S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Dec-1996
Day Change Summary
Previous Current
26-Dec-1996 27-Dec-1996 Change Change % Previous Week
Open 751.21 755.59 4.38 0.6% 749.04
High 757.07 758.75 1.68 0.2% 758.75
Low 751.03 754.82 3.79 0.5% 743.28
Close 755.82 756.79 0.97 0.1% 756.79
Range 6.04 3.93 -2.11 -34.9% 15.47
ATR 8.93 8.57 -0.36 -4.0% 0.00
Volume
Daily Pivots for day following 27-Dec-1996
Classic Woodie Camarilla DeMark
R4 768.58 766.61 758.95
R3 764.65 762.68 757.87
R2 760.72 760.72 757.51
R1 758.75 758.75 757.15 759.74
PP 756.79 756.79 756.79 757.28
S1 754.82 754.82 756.43 755.81
S2 752.86 752.86 756.07
S3 748.93 750.89 755.71
S4 745.00 746.96 754.63
Weekly Pivots for week ending 27-Dec-1996
Classic Woodie Camarilla DeMark
R4 799.35 793.54 765.30
R3 783.88 778.07 761.04
R2 768.41 768.41 759.63
R1 762.60 762.60 758.21 765.51
PP 752.94 752.94 752.94 754.39
S1 747.13 747.13 755.37 750.04
S2 737.47 737.47 753.95
S3 722.00 731.66 752.54
S4 706.53 716.19 748.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 758.75 743.28 15.47 2.0% 6.17 0.8% 87% True False
10 758.75 716.69 42.06 5.6% 9.36 1.2% 95% True False
20 761.75 716.69 45.06 6.0% 9.80 1.3% 89% False False
40 762.12 700.35 61.77 8.2% 8.02 1.1% 91% False False
60 762.12 691.78 70.34 9.3% 7.21 1.0% 92% False False
80 762.12 648.89 113.23 15.0% 6.86 0.9% 95% False False
100 762.12 643.97 118.15 15.6% 6.48 0.9% 95% False False
120 762.12 605.88 156.24 20.6% 7.06 0.9% 97% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.94
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 775.45
2.618 769.04
1.618 765.11
1.000 762.68
0.618 761.18
HIGH 758.75
0.618 757.25
0.500 756.79
0.382 756.32
LOW 754.82
0.618 752.39
1.000 750.89
1.618 748.46
2.618 744.53
4.250 738.12
Fisher Pivots for day following 27-Dec-1996
Pivot 1 day 3 day
R1 756.79 755.47
PP 756.79 754.15
S1 756.79 752.84

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

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