S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Dec-1996
Day Change Summary
Previous Current
29-Nov-1996 02-Dec-1996 Change Change % Previous Week
Open 755.00 757.02 2.02 0.3% 748.75
High 758.27 757.03 -1.24 -0.2% 762.12
Low 755.00 751.49 -3.51 -0.5% 747.99
Close 757.02 756.56 -0.46 -0.1% 757.02
Range 3.27 5.54 2.27 69.4% 14.13
ATR 5.88 5.86 -0.02 -0.4% 0.00
Volume
Daily Pivots for day following 02-Dec-1996
Classic Woodie Camarilla DeMark
R4 771.65 769.64 759.61
R3 766.11 764.10 758.08
R2 760.57 760.57 757.58
R1 758.56 758.56 757.07 756.80
PP 755.03 755.03 755.03 754.14
S1 753.02 753.02 756.05 751.26
S2 749.49 749.49 755.54
S3 743.95 747.48 755.04
S4 738.41 741.94 753.51
Weekly Pivots for week ending 29-Nov-1996
Classic Woodie Camarilla DeMark
R4 798.10 791.69 764.79
R3 783.97 777.56 760.91
R2 769.84 769.84 759.61
R1 763.43 763.43 758.32 766.64
PP 755.71 755.71 755.71 757.31
S1 749.30 749.30 755.72 752.51
S2 741.58 741.58 754.43
S3 727.45 735.17 753.13
S4 713.32 721.04 749.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 762.12 747.99 14.13 1.9% 6.26 0.8% 61% False False
10 762.12 734.39 27.73 3.7% 5.81 0.8% 80% False False
20 762.12 702.84 59.28 7.8% 6.00 0.8% 91% False False
40 762.12 693.34 68.78 9.1% 5.84 0.8% 92% False False
60 762.12 655.68 106.44 14.1% 5.77 0.8% 95% False False
80 762.12 643.97 118.15 15.6% 5.67 0.7% 95% False False
100 762.12 605.88 156.24 20.7% 6.36 0.8% 96% False False
120 762.12 605.88 156.24 20.7% 6.30 0.8% 96% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 780.58
2.618 771.53
1.618 765.99
1.000 762.57
0.618 760.45
HIGH 757.03
0.618 754.91
0.500 754.26
0.382 753.61
LOW 751.49
0.618 748.07
1.000 745.95
1.618 742.53
2.618 736.99
4.250 727.95
Fisher Pivots for day following 02-Dec-1996
Pivot 1 day 3 day
R1 755.79 756.00
PP 755.03 755.44
S1 754.26 754.88

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

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