S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Dec-1996
Day Change Summary
Previous Current
27-Dec-1996 30-Dec-1996 Change Change % Previous Week
Open 755.59 757.10 1.51 0.2% 749.04
High 758.75 759.20 0.45 0.1% 758.75
Low 754.82 752.73 -2.09 -0.3% 743.28
Close 756.79 753.85 -2.94 -0.4% 756.79
Range 3.93 6.47 2.54 64.6% 15.47
ATR 8.57 8.42 -0.15 -1.8% 0.00
Volume
Daily Pivots for day following 30-Dec-1996
Classic Woodie Camarilla DeMark
R4 774.67 770.73 757.41
R3 768.20 764.26 755.63
R2 761.73 761.73 755.04
R1 757.79 757.79 754.44 756.53
PP 755.26 755.26 755.26 754.63
S1 751.32 751.32 753.26 750.06
S2 748.79 748.79 752.66
S3 742.32 744.85 752.07
S4 735.85 738.38 750.29
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
5 759.20 743.28 15.92 2.1% 5.53 0.7% 66% True False
10 759.20 716.69 42.51 5.6% 8.28 1.1% 87% True False
20 761.75 716.69 45.06 6.0% 9.96 1.3% 82% False False
40 762.12 701.30 60.82 8.1% 8.02 1.1% 86% False False
60 762.12 692.78 69.34 9.2% 7.27 1.0% 88% False False
80 762.12 649.44 112.68 14.9% 6.86 0.9% 93% False False
100 762.12 643.97 118.15 15.7% 6.50 0.9% 93% False False
120 762.12 605.88 156.24 20.7% 7.05 0.9% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 786.70
2.618 776.14
1.618 769.67
1.000 765.67
0.618 763.20
HIGH 759.20
0.618 756.73
0.500 755.97
0.382 755.20
LOW 752.73
0.618 748.73
1.000 746.26
1.618 742.26
2.618 735.79
4.250 725.23
Fisher Pivots for day following 30-Dec-1996
Pivot 1 day 3 day
R1 755.97 755.12
PP 755.26 754.69
S1 754.56 754.27

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

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