S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Oct-1996
Day Change Summary
Previous Current
28-Oct-1996 29-Oct-1996 Change Change % Previous Week
Open 701.12 697.46 -3.66 -0.5% 710.78
High 705.40 703.25 -2.15 -0.3% 714.10
Low 697.25 696.22 -1.03 -0.1% 700.53
Close 697.26 701.50 4.24 0.6% 700.92
Range 8.15 7.03 -1.12 -13.7% 13.57
ATR 5.70 5.80 0.09 1.7% 0.00
Volume
Daily Pivots for day following 29-Oct-1996
Classic Woodie Camarilla DeMark
R4 721.41 718.49 705.37
R3 714.38 711.46 703.43
R2 707.35 707.35 702.79
R1 704.43 704.43 702.14 705.89
PP 700.32 700.32 700.32 701.06
S1 697.40 697.40 700.86 698.86
S2 693.29 693.29 700.21
S3 686.26 690.37 699.57
S4 679.23 683.34 697.63
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
5 708.25 696.22 12.03 1.7% 6.25 0.9% 44% False True
10 714.10 696.22 17.88 2.5% 5.72 0.8% 30% False True
20 714.10 689.08 25.02 3.6% 5.73 0.8% 50% False False
40 714.10 648.89 65.21 9.3% 5.69 0.8% 81% False False
60 714.10 643.97 70.13 10.0% 5.51 0.8% 82% False False
80 714.10 605.88 108.22 15.4% 6.59 0.9% 88% False False
100 714.10 605.88 108.22 15.4% 6.34 0.9% 88% False False
120 714.10 605.88 108.22 15.4% 6.37 0.9% 88% 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 1.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 733.13
2.618 721.65
1.618 714.62
1.000 710.28
0.618 707.59
HIGH 703.25
0.618 700.56
0.500 699.74
0.382 698.91
LOW 696.22
0.618 691.88
1.000 689.19
1.618 684.85
2.618 677.82
4.250 666.34
Fisher Pivots for day following 29-Oct-1996
Pivot 1 day 3 day
R1 700.91 701.27
PP 700.32 701.04
S1 699.74 700.81

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

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