S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Dec-1996
Day Change Summary
Previous Current
05-Dec-1996 06-Dec-1996 Change Change % Previous Week
Open 745.10 742.99 -2.11 -0.3% 757.02
High 747.65 744.38 -3.27 -0.4% 761.75
Low 742.61 726.89 -15.72 -2.1% 726.89
Close 744.38 739.60 -4.78 -0.6% 739.60
Range 5.04 17.49 12.45 247.0% 34.86
ATR 6.58 7.36 0.78 11.8% 0.00
Volume
Daily Pivots for day following 06-Dec-1996
Classic Woodie Camarilla DeMark
R4 789.43 782.00 749.22
R3 771.94 764.51 744.41
R2 754.45 754.45 742.81
R1 747.02 747.02 741.20 741.99
PP 736.96 736.96 736.96 734.44
S1 729.53 729.53 738.00 724.50
S2 719.47 719.47 736.39
S3 701.98 712.04 734.79
S4 684.49 694.55 729.98
Weekly Pivots for week ending 06-Dec-1996
Classic Woodie Camarilla DeMark
R4 847.33 828.32 758.77
R3 812.47 793.46 749.19
R2 777.61 777.61 745.99
R1 758.60 758.60 742.80 750.68
PP 742.75 742.75 742.75 738.78
S1 723.74 723.74 736.40 715.82
S2 707.89 707.89 733.21
S3 673.03 688.88 730.01
S4 638.17 654.02 720.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 761.75 726.89 34.86 4.7% 10.44 1.4% 36% False True
10 762.12 726.89 35.23 4.8% 8.39 1.1% 36% False True
20 762.12 725.22 36.90 5.0% 6.78 0.9% 39% False False
40 762.12 694.61 67.51 9.1% 6.51 0.9% 67% False False
60 762.12 671.15 90.97 12.3% 6.15 0.8% 75% False False
80 762.12 643.97 118.15 16.0% 5.97 0.8% 81% False False
100 762.12 616.43 145.69 19.7% 6.24 0.8% 85% False False
120 762.12 605.88 156.24 21.1% 6.53 0.9% 86% False 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 1.59
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 818.71
2.618 790.17
1.618 772.68
1.000 761.87
0.618 755.19
HIGH 744.38
0.618 737.70
0.500 735.64
0.382 733.57
LOW 726.89
0.618 716.08
1.000 709.40
1.618 698.59
2.618 681.10
4.250 652.56
Fisher Pivots for day following 06-Dec-1996
Pivot 1 day 3 day
R1 738.28 738.95
PP 736.96 738.30
S1 735.64 737.65

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

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