S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Oct-1996
Day Change Summary
Previous Current
01-Oct-1996 02-Oct-1996 Change Change % Previous Week
Open 687.22 689.17 1.95 0.3% 686.47
High 689.54 694.82 5.28 0.8% 690.88
Low 684.44 689.08 4.64 0.7% 681.01
Close 689.08 694.01 4.93 0.7% 686.19
Range 5.10 5.74 0.64 12.5% 9.87
ATR 5.58 5.59 0.01 0.2% 0.00
Volume
Daily Pivots for day following 02-Oct-1996
Classic Woodie Camarilla DeMark
R4 709.86 707.67 697.17
R3 704.12 701.93 695.59
R2 698.38 698.38 695.06
R1 696.19 696.19 694.54 697.29
PP 692.64 692.64 692.64 693.18
S1 690.45 690.45 693.48 691.55
S2 686.90 686.90 692.96
S3 681.16 684.71 692.43
S4 675.42 678.97 690.85
Weekly Pivots for week ending 27-Sep-1996
Classic Woodie Camarilla DeMark
R4 715.64 710.78 691.62
R3 705.77 700.91 688.90
R2 695.90 695.90 688.00
R1 691.04 691.04 687.09 688.54
PP 686.03 686.03 686.03 684.77
S1 681.17 681.17 685.29 678.67
S2 676.16 676.16 684.38
S3 666.29 671.30 683.48
S4 656.42 661.43 680.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 694.82 683.73 11.09 1.6% 4.94 0.7% 93% True False
10 694.82 679.06 15.76 2.3% 5.05 0.7% 95% True False
20 694.82 648.89 45.93 6.6% 5.79 0.8% 98% True False
40 694.82 643.97 50.85 7.3% 5.39 0.8% 98% True False
60 694.82 605.88 88.94 12.8% 6.91 1.0% 99% True False
80 694.82 605.88 88.94 12.8% 6.52 0.9% 99% True False
100 694.82 605.88 88.94 12.8% 6.48 0.9% 99% True False
120 694.82 605.88 88.94 12.8% 6.41 0.9% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 719.22
2.618 709.85
1.618 704.11
1.000 700.56
0.618 698.37
HIGH 694.82
0.618 692.63
0.500 691.95
0.382 691.27
LOW 689.08
0.618 685.53
1.000 683.34
1.618 679.79
2.618 674.05
4.250 664.69
Fisher Pivots for day following 02-Oct-1996
Pivot 1 day 3 day
R1 693.32 692.55
PP 692.64 691.09
S1 691.95 689.63

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

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