMark
R4 697.07 695.05 685.76
R3 692.06 690.04 684.38
R2 687.05 687.05 683.92
R1 685.03 685.03 683.46 686.04
PP 682.04 682.04 682.04 682.55
S1 680.02 680.02 682.54 681.03
S2 677.03 677.03 682.08
S3 672.02 675.01 681.62
S4 667.01 670.00 680.24
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
5 686.48 671.15 15.33 2.2% 6.21 0.9% 77% False False
10 686.48 649.44 37.04 5.4% 6.37 0.9% 91% False False
20 686.48 643.97 42.51 6.2% 6.25 0.9% 92% False False
40 686.48 626.65 59.83 8.8% 5.85 0.9% 94% False False
60 686.48 605.88 80.60 11.8% 7.05 1.0% 96% False False
80 686.48 605.88 80.60 11.8% 6.70 1.0% 96% False False
100 686.48 605.88 80.60 11.8% 6.71 1.0% 96% False False
120 686.48 605.88 80.60 11.8% 6.59 1.0% 96% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.91
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 705.36
2.618 697.19
1.618 692.18
1.000 689.08
0.618 687.17
HIGH 684.07
0.618 682.16
0.500 681.57
0.382 680.97
LOW 679.06
0.618 675.96
1.000 674.05
1.618 670.95
2.618 665.94
4.250 657.77
Fisher Pivots for day following 19-Sep-1996
Pivot 1 day 3 day
R1 682.52 682.81
PP 682.04 682.62
S1 681.57 682.43

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

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