S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Dec-1996
Day Change Summary
Previous Current
09-Dec-1996 10-Dec-1996 Change Change % Previous Week
Open 740.22 750.74 10.52 1.4% 757.02
High 749.76 753.43 3.67 0.5% 761.75
Low 739.60 747.02 7.42 1.0% 726.89
Close 749.76 747.54 -2.22 -0.3% 739.60
Range 10.16 6.41 -3.75 -36.9% 34.86
ATR 7.56 7.48 -0.08 -1.1% 0.00
Volume
Daily Pivots for day following 10-Dec-1996
Classic Woodie Camarilla DeMark
R4 768.56 764.46 751.07
R3 762.15 758.05 749.30
R2 755.74 755.74 748.72
R1 751.64 751.64 748.13 750.49
PP 749.33 749.33 749.33 748.75
S1 745.23 745.23 746.95 744.08
S2 742.92 742.92 746.36
S3 736.51 738.82 745.78
S4 730.10 732.41 744.01
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
5 753.43 726.89 26.54 3.6% 9.81 1.3% 78% True False
10 762.12 726.89 35.23 4.7% 8.54 1.1% 59% False False
20 762.12 726.89 35.23 4.7% 7.19 1.0% 59% False False
40 762.12 696.22 65.90 8.8% 6.66 0.9% 78% False False
60 762.12 679.06 83.06 11.1% 6.15 0.8% 82% False False
80 762.12 643.97 118.15 15.8% 6.09 0.8% 88% False False
100 762.12 616.43 145.69 19.5% 6.22 0.8% 90% False False
120 762.12 605.88 156.24 20.9% 6.58 0.9% 91% 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 True
Stretch 1.81
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 780.67
2.618 770.21
1.618 763.80
1.000 759.84
0.618 757.39
HIGH 753.43
0.618 750.98
0.500 750.23
0.382 749.47
LOW 747.02
0.618 743.06
1.000 740.61
1.618 736.65
2.618 730.24
4.250 719.78
Fisher Pivots for day following 10-Dec-1996
Pivot 1 day 3 day
R1 750.23 745.08
PP 749.33 742.62
S1 748.44 740.16

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

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