S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Oct-1996
Day Change Summary
Previous Current
09-Oct-1996 10-Oct-1996 Change Change % Previous Week
Open 701.05 696.44 -4.61 -0.7% 686.19
High 702.36 696.82 -5.54 -0.8% 701.74
Low 694.42 693.34 -1.08 -0.2% 684.44
Close 696.74 694.61 -2.13 -0.3% 701.46
Range 7.94 3.48 -4.46 -56.2% 17.30
ATR 5.66 5.50 -0.16 -2.8% 0.00
Volume
Daily Pivots for day following 10-Oct-1996
Classic Woodie Camarilla DeMark
R4 705.36 703.47 696.52
R3 701.88 699.99 695.57
R2 698.40 698.40 695.25
R1 696.51 696.51 694.93 695.72
PP 694.92 694.92 694.92 694.53
S1 693.03 693.03 694.29 692.24
S2 691.44 691.44 693.97
S3 687.96 689.55 693.65
S4 684.48 686.07 692.70
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
5 705.76 692.78 12.98 1.9% 5.81 0.8% 14% False False
10 705.76 683.73 22.03 3.2% 5.04 0.7% 49% False False
20 705.76 671.15 34.61 5.0% 5.43 0.8% 68% False False
40 705.76 643.97 61.79 8.9% 5.44 0.8% 82% False False
60 705.76 616.43 89.33 12.9% 6.07 0.9% 88% False False
80 705.76 605.88 99.88 14.4% 6.54 0.9% 89% False False
100 705.76 605.88 99.88 14.4% 6.44 0.9% 89% False False
120 705.76 605.88 99.88 14.4% 6.43 0.9% 89% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.91
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 711.61
2.618 705.93
1.618 702.45
1.000 700.30
0.618 698.97
HIGH 696.82
0.618 695.49
0.500 695.08
0.382 694.67
LOW 693.34
0.618 691.19
1.000 689.86
1.618 687.71
2.618 684.23
4.250 678.55
Fisher Pivots for day following 10-Oct-1996
Pivot 1 day 3 day
R1 695.08 699.55
PP 694.92 697.90
S1 694.77 696.26

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

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