S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Dec-1996
Day Change Summary
Previous Current
06-Dec-1996 09-Dec-1996 Change Change % Previous Week
Open 742.99 740.22 -2.77 -0.4% 757.02
High 744.38 749.76 5.38 0.7% 761.75
Low 726.89 739.60 12.71 1.7% 726.89
Close 739.60 749.76 10.16 1.4% 739.60
Range 17.49 10.16 -7.33 -41.9% 34.86
ATR 7.36 7.56 0.20 2.7% 0.00
Volume
Daily Pivots for day following 09-Dec-1996
Classic Woodie Camarilla DeMark
R4 776.85 773.47 755.35
R3 766.69 763.31 752.55
R2 756.53 756.53 751.62
R1 753.15 753.15 750.69 754.84
PP 746.37 746.37 746.37 747.22
S1 742.99 742.99 748.83 744.68
S2 736.21 736.21 747.90
S3 726.05 732.83 746.97
S4 715.89 722.67 744.17
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 4.6% 11.36 1.5% 66% False False
10 762.12 726.89 35.23 4.7% 8.81 1.2% 65% False False
20 762.12 726.89 35.23 4.7% 7.00 0.9% 65% False False
40 762.12 696.22 65.90 8.8% 6.61 0.9% 81% False False
60 762.12 679.06 83.06 11.1% 6.15 0.8% 85% False False
80 762.12 643.97 118.15 15.8% 6.06 0.8% 90% False False
100 762.12 616.43 145.69 19.4% 6.23 0.8% 92% False False
120 762.12 605.88 156.24 20.8% 6.58 0.9% 92% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 792.94
2.618 776.36
1.618 766.20
1.000 759.92
0.618 756.04
HIGH 749.76
0.618 745.88
0.500 744.68
0.382 743.48
LOW 739.60
0.618 733.32
1.000 729.44
1.618 723.16
2.618 713.00
4.250 696.42
Fisher Pivots for day following 09-Dec-1996
Pivot 1 day 3 day
R1 748.07 745.95
PP 746.37 742.14
S1 744.68 738.33

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

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