S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Dec-1996
Day Change Summary
Previous Current
12-Dec-1996 13-Dec-1996 Change Change % Previous Week
Open 741.62 728.85 -12.77 -1.7% 740.22
High 744.86 736.22 -8.64 -1.2% 753.43
Low 729.30 718.98 -10.32 -1.4% 718.98
Close 729.33 728.64 -0.69 -0.1% 728.64
Range 15.56 17.24 1.68 10.8% 34.45
ATR 8.54 9.16 0.62 7.3% 0.00
Volume
Daily Pivots for day following 13-Dec-1996
Classic Woodie Camarilla DeMark
R4 779.67 771.39 738.12
R3 762.43 754.15 733.38
R2 745.19 745.19 731.80
R1 736.91 736.91 730.22 732.43
PP 727.95 727.95 727.95 725.71
S1 719.67 719.67 727.06 715.19
S2 710.71 710.71 725.48
S3 693.47 702.43 723.90
S4 676.23 685.19 719.16
Weekly Pivots for week ending 13-Dec-1996
Classic Woodie Camarilla DeMark
R4 837.03 817.29 747.59
R3 802.58 782.84 738.11
R2 768.13 768.13 734.96
R1 748.39 748.39 731.80 741.04
PP 733.68 733.68 733.68 730.01
S1 713.94 713.94 725.48 706.59
S2 699.23 699.23 722.32
S3 664.78 679.49 719.17
S4 630.33 645.04 709.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 753.43 718.98 34.45 4.7% 12.83 1.8% 28% False True
10 761.75 718.98 42.77 5.9% 11.63 1.6% 23% False True
20 762.12 718.98 43.14 5.9% 8.79 1.2% 22% False True
40 762.12 696.22 65.90 9.0% 7.39 1.0% 49% False False
60 762.12 681.01 81.11 11.1% 6.70 0.9% 59% False False
80 762.12 643.97 118.15 16.2% 6.59 0.9% 72% False False
100 762.12 626.65 135.47 18.6% 6.36 0.9% 75% False False
120 762.12 605.88 156.24 21.4% 6.87 0.9% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 809.49
2.618 781.35
1.618 764.11
1.000 753.46
0.618 746.87
HIGH 736.22
0.618 729.63
0.500 727.60
0.382 725.57
LOW 718.98
0.618 708.33
1.000 701.74
1.618 691.09
2.618 673.85
4.250 645.71
Fisher Pivots for day following 13-Dec-1996
Pivot 1 day 3 day
R1 728.29 733.26
PP 727.95 731.72
S1 727.60 730.18

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

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