S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Oct-1996
Day Change Summary
Previous Current
18-Oct-1996 21-Oct-1996 Change Change % Previous Week
Open 706.93 710.78 3.85 0.5% 700.94
High 711.04 714.10 3.06 0.4% 711.04
Low 706.11 707.71 1.60 0.2% 699.07
Close 710.82 709.85 -0.97 -0.1% 710.82
Range 4.93 6.39 1.46 29.6% 11.97
ATR 5.53 5.59 0.06 1.1% 0.00
Volume
Daily Pivots for day following 21-Oct-1996
Classic Woodie Camarilla DeMark
R4 729.72 726.18 713.36
R3 723.33 719.79 711.61
R2 716.94 716.94 711.02
R1 713.40 713.40 710.44 711.98
PP 710.55 710.55 710.55 709.84
S1 707.01 707.01 709.26 705.59
S2 704.16 704.16 708.68
S3 697.77 700.62 708.09
S4 691.38 694.23 706.34
Weekly Pivots for week ending 18-Oct-1996
Classic Woodie Camarilla DeMark
R4 742.89 738.82 717.40
R3 730.92 726.85 714.11
R2 718.95 718.95 713.01
R1 714.88 714.88 711.92 716.92
PP 706.98 706.98 706.98 707.99
S1 702.91 702.91 709.72 704.95
S2 695.01 695.01 708.63
S3 683.04 690.94 707.53
S4 671.07 678.97 704.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 714.10 699.07 15.03 2.1% 5.94 0.8% 72% True False
10 714.10 693.34 20.76 2.9% 5.76 0.8% 80% True False
20 714.10 683.54 30.56 4.3% 5.38 0.8% 86% True False
40 714.10 643.97 70.13 9.9% 5.74 0.8% 94% True False
60 714.10 629.22 84.88 12.0% 5.67 0.8% 95% True False
80 714.10 605.88 108.22 15.2% 6.61 0.9% 96% True False
100 714.10 605.88 108.22 15.2% 6.37 0.9% 96% True False
120 714.10 605.88 108.22 15.2% 6.51 0.9% 96% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 741.26
2.618 730.83
1.618 724.44
1.000 720.49
0.618 718.05
HIGH 714.10
0.618 711.66
0.500 710.91
0.382 710.15
LOW 707.71
0.618 703.76
1.000 701.32
1.618 697.37
2.618 690.98
4.250 680.55
Fisher Pivots for day following 21-Oct-1996
Pivot 1 day 3 day
R1 710.91 709.65
PP 710.55 709.45
S1 710.20 709.26

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

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