S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Oct-1996
Day Change Summary
Previous Current
02-Oct-1996 03-Oct-1996 Change Change % Previous Week
Open 689.17 694.02 4.85 0.7% 686.47
High 694.82 694.81 -0.01 0.0% 690.88
Low 689.08 691.78 2.70 0.4% 681.01
Close 694.01 692.78 -1.23 -0.2% 686.19
Range 5.74 3.03 -2.71 -47.2% 9.87
ATR 5.59 5.41 -0.18 -3.3% 0.00
Volume
Daily Pivots for day following 03-Oct-1996
Classic Woodie Camarilla DeMark
R4 702.21 700.53 694.45
R3 699.18 697.50 693.61
R2 696.15 696.15 693.34
R1 694.47 694.47 693.06 693.80
PP 693.12 693.12 693.12 692.79
S1 691.44 691.44 692.50 690.77
S2 690.09 690.09 692.22
S3 687.06 688.41 691.95
S4 684.03 685.38 691.11
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% 4.27 0.6% 82% False False
10 694.82 681.01 13.81 2.0% 4.85 0.7% 85% False False
20 694.82 649.44 45.38 6.6% 5.61 0.8% 96% False False
40 694.82 643.97 50.85 7.3% 5.35 0.8% 96% False False
60 694.82 605.88 88.94 12.8% 6.83 1.0% 98% False False
80 694.82 605.88 88.94 12.8% 6.47 0.9% 98% False False
100 694.82 605.88 88.94 12.8% 6.41 0.9% 98% False False
120 694.82 605.88 88.94 12.8% 6.38 0.9% 98% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.10
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 707.69
2.618 702.74
1.618 699.71
1.000 697.84
0.618 696.68
HIGH 694.81
0.618 693.65
0.500 693.30
0.382 692.94
LOW 691.78
0.618 689.91
1.000 688.75
1.618 686.88
2.618 683.85
4.250 678.90
Fisher Pivots for day following 03-Oct-1996
Pivot 1 day 3 day
R1 693.30 691.73
PP 693.12 690.68
S1 692.95 689.63

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

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