S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Nov-1996
Day Change Summary
Previous Current
22-Nov-1996 25-Nov-1996 Change Change % Previous Week
Open 743.09 748.75 5.66 0.8% 737.64
High 748.73 757.05 8.32 1.1% 748.73
Low 742.75 747.99 5.24 0.7% 734.39
Close 748.73 757.03 8.30 1.1% 748.73
Range 5.98 9.06 3.08 51.5% 14.34
ATR 5.76 6.00 0.24 4.1% 0.00
Volume
Daily Pivots for day following 25-Nov-1996
Classic Woodie Camarilla DeMark
R4 781.20 778.18 762.01
R3 772.14 769.12 759.52
R2 763.08 763.08 758.69
R1 760.06 760.06 757.86 761.57
PP 754.02 754.02 754.02 754.78
S1 751.00 751.00 756.20 752.51
S2 744.96 744.96 755.37
S3 735.90 741.94 754.54
S4 726.84 732.88 752.05
Weekly Pivots for week ending 22-Nov-1996
Classic Woodie Camarilla DeMark
R4 786.97 782.19 756.62
R3 772.63 767.85 752.67
R2 758.29 758.29 751.36
R1 753.51 753.51 750.04 755.90
PP 743.95 743.95 743.95 745.15
S1 739.17 739.17 747.42 741.56
S2 729.61 729.61 746.10
S3 715.27 724.83 744.79
S4 700.93 710.49 740.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 757.05 736.87 20.18 2.7% 6.21 0.8% 100% True False
10 757.05 728.03 29.02 3.8% 5.84 0.8% 100% True False
20 757.05 696.22 60.83 8.0% 6.08 0.8% 100% True False
40 757.05 684.44 72.61 9.6% 5.86 0.8% 100% True False
60 757.05 643.97 113.08 14.9% 5.89 0.8% 100% True False
80 757.05 643.97 113.08 14.9% 5.62 0.7% 100% True False
100 757.05 605.88 151.17 20.0% 6.49 0.9% 100% True False
120 757.05 605.88 151.17 20.0% 6.33 0.8% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.09
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 795.56
2.618 780.77
1.618 771.71
1.000 766.11
0.618 762.65
HIGH 757.05
0.618 753.59
0.500 752.52
0.382 751.45
LOW 747.99
0.618 742.39
1.000 738.93
1.618 733.33
2.618 724.27
4.250 709.49
Fisher Pivots for day following 25-Nov-1996
Pivot 1 day 3 day
R1 755.53 754.38
PP 754.02 751.72
S1 752.52 749.07

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

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