S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Oct-1996
Day Change Summary
Previous Current
11-Oct-1996 14-Oct-1996 Change Change % Previous Week
Open 695.12 700.94 5.82 0.8% 701.45
High 700.66 705.16 4.50 0.6% 705.76
Low 694.61 700.66 6.05 0.9% 693.34
Close 700.66 703.54 2.88 0.4% 700.66
Range 6.05 4.50 -1.55 -25.6% 12.42
ATR 5.54 5.47 -0.07 -1.3% 0.00
Volume
Daily Pivots for day following 14-Oct-1996
Classic Woodie Camarilla DeMark
R4 716.62 714.58 706.02
R3 712.12 710.08 704.78
R2 707.62 707.62 704.37
R1 705.58 705.58 703.95 706.60
PP 703.12 703.12 703.12 703.63
S1 701.08 701.08 703.13 702.10
S2 698.62 698.62 702.72
S3 694.12 696.58 702.30
S4 689.62 692.08 701.07
Weekly Pivots for week ending 11-Oct-1996
Classic Woodie Camarilla DeMark
R4 737.18 731.34 707.49
R3 724.76 718.92 704.08
R2 712.34 712.34 702.94
R1 706.50 706.50 701.80 703.21
PP 699.92 699.92 699.92 698.28
S1 694.08 694.08 699.52 690.79
S2 687.50 687.50 698.38
S3 675.08 681.66 697.24
S4 662.66 669.24 693.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 705.76 693.34 12.42 1.8% 5.57 0.8% 82% False False
10 705.76 684.44 21.32 3.0% 5.35 0.8% 90% False False
20 705.76 679.06 26.70 3.8% 5.15 0.7% 92% False False
40 705.76 643.97 61.79 8.8% 5.52 0.8% 96% False False
60 705.76 616.43 89.33 12.7% 5.92 0.8% 98% False False
80 705.76 605.88 99.88 14.2% 6.54 0.9% 98% False False
100 705.76 605.88 99.88 14.2% 6.44 0.9% 98% False False
120 705.76 605.88 99.88 14.2% 6.44 0.9% 98% 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 0.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 724.29
2.618 716.94
1.618 712.44
1.000 709.66
0.618 707.94
HIGH 705.16
0.618 703.44
0.500 702.91
0.382 702.38
LOW 700.66
0.618 697.88
1.000 696.16
1.618 693.38
2.618 688.88
4.250 681.54
Fisher Pivots for day following 14-Oct-1996
Pivot 1 day 3 day
R1 703.33 702.11
PP 703.12 700.68
S1 702.91 699.25

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

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