S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Dec-1996
Day Change Summary
Previous Current
19-Dec-1996 20-Dec-1996 Change Change % Previous Week
Open 732.16 746.29 14.13 1.9% 729.01
High 746.06 755.41 9.35 1.3% 755.41
Low 731.54 745.76 14.22 1.9% 716.69
Close 745.76 748.87 3.11 0.4% 748.87
Range 14.52 9.65 -4.87 -33.5% 38.72
ATR 9.73 9.72 -0.01 -0.1% 0.00
Volume
Daily Pivots for day following 20-Dec-1996
Classic Woodie Camarilla DeMark
R4 778.96 773.57 754.18
R3 769.31 763.92 751.52
R2 759.66 759.66 750.64
R1 754.27 754.27 749.75 756.97
PP 750.01 750.01 750.01 751.36
S1 744.62 744.62 747.99 747.32
S2 740.36 740.36 747.10
S3 730.71 734.97 746.22
S4 721.06 725.32 743.56
Weekly Pivots for week ending 20-Dec-1996
Classic Woodie Camarilla DeMark
R4 856.48 841.40 770.17
R3 817.76 802.68 759.52
R2 779.04 779.04 755.97
R1 763.96 763.96 752.42 771.50
PP 740.32 740.32 740.32 744.10
S1 725.24 725.24 745.32 732.78
S2 701.60 701.60 741.77
S3 662.88 686.52 738.22
S4 624.16 647.80 727.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 755.41 716.69 38.72 5.2% 11.03 1.5% 83% True False
10 755.41 716.69 38.72 5.2% 11.93 1.6% 83% True False
20 762.12 716.69 45.43 6.1% 10.16 1.4% 71% False False
40 762.12 696.22 65.90 8.8% 8.04 1.1% 80% False False
60 762.12 683.73 78.39 10.5% 7.17 1.0% 83% False False
80 762.12 643.97 118.15 15.8% 6.98 0.9% 89% False False
100 762.12 639.49 122.63 16.4% 6.61 0.9% 89% False False
120 762.12 605.88 156.24 20.9% 7.13 1.0% 92% 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 False
Stretch 2.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 796.42
2.618 780.67
1.618 771.02
1.000 765.06
0.618 761.37
HIGH 755.41
0.618 751.72
0.500 750.59
0.382 749.45
LOW 745.76
0.618 739.80
1.000 736.11
1.618 730.15
2.618 720.50
4.250 704.75
Fisher Pivots for day following 20-Dec-1996
Pivot 1 day 3 day
R1 750.59 746.16
PP 750.01 743.44
S1 749.44 740.73

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

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