S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Oct-1996
Day Change Summary
Previous Current
25-Oct-1996 28-Oct-1996 Change Change % Previous Week
Open 702.26 701.12 -1.14 -0.2% 710.78
High 704.11 705.40 1.29 0.2% 714.10
Low 700.53 697.25 -3.28 -0.5% 700.53
Close 700.92 697.26 -3.66 -0.5% 700.92
Range 3.58 8.15 4.57 127.7% 13.57
ATR 5.51 5.70 0.19 3.4% 0.00
Volume
Daily Pivots for day following 28-Oct-1996
Classic Woodie Camarilla DeMark
R4 724.42 718.99 701.74
R3 716.27 710.84 699.50
R2 708.12 708.12 698.75
R1 702.69 702.69 698.01 701.33
PP 699.97 699.97 699.97 699.29
S1 694.54 694.54 696.51 693.18
S2 691.82 691.82 695.77
S3 683.67 686.39 695.02
S4 675.52 678.24 692.78
Weekly Pivots for week ending 25-Oct-1996
Classic Woodie Camarilla DeMark
R4 745.89 736.98 708.38
R3 732.32 723.41 704.65
R2 718.75 718.75 703.41
R1 709.84 709.84 702.16 707.51
PP 705.18 705.18 705.18 704.02
S1 696.27 696.27 699.68 693.94
S2 691.61 691.61 698.43
S3 678.04 682.70 697.19
S4 664.47 669.13 693.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 709.85 697.25 12.60 1.8% 5.90 0.8% 0% False True
10 714.10 697.25 16.85 2.4% 5.92 0.8% 0% False True
20 714.10 684.44 29.66 4.3% 5.63 0.8% 43% False False
40 714.10 643.97 70.13 10.1% 5.79 0.8% 76% False False
60 714.10 643.97 70.13 10.1% 5.47 0.8% 76% False False
80 714.10 605.88 108.22 15.5% 6.59 0.9% 84% False False
100 714.10 605.88 108.22 15.5% 6.37 0.9% 84% False False
120 714.10 605.88 108.22 15.5% 6.35 0.9% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.74
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 740.04
2.618 726.74
1.618 718.59
1.000 713.55
0.618 710.44
HIGH 705.40
0.618 702.29
0.500 701.33
0.382 700.36
LOW 697.25
0.618 692.21
1.000 689.10
1.618 684.06
2.618 675.91
4.250 662.61
Fisher Pivots for day following 28-Oct-1996
Pivot 1 day 3 day
R1 701.33 702.75
PP 699.97 700.92
S1 698.62 699.09

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

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