S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Nov-1996
Day Change Summary
Previous Current
08-Nov-1996 11-Nov-1996 Change Change % Previous Week
Open 727.54 730.79 3.25 0.4% 703.03
High 730.82 732.60 1.78 0.2% 730.82
Low 725.22 729.94 4.72 0.7% 702.84
Close 730.82 731.87 1.05 0.1% 730.82
Range 5.60 2.66 -2.94 -52.5% 27.98
ATR 6.27 6.01 -0.26 -4.1% 0.00
Volume
Daily Pivots for day following 11-Nov-1996
Classic Woodie Camarilla DeMark
R4 739.45 738.32 733.33
R3 736.79 735.66 732.60
R2 734.13 734.13 732.36
R1 733.00 733.00 732.11 733.57
PP 731.47 731.47 731.47 731.75
S1 730.34 730.34 731.63 730.91
S2 728.81 728.81 731.38
S3 726.15 727.68 731.14
S4 723.49 725.02 730.41
Weekly Pivots for week ending 08-Nov-1996
Classic Woodie Camarilla DeMark
R4 805.43 796.11 746.21
R3 777.45 768.13 738.51
R2 749.47 749.47 735.95
R1 740.15 740.15 733.38 744.81
PP 721.49 721.49 721.49 723.83
S1 712.17 712.17 728.26 716.83
S2 693.51 693.51 725.69
S3 665.53 684.19 723.13
S4 637.55 656.21 715.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 732.60 706.73 25.87 3.5% 7.02 1.0% 97% True False
10 732.60 696.22 36.38 5.0% 6.33 0.9% 98% True False
20 732.60 696.22 36.38 5.0% 6.12 0.8% 98% True False
40 732.60 679.06 53.54 7.3% 5.64 0.8% 99% True False
60 732.60 643.97 88.63 12.1% 5.72 0.8% 99% True False
80 732.60 616.43 116.17 15.9% 5.97 0.8% 99% True False
100 732.60 605.88 126.72 17.3% 6.46 0.9% 99% True False
120 732.60 605.88 126.72 17.3% 6.38 0.9% 99% True 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 1.37
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 743.91
2.618 739.56
1.618 736.90
1.000 735.26
0.618 734.24
HIGH 732.60
0.618 731.58
0.500 731.27
0.382 730.96
LOW 729.94
0.618 728.30
1.000 727.28
1.618 725.64
2.618 722.98
4.250 718.64
Fisher Pivots for day following 11-Nov-1996
Pivot 1 day 3 day
R1 731.67 730.39
PP 731.47 728.90
S1 731.27 727.42

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

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