S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Dec-1996
Day Change Summary
Previous Current
30-Dec-1996 31-Dec-1996 Change Change % Previous Week
Open 757.10 753.83 -3.27 -0.4% 749.04
High 759.20 753.95 -5.25 -0.7% 758.75
Low 752.73 740.74 -11.99 -1.6% 743.28
Close 753.85 740.74 -13.11 -1.7% 756.79
Range 6.47 13.21 6.74 104.2% 15.47
ATR 8.42 8.76 0.34 4.1% 0.00
Volume
Daily Pivots for day following 31-Dec-1996
Classic Woodie Camarilla DeMark
R4 784.77 775.97 748.01
R3 771.56 762.76 744.37
R2 758.35 758.35 743.16
R1 749.55 749.55 741.95 747.35
PP 745.14 745.14 745.14 744.04
S1 736.34 736.34 739.53 734.14
S2 731.93 731.93 738.32
S3 718.72 723.13 737.11
S4 705.51 709.92 733.47
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
5 759.20 740.74 18.46 2.5% 6.75 0.9% 0% False True
10 759.20 716.69 42.51 5.7% 8.28 1.1% 57% False False
20 761.75 716.69 45.06 6.1% 10.34 1.4% 53% False False
40 762.12 702.84 59.28 8.0% 8.17 1.1% 64% False False
60 762.12 693.34 68.78 9.3% 7.34 1.0% 69% False False
80 762.12 655.68 106.44 14.4% 6.91 0.9% 80% False False
100 762.12 643.97 118.15 16.0% 6.61 0.9% 82% False False
120 762.12 605.88 156.24 21.1% 7.02 0.9% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 810.09
2.618 788.53
1.618 775.32
1.000 767.16
0.618 762.11
HIGH 753.95
0.618 748.90
0.500 747.35
0.382 745.79
LOW 740.74
0.618 732.58
1.000 727.53
1.618 719.37
2.618 706.16
4.250 684.60
Fisher Pivots for day following 31-Dec-1996
Pivot 1 day 3 day
R1 747.35 749.97
PP 745.14 746.89
S1 742.94 743.82

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

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