S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Nov-1996
Day Change Summary
Previous Current
06-Nov-1996 07-Nov-1996 Change Change % Previous Week
Open 713.96 724.55 10.59 1.5% 701.12
High 724.59 729.49 4.90 0.7% 708.60
Low 712.83 722.23 9.40 1.3% 696.22
Close 724.59 727.65 3.06 0.4% 703.77
Range 11.76 7.26 -4.50 -38.3% 12.38
ATR 6.25 6.32 0.07 1.2% 0.00
Volume
Daily Pivots for day following 07-Nov-1996
Classic Woodie Camarilla DeMark
R4 748.24 745.20 731.64
R3 740.98 737.94 729.65
R2 733.72 733.72 728.98
R1 730.68 730.68 728.32 732.20
PP 726.46 726.46 726.46 727.22
S1 723.42 723.42 726.98 724.94
S2 719.20 719.20 726.32
S3 711.94 716.16 725.65
S4 704.68 708.90 723.66
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
5 729.49 701.30 28.19 3.9% 7.67 1.1% 93% True False
10 729.49 696.22 33.27 4.6% 6.67 0.9% 94% True False
20 729.49 694.61 34.88 4.8% 6.24 0.9% 95% True False
40 729.49 671.15 58.34 8.0% 5.83 0.8% 97% True False
60 729.49 643.97 85.52 11.8% 5.71 0.8% 98% True False
80 729.49 616.43 113.06 15.5% 6.11 0.8% 98% True False
100 729.49 605.88 123.61 17.0% 6.48 0.9% 99% True False
120 729.49 605.88 123.61 17.0% 6.40 0.9% 99% True 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 1.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 760.35
2.618 748.50
1.618 741.24
1.000 736.75
0.618 733.98
HIGH 729.49
0.618 726.72
0.500 725.86
0.382 725.00
LOW 722.23
0.618 717.74
1.000 714.97
1.618 710.48
2.618 703.22
4.250 691.38
Fisher Pivots for day following 07-Nov-1996
Pivot 1 day 3 day
R1 727.05 724.47
PP 726.46 721.29
S1 725.86 718.11

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

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