S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Nov-1996
Day Change Summary
Previous Current
26-Nov-1996 27-Nov-1996 Change Change % Previous Week
Open 756.94 755.94 -1.00 -0.1% 737.64
High 762.12 757.30 -4.82 -0.6% 748.73
Low 752.83 753.18 0.35 0.0% 734.39
Close 755.96 755.00 -0.96 -0.1% 748.73
Range 9.29 4.12 -5.17 -55.7% 14.34
ATR 6.23 6.08 -0.15 -2.4% 0.00
Volume
Daily Pivots for day following 27-Nov-1996
Classic Woodie Camarilla DeMark
R4 767.52 765.38 757.27
R3 763.40 761.26 756.13
R2 759.28 759.28 755.76
R1 757.14 757.14 755.38 756.15
PP 755.16 755.16 755.16 754.67
S1 753.02 753.02 754.62 752.03
S2 751.04 751.04 754.24
S3 746.92 748.90 753.87
S4 742.80 744.78 752.73
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
5 762.12 741.08 21.04 2.8% 6.51 0.9% 66% False False
10 762.12 729.20 32.92 4.4% 6.29 0.8% 78% False False
20 762.12 700.35 61.77 8.2% 6.23 0.8% 88% False False
40 762.12 691.78 70.34 9.3% 5.92 0.8% 90% False False
60 762.12 648.89 113.23 15.0% 5.88 0.8% 94% False False
80 762.12 643.97 118.15 15.6% 5.66 0.7% 94% False False
100 762.12 605.88 156.24 20.7% 6.51 0.9% 95% False False
120 762.12 605.88 156.24 20.7% 6.32 0.8% 95% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 1.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 774.81
2.618 768.09
1.618 763.97
1.000 761.42
0.618 759.85
HIGH 757.30
0.618 755.73
0.500 755.24
0.382 754.75
LOW 753.18
0.618 750.63
1.000 749.06
1.618 746.51
2.618 742.39
4.250 735.67
Fisher Pivots for day following 27-Nov-1996
Pivot 1 day 3 day
R1 755.24 755.06
PP 755.16 755.04
S1 755.08 755.02

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

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