S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Mar-1996
Day Change Summary
Previous Current
12-Mar-1996 13-Mar-1996 Change Change % Previous Week
Open 639.88 637.29 -2.59 -0.4% 644.38
High 640.02 640.52 0.50 0.1% 656.97
Low 628.82 635.19 6.37 1.0% 627.63
Close 637.09 638.55 1.46 0.2% 633.50
Range 11.20 5.33 -5.87 -52.4% 29.34
ATR 8.92 8.66 -0.26 -2.9% 0.00
Volume
Daily Pivots for day following 13-Mar-1996
Classic Woodie Camarilla DeMark
R4 654.08 651.64 641.48
R3 648.75 646.31 640.02
R2 643.42 643.42 639.53
R1 640.98 640.98 639.04 642.20
PP 638.09 638.09 638.09 638.70
S1 635.65 635.65 638.06 636.87
S2 632.76 632.76 637.57
S3 627.43 630.32 637.08
S4 622.10 624.99 635.62
Weekly Pivots for week ending 08-Mar-1996
Classic Woodie Camarilla DeMark
R4 727.39 709.78 649.64
R3 698.05 680.44 641.57
R2 668.71 668.71 638.88
R1 651.10 651.10 636.19 645.24
PP 639.37 639.37 639.37 636.43
S1 621.76 621.76 630.81 615.90
S2 610.03 610.03 628.12
S3 580.69 592.42 625.43
S4 551.35 563.08 617.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 653.65 627.63 26.02 4.1% 11.42 1.8% 42% False False
10 656.97 627.63 29.34 4.6% 9.72 1.5% 37% False False
20 664.23 627.63 36.60 5.7% 8.77 1.4% 30% False False
40 664.23 599.05 65.18 10.2% 7.22 1.1% 61% False False
60 664.23 597.29 66.94 10.5% 6.78 1.1% 62% False False
80 664.23 593.52 70.71 11.1% 6.05 0.9% 64% False False
100 664.23 572.53 91.70 14.4% 5.70 0.9% 72% False False
120 664.23 571.55 92.68 14.5% 5.51 0.9% 72% False False
Crabel Price Patterns
NR True
NR4 True
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 1.69
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 663.17
2.618 654.47
1.618 649.14
1.000 645.85
0.618 643.81
HIGH 640.52
0.618 638.48
0.500 637.86
0.382 637.23
LOW 635.19
0.618 631.90
1.000 629.86
1.618 626.57
2.618 621.24
4.250 612.54
Fisher Pivots for day following 13-Mar-1996
Pivot 1 day 3 day
R1 638.32 637.26
PP 638.09 635.96
S1 637.86 634.67

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

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