S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Nov-1996
Day Change Summary
Previous Current
11-Nov-1996 12-Nov-1996 Change Change % Previous Week
Open 730.79 732.06 1.27 0.2% 703.03
High 732.60 733.04 0.44 0.1% 730.82
Low 729.94 728.20 -1.74 -0.2% 702.84
Close 731.87 729.56 -2.31 -0.3% 730.82
Range 2.66 4.84 2.18 82.0% 27.98
ATR 6.01 5.93 -0.08 -1.4% 0.00
Volume
Daily Pivots for day following 12-Nov-1996
Classic Woodie Camarilla DeMark
R4 744.79 742.01 732.22
R3 739.95 737.17 730.89
R2 735.11 735.11 730.45
R1 732.33 732.33 730.00 731.30
PP 730.27 730.27 730.27 729.75
S1 727.49 727.49 729.12 726.46
S2 725.43 725.43 728.67
S3 720.59 722.65 728.23
S4 715.75 717.81 726.90
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
5 733.04 712.83 20.21 2.8% 6.42 0.9% 83% True False
10 733.04 700.05 32.99 4.5% 6.11 0.8% 89% True False
20 733.04 696.22 36.82 5.0% 5.92 0.8% 91% True False
40 733.04 679.06 53.98 7.4% 5.61 0.8% 94% True False
60 733.04 643.97 89.07 12.2% 5.76 0.8% 96% True False
80 733.04 616.43 116.61 16.0% 5.93 0.8% 97% True False
100 733.04 605.88 127.16 17.4% 6.46 0.9% 97% True False
120 733.04 605.88 127.16 17.4% 6.36 0.9% 97% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 753.61
2.618 745.71
1.618 740.87
1.000 737.88
0.618 736.03
HIGH 733.04
0.618 731.19
0.500 730.62
0.382 730.05
LOW 728.20
0.618 725.21
1.000 723.36
1.618 720.37
2.618 715.53
4.250 707.63
Fisher Pivots for day following 12-Nov-1996
Pivot 1 day 3 day
R1 730.62 729.42
PP 730.27 729.27
S1 729.91 729.13

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

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