S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Oct-1996
Day Change Summary
Previous Current
23-Oct-1996 24-Oct-1996 Change Change % Previous Week
Open 706.41 707.34 0.93 0.1% 700.94
High 707.31 708.25 0.94 0.1% 711.04
Low 700.98 702.11 1.13 0.2% 699.07
Close 707.27 702.29 -4.98 -0.7% 710.82
Range 6.33 6.14 -0.19 -3.0% 11.97
ATR 5.62 5.66 0.04 0.7% 0.00
Volume
Daily Pivots for day following 24-Oct-1996
Classic Woodie Camarilla DeMark
R4 722.64 718.60 705.67
R3 716.50 712.46 703.98
R2 710.36 710.36 703.42
R1 706.32 706.32 702.85 705.27
PP 704.22 704.22 704.22 703.69
S1 700.18 700.18 701.73 699.13
S2 698.08 698.08 701.16
S3 691.94 694.04 700.60
S4 685.80 687.90 698.91
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
5 714.10 700.98 13.12 1.9% 5.82 0.8% 10% False False
10 714.10 694.61 19.49 2.8% 5.80 0.8% 39% False False
20 714.10 683.73 30.37 4.3% 5.42 0.8% 61% False False
40 714.10 643.97 70.13 10.0% 5.92 0.8% 83% False False
60 714.10 639.49 74.61 10.6% 5.66 0.8% 84% False False
80 714.10 605.88 108.22 15.4% 6.67 0.9% 89% False False
100 714.10 605.88 108.22 15.4% 6.39 0.9% 89% False False
120 714.10 605.88 108.22 15.4% 6.41 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 True
Stretch 1.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 734.35
2.618 724.32
1.618 718.18
1.000 714.39
0.618 712.04
HIGH 708.25
0.618 705.90
0.500 705.18
0.382 704.46
LOW 702.11
0.618 698.32
1.000 695.97
1.618 692.18
2.618 686.04
4.250 676.02
Fisher Pivots for day following 24-Oct-1996
Pivot 1 day 3 day
R1 705.18 705.42
PP 704.22 704.37
S1 703.25 703.33

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

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