S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Oct-1996
Day Change Summary
Previous Current
29-Oct-1996 30-Oct-1996 Change Change % Previous Week
Open 697.46 701.45 3.99 0.6% 710.78
High 703.25 703.44 0.19 0.0% 714.10
Low 696.22 700.05 3.83 0.6% 700.53
Close 701.50 700.90 -0.60 -0.1% 700.92
Range 7.03 3.39 -3.64 -51.8% 13.57
ATR 5.80 5.62 -0.17 -3.0% 0.00
Volume
Daily Pivots for day following 30-Oct-1996
Classic Woodie Camarilla DeMark
R4 711.63 709.66 702.76
R3 708.24 706.27 701.83
R2 704.85 704.85 701.52
R1 702.88 702.88 701.21 702.17
PP 701.46 701.46 701.46 701.11
S1 699.49 699.49 700.59 698.78
S2 698.07 698.07 700.28
S3 694.68 696.10 699.97
S4 691.29 692.71 699.04
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% 5.66 0.8% 39% False False
10 714.10 696.22 17.88 2.6% 5.54 0.8% 26% False False
20 714.10 691.78 22.32 3.2% 5.61 0.8% 41% False False
40 714.10 648.89 65.21 9.3% 5.70 0.8% 80% False False
60 714.10 643.97 70.13 10.0% 5.46 0.8% 81% 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% 6.33 0.9% 88% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.47
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 717.85
2.618 712.32
1.618 708.93
1.000 706.83
0.618 705.54
HIGH 703.44
0.618 702.15
0.500 701.75
0.382 701.34
LOW 700.05
0.618 697.95
1.000 696.66
1.618 694.56
2.618 691.17
4.250 685.64
Fisher Pivots for day following 30-Oct-1996
Pivot 1 day 3 day
R1 701.75 700.87
PP 701.46 700.84
S1 701.18 700.81

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

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