S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Oct-1996
Day Change Summary
Previous Current
16-Oct-1996 17-Oct-1996 Change Change % Previous Week
Open 702.52 704.54 2.02 0.3% 701.45
High 704.42 708.52 4.10 0.6% 705.76
Low 699.15 704.41 5.26 0.8% 693.34
Close 704.41 706.99 2.58 0.4% 700.66
Range 5.27 4.11 -1.16 -22.0% 12.42
ATR 5.69 5.58 -0.11 -2.0% 0.00
Volume
Daily Pivots for day following 17-Oct-1996
Classic Woodie Camarilla DeMark
R4 718.97 717.09 709.25
R3 714.86 712.98 708.12
R2 710.75 710.75 707.74
R1 708.87 708.87 707.37 709.81
PP 706.64 706.64 706.64 707.11
S1 704.76 704.76 706.61 705.70
S2 702.53 702.53 706.24
S3 698.42 700.65 705.86
S4 694.31 696.54 704.73
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
5 708.52 694.61 13.91 2.0% 5.79 0.8% 89% True False
10 708.52 692.78 15.74 2.2% 5.80 0.8% 90% True False
20 708.52 681.01 27.51 3.9% 5.32 0.8% 94% True False
40 708.52 643.97 64.55 9.1% 5.79 0.8% 98% True False
60 708.52 626.65 81.87 11.6% 5.68 0.8% 98% True False
80 708.52 605.88 102.64 14.5% 6.62 0.9% 99% True False
100 708.52 605.88 102.64 14.5% 6.42 0.9% 99% True False
120 708.52 605.88 102.64 14.5% 6.48 0.9% 99% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 725.99
2.618 719.28
1.618 715.17
1.000 712.63
0.618 711.06
HIGH 708.52
0.618 706.95
0.500 706.47
0.382 705.98
LOW 704.41
0.618 701.87
1.000 700.30
1.618 697.76
2.618 693.65
4.250 686.94
Fisher Pivots for day following 17-Oct-1996
Pivot 1 day 3 day
R1 706.82 705.93
PP 706.64 704.86
S1 706.47 703.80

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

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