S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Oct-1996
Day Change Summary
Previous Current
04-Oct-1996 07-Oct-1996 Change Change % Previous Week
Open 693.12 701.45 8.33 1.2% 686.19
High 701.74 704.17 2.43 0.3% 701.74
Low 692.78 701.39 8.61 1.2% 684.44
Close 701.46 703.34 1.88 0.3% 701.46
Range 8.96 2.78 -6.18 -69.0% 17.30
ATR 5.66 5.45 -0.21 -3.6% 0.00
Volume
Daily Pivots for day following 07-Oct-1996
Classic Woodie Camarilla DeMark
R4 711.31 710.10 704.87
R3 708.53 707.32 704.10
R2 705.75 705.75 703.85
R1 704.54 704.54 703.59 705.15
PP 702.97 702.97 702.97 703.27
S1 701.76 701.76 703.09 702.37
S2 700.19 700.19 702.83
S3 697.41 698.98 702.58
S4 694.63 696.20 701.81
Weekly Pivots for week ending 04-Oct-1996
Classic Woodie Camarilla DeMark
R4 747.78 741.92 710.98
R3 730.48 724.62 706.22
R2 713.18 713.18 704.63
R1 707.32 707.32 703.05 710.25
PP 695.88 695.88 695.88 697.35
S1 690.02 690.02 699.87 692.95
S2 678.58 678.58 698.29
S3 661.28 672.72 696.70
S4 643.98 655.42 691.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 704.17 684.44 19.73 2.8% 5.12 0.7% 96% True False
10 704.17 683.54 20.63 2.9% 5.01 0.7% 96% True False
20 704.17 661.55 42.62 6.1% 5.35 0.8% 98% True False
40 704.17 643.97 60.20 8.6% 5.44 0.8% 99% True False
60 704.17 605.88 98.29 14.0% 6.62 0.9% 99% True False
80 704.17 605.88 98.29 14.0% 6.49 0.9% 99% True False
100 704.17 605.88 98.29 14.0% 6.42 0.9% 99% True False
120 704.17 605.88 98.29 14.0% 6.40 0.9% 99% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.09
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 715.99
2.618 711.45
1.618 708.67
1.000 706.95
0.618 705.89
HIGH 704.17
0.618 703.11
0.500 702.78
0.382 702.45
LOW 701.39
0.618 699.67
1.000 698.61
1.618 696.89
2.618 694.11
4.250 689.58
Fisher Pivots for day following 07-Oct-1996
Pivot 1 day 3 day
R1 703.15 701.55
PP 702.97 699.76
S1 702.78 697.98

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

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