S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Dec-1996
Day Change Summary
Previous Current
17-Dec-1996 18-Dec-1996 Change Change % Previous Week
Open 720.75 726.69 5.94 0.8% 740.22
High 727.67 732.76 5.09 0.7% 753.43
Low 716.69 726.04 9.35 1.3% 718.98
Close 726.04 731.54 5.50 0.8% 728.64
Range 10.98 6.72 -4.26 -38.8% 34.45
ATR 9.57 9.36 -0.20 -2.1% 0.00
Volume
Daily Pivots for day following 18-Dec-1996
Classic Woodie Camarilla DeMark
R4 750.27 747.63 735.24
R3 743.55 740.91 733.39
R2 736.83 736.83 732.77
R1 734.19 734.19 732.16 735.51
PP 730.11 730.11 730.11 730.78
S1 727.47 727.47 730.92 728.79
S2 723.39 723.39 730.31
S3 716.67 720.75 729.69
S4 709.95 714.03 727.84
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
5 744.86 716.69 28.17 3.9% 12.76 1.7% 53% False False
10 753.43 716.69 36.74 5.0% 11.77 1.6% 40% False False
20 762.12 716.69 45.43 6.2% 9.49 1.3% 33% False False
40 762.12 696.22 65.90 9.0% 7.75 1.1% 54% False False
60 762.12 683.73 78.39 10.7% 6.93 0.9% 61% False False
80 762.12 643.97 118.15 16.2% 6.75 0.9% 74% False False
100 762.12 629.22 132.90 18.2% 6.50 0.9% 77% False False
120 762.12 605.88 156.24 21.4% 7.00 1.0% 80% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.71
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 761.32
2.618 750.35
1.618 743.63
1.000 739.48
0.618 736.91
HIGH 732.76
0.618 730.19
0.500 729.40
0.382 728.61
LOW 726.04
0.618 721.89
1.000 719.32
1.618 715.17
2.618 708.45
4.250 697.48
Fisher Pivots for day following 18-Dec-1996
Pivot 1 day 3 day
R1 730.83 729.27
PP 730.11 727.00
S1 729.40 724.73

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

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