S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Dec-1996
Day Change Summary
Previous Current
11-Dec-1996 12-Dec-1996 Change Change % Previous Week
Open 746.64 741.62 -5.02 -0.7% 757.02
High 747.54 744.86 -2.68 -0.4% 761.75
Low 732.75 729.30 -3.45 -0.5% 726.89
Close 740.73 729.33 -11.40 -1.5% 739.60
Range 14.79 15.56 0.77 5.2% 34.86
ATR 8.00 8.54 0.54 6.7% 0.00
Volume
Daily Pivots for day following 12-Dec-1996
Classic Woodie Camarilla DeMark
R4 781.18 770.81 737.89
R3 765.62 755.25 733.61
R2 750.06 750.06 732.18
R1 739.69 739.69 730.76 737.10
PP 734.50 734.50 734.50 733.20
S1 724.13 724.13 727.90 721.54
S2 718.94 718.94 726.48
S3 703.38 708.57 725.05
S4 687.82 693.01 720.77
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% 12.88 1.8% 9% False False
10 761.75 726.89 34.86 4.8% 10.24 1.4% 7% False False
20 762.12 726.89 35.23 4.8% 8.26 1.1% 7% False False
40 762.12 696.22 65.90 9.0% 7.06 1.0% 50% False False
60 762.12 679.06 83.06 11.4% 6.50 0.9% 61% False False
80 762.12 643.97 118.15 16.2% 6.42 0.9% 72% False False
100 762.12 616.43 145.69 20.0% 6.32 0.9% 77% False False
120 762.12 605.88 156.24 21.4% 6.76 0.9% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.68
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 810.99
2.618 785.60
1.618 770.04
1.000 760.42
0.618 754.48
HIGH 744.86
0.618 738.92
0.500 737.08
0.382 735.24
LOW 729.30
0.618 719.68
1.000 713.74
1.618 704.12
2.618 688.56
4.250 663.17
Fisher Pivots for day following 12-Dec-1996
Pivot 1 day 3 day
R1 737.08 741.37
PP 734.50 737.35
S1 731.91 733.34

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

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