S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Dec-1996
Day Change Summary
Previous Current
10-Dec-1996 11-Dec-1996 Change Change % Previous Week
Open 750.74 746.64 -4.10 -0.5% 757.02
High 753.43 747.54 -5.89 -0.8% 761.75
Low 747.02 732.75 -14.27 -1.9% 726.89
Close 747.54 740.73 -6.81 -0.9% 739.60
Range 6.41 14.79 8.38 130.7% 34.86
ATR 7.48 8.00 0.52 7.0% 0.00
Volume
Daily Pivots for day following 11-Dec-1996
Classic Woodie Camarilla DeMark
R4 784.71 777.51 748.86
R3 769.92 762.72 744.80
R2 755.13 755.13 743.44
R1 747.93 747.93 742.09 744.14
PP 740.34 740.34 740.34 738.44
S1 733.14 733.14 739.37 729.35
S2 725.55 725.55 738.02
S3 710.76 718.35 736.66
S4 695.97 703.56 732.60
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% 10.78 1.5% 52% False False
10 761.75 726.89 34.86 4.7% 9.09 1.2% 40% False False
20 762.12 726.89 35.23 4.8% 7.69 1.0% 39% False False
40 762.12 696.22 65.90 8.9% 6.80 0.9% 68% False False
60 762.12 679.06 83.06 11.2% 6.30 0.9% 74% False False
80 762.12 643.97 118.15 16.0% 6.24 0.8% 82% False False
100 762.12 616.43 145.69 19.7% 6.28 0.8% 85% False False
120 762.12 605.88 156.24 21.1% 6.66 0.9% 86% 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 1.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 810.40
2.618 786.26
1.618 771.47
1.000 762.33
0.618 756.68
HIGH 747.54
0.618 741.89
0.500 740.15
0.382 738.40
LOW 732.75
0.618 723.61
1.000 717.96
1.618 708.82
2.618 694.03
4.250 669.89
Fisher Pivots for day following 11-Dec-1996
Pivot 1 day 3 day
R1 740.54 743.09
PP 740.34 742.30
S1 740.15 741.52

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

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