S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Nov-1996
Day Change Summary
Previous Current
15-Nov-1996 18-Nov-1996 Change Change % Previous Week
Open 735.90 737.64 1.74 0.2% 730.79
High 741.92 739.24 -2.68 -0.4% 741.92
Low 735.13 734.39 -0.74 -0.1% 728.03
Close 737.62 737.02 -0.60 -0.1% 737.62
Range 6.79 4.85 -1.94 -28.6% 13.89
ATR 5.93 5.86 -0.08 -1.3% 0.00
Volume
Daily Pivots for day following 18-Nov-1996
Classic Woodie Camarilla DeMark
R4 751.43 749.08 739.69
R3 746.58 744.23 738.35
R2 741.73 741.73 737.91
R1 739.38 739.38 737.46 738.13
PP 736.88 736.88 736.88 736.26
S1 734.53 734.53 736.58 733.28
S2 732.03 732.03 736.13
S3 727.18 729.68 735.69
S4 722.33 724.83 734.35
Weekly Pivots for week ending 15-Nov-1996
Classic Woodie Camarilla DeMark
R4 777.53 771.46 745.26
R3 763.64 757.57 741.44
R2 749.75 749.75 740.17
R1 743.68 743.68 738.89 746.72
PP 735.86 735.86 735.86 737.37
S1 729.79 729.79 736.35 732.83
S2 721.97 721.97 735.07
S3 708.08 715.90 733.80
S4 694.19 702.01 729.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 741.92 728.03 13.89 1.9% 5.47 0.7% 65% False False
10 741.92 706.73 35.19 4.8% 6.25 0.8% 86% False False
20 741.92 696.22 45.70 6.2% 6.01 0.8% 89% False False
40 741.92 683.54 58.38 7.9% 5.70 0.8% 92% False False
60 741.92 643.97 97.95 13.3% 5.83 0.8% 95% False False
80 741.92 629.22 112.70 15.3% 5.75 0.8% 96% False False
100 741.92 605.88 136.04 18.5% 6.49 0.9% 96% False False
120 741.92 605.88 136.04 18.5% 6.31 0.9% 96% False 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 1.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 759.85
2.618 751.94
1.618 747.09
1.000 744.09
0.618 742.24
HIGH 739.24
0.618 737.39
0.500 736.82
0.382 736.24
LOW 734.39
0.618 731.39
1.000 729.54
1.618 726.54
2.618 721.69
4.250 713.78
Fisher Pivots for day following 18-Nov-1996
Pivot 1 day 3 day
R1 736.95 736.53
PP 736.88 736.05
S1 736.82 735.56

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

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