S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Sep-1996
Day Change Summary
Previous Current
20-Sep-1996 23-Sep-1996 Change Change % Previous Week
Open 683.01 686.47 3.46 0.5% 680.54
High 687.07 687.03 -0.04 0.0% 687.07
Low 683.00 681.01 -1.99 -0.3% 679.06
Close 687.03 686.48 -0.55 -0.1% 687.03
Range 4.07 6.02 1.95 47.9% 8.01
ATR 5.97 5.98 0.00 0.1% 0.00
Volume
Daily Pivots for day following 23-Sep-1996
Classic Woodie Camarilla DeMark
R4 702.90 700.71 689.79
R3 696.88 694.69 688.14
R2 690.86 690.86 687.58
R1 688.67 688.67 687.03 689.77
PP 684.84 684.84 684.84 685.39
S1 682.65 682.65 685.93 683.75
S2 678.82 678.82 685.38
S3 672.80 676.63 684.82
S4 666.78 670.61 683.17
Weekly Pivots for week ending 20-Sep-1996
Classic Woodie Camarilla DeMark
R4 708.42 705.73 691.44
R3 700.41 697.72 689.23
R2 692.40 692.40 688.50
R1 689.71 689.71 687.76 691.06
PP 684.39 684.39 684.39 685.06
S1 681.70 681.70 686.30 683.05
S2 676.38 676.38 685.56
S3 668.37 673.69 684.83
S4 660.36 665.68 682.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 687.07 679.06 8.01 1.2% 4.99 0.7% 93% False False
10 687.07 661.55 25.52 3.7% 5.69 0.8% 98% False False
20 687.07 643.97 43.10 6.3% 6.09 0.9% 99% False False
40 687.07 629.22 57.85 8.4% 5.81 0.8% 99% False False
60 687.07 605.88 81.19 11.8% 7.02 1.0% 99% False False
80 687.07 605.88 81.19 11.8% 6.62 1.0% 99% False False
100 687.07 605.88 81.19 11.8% 6.73 1.0% 99% False False
120 687.07 605.88 81.19 11.8% 6.59 1.0% 99% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 712.62
2.618 702.79
1.618 696.77
1.000 693.05
0.618 690.75
HIGH 687.03
0.618 684.73
0.500 684.02
0.382 683.31
LOW 681.01
0.618 677.29
1.000 674.99
1.618 671.27
2.618 665.25
4.250 655.43
Fisher Pivots for day following 23-Sep-1996
Pivot 1 day 3 day
R1 685.66 685.34
PP 684.84 684.20
S1 684.02 683.07

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

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