S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Nov-1996
Day Change Summary
Previous Current
25-Nov-1996 26-Nov-1996 Change Change % Previous Week
Open 748.75 756.94 8.19 1.1% 737.64
High 757.05 762.12 5.07 0.7% 748.73
Low 747.99 752.83 4.84 0.6% 734.39
Close 757.03 755.96 -1.07 -0.1% 748.73
Range 9.06 9.29 0.23 2.5% 14.34
ATR 6.00 6.23 0.24 3.9% 0.00
Volume
Daily Pivots for day following 26-Nov-1996
Classic Woodie Camarilla DeMark
R4 784.84 779.69 761.07
R3 775.55 770.40 758.51
R2 766.26 766.26 757.66
R1 761.11 761.11 756.81 759.04
PP 756.97 756.97 756.97 755.94
S1 751.82 751.82 755.11 749.75
S2 747.68 747.68 754.26
S3 738.39 742.53 753.41
S4 729.10 733.24 750.85
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
5 762.12 740.40 21.72 2.9% 7.01 0.9% 72% True False
10 762.12 728.03 34.09 4.5% 6.29 0.8% 82% True False
20 762.12 700.05 62.07 8.2% 6.20 0.8% 90% True False
40 762.12 689.08 73.04 9.7% 5.96 0.8% 92% True False
60 762.12 648.89 113.23 15.0% 5.86 0.8% 95% True False
80 762.12 643.97 118.15 15.6% 5.68 0.8% 95% True False
100 762.12 605.88 156.24 20.7% 6.51 0.9% 96% True False
120 762.12 605.88 156.24 20.7% 6.31 0.8% 96% 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 1.40
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 801.60
2.618 786.44
1.618 777.15
1.000 771.41
0.618 767.86
HIGH 762.12
0.618 758.57
0.500 757.48
0.382 756.38
LOW 752.83
0.618 747.09
1.000 743.54
1.618 737.80
2.618 728.51
4.250 713.35
Fisher Pivots for day following 26-Nov-1996
Pivot 1 day 3 day
R1 757.48 754.79
PP 756.97 753.61
S1 756.47 752.44

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

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