S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Nov-1996
Day Change Summary
Previous Current
05-Nov-1996 06-Nov-1996 Change Change % Previous Week
Open 707.00 713.96 6.96 1.0% 701.12
High 714.56 724.59 10.03 1.4% 708.60
Low 706.73 712.83 6.10 0.9% 696.22
Close 714.14 724.59 10.45 1.5% 703.77
Range 7.83 11.76 3.93 50.2% 12.38
ATR 5.83 6.25 0.42 7.3% 0.00
Volume
Daily Pivots for day following 06-Nov-1996
Classic Woodie Camarilla DeMark
R4 755.95 752.03 731.06
R3 744.19 740.27 727.82
R2 732.43 732.43 726.75
R1 728.51 728.51 725.67 730.47
PP 720.67 720.67 720.67 721.65
S1 716.75 716.75 723.51 718.71
S2 708.91 708.91 722.43
S3 697.15 704.99 721.36
S4 685.39 693.23 718.12
Weekly Pivots for week ending 01-Nov-1996
Classic Woodie Camarilla DeMark
R4 740.00 734.27 710.58
R3 727.62 721.89 707.17
R2 715.24 715.24 706.04
R1 709.51 709.51 704.90 712.38
PP 702.86 702.86 702.86 704.30
S1 697.13 697.13 702.64 700.00
S2 690.48 690.48 701.50
S3 678.10 684.75 700.37
S4 665.72 672.37 696.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 724.59 700.35 24.24 3.3% 7.47 1.0% 100% True False
10 724.59 696.22 28.37 3.9% 6.56 0.9% 100% True False
20 724.59 693.34 31.25 4.3% 6.05 0.8% 100% True False
40 724.59 667.28 57.31 7.9% 5.80 0.8% 100% True False
60 724.59 643.97 80.62 11.1% 5.65 0.8% 100% True False
80 724.59 616.43 108.16 14.9% 6.12 0.8% 100% True False
100 724.59 605.88 118.71 16.4% 6.46 0.9% 100% True False
120 724.59 605.88 118.71 16.4% 6.39 0.9% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.47
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 774.57
2.618 755.38
1.618 743.62
1.000 736.35
0.618 731.86
HIGH 724.59
0.618 720.10
0.500 718.71
0.382 717.32
LOW 712.83
0.618 705.56
1.000 701.07
1.618 693.80
2.618 682.04
4.250 662.85
Fisher Pivots for day following 06-Nov-1996
Pivot 1 day 3 day
R1 722.63 720.97
PP 720.67 717.34
S1 718.71 713.72

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

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