S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Nov-1996
Day Change Summary
Previous Current
20-Nov-1996 21-Nov-1996 Change Change % Previous Week
Open 742.18 744.08 1.90 0.3% 730.79
High 746.99 745.20 -1.79 -0.2% 741.92
Low 740.40 741.08 0.68 0.1% 728.03
Close 743.95 742.75 -1.20 -0.2% 737.62
Range 6.59 4.12 -2.47 -37.5% 13.89
ATR 5.87 5.75 -0.13 -2.1% 0.00
Volume
Daily Pivots for day following 21-Nov-1996
Classic Woodie Camarilla DeMark
R4 755.37 753.18 745.02
R3 751.25 749.06 743.88
R2 747.13 747.13 743.51
R1 744.94 744.94 743.13 743.98
PP 743.01 743.01 743.01 742.53
S1 740.82 740.82 742.37 739.86
S2 738.89 738.89 741.99
S3 734.77 736.70 741.62
S4 730.65 732.58 740.48
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
5 746.99 734.39 12.60 1.7% 5.53 0.7% 66% False False
10 746.99 725.22 21.77 2.9% 5.16 0.7% 81% False False
20 746.99 696.22 50.77 6.8% 5.92 0.8% 92% False False
40 746.99 683.73 63.26 8.5% 5.67 0.8% 93% False False
60 746.99 643.97 103.02 13.9% 5.92 0.8% 96% False False
80 746.99 639.49 107.50 14.5% 5.73 0.8% 96% False False
100 746.99 605.88 141.11 19.0% 6.52 0.9% 97% False False
120 746.99 605.88 141.11 19.0% 6.31 0.9% 97% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 762.71
2.618 755.99
1.618 751.87
1.000 749.32
0.618 747.75
HIGH 745.20
0.618 743.63
0.500 743.14
0.382 742.65
LOW 741.08
0.618 738.53
1.000 736.96
1.618 734.41
2.618 730.29
4.250 723.57
Fisher Pivots for day following 21-Nov-1996
Pivot 1 day 3 day
R1 743.14 742.48
PP 743.01 742.20
S1 742.88 741.93

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

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