S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jun-1996
Day Change Summary
Previous Current
06-Jun-1996 07-Jun-1996 Change Change % Previous Week
Open 678.53 672.85 -5.68 -0.8% 669.04
High 680.32 673.31 -7.01 -1.0% 680.32
Low 673.02 662.48 -10.54 -1.6% 662.48
Close 673.03 673.31 0.28 0.0% 673.31
Range 7.30 10.83 3.53 48.4% 17.84
ATR 6.40 6.72 0.32 4.9% 0.00
Volume
Daily Pivots for day following 07-Jun-1996
Classic Woodie Camarilla DeMark
R4 702.19 698.58 679.27
R3 691.36 687.75 676.29
R2 680.53 680.53 675.30
R1 676.92 676.92 674.30 678.73
PP 669.70 669.70 669.70 670.60
S1 666.09 666.09 672.32 667.90
S2 658.87 658.87 671.32
S3 648.04 655.26 670.33
S4 637.21 644.43 667.35
Weekly Pivots for week ending 07-Jun-1996
Classic Woodie Camarilla DeMark
R4 725.56 717.27 683.12
R3 707.72 699.43 678.22
R2 689.88 689.88 676.58
R1 681.59 681.59 674.95 685.74
PP 672.04 672.04 672.04 674.11
S1 663.75 663.75 671.67 667.90
S2 654.20 654.20 670.04
S3 636.36 645.91 668.40
S4 618.52 628.07 663.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 680.32 662.48 17.84 2.6% 6.67 1.0% 61% False True
10 680.32 662.48 17.84 2.6% 6.86 1.0% 61% False True
20 681.10 645.44 35.66 5.3% 6.52 1.0% 78% False False
40 681.10 630.07 51.03 7.6% 6.25 0.9% 85% False False
60 681.10 624.14 56.96 8.5% 6.37 0.9% 86% False False
80 681.10 624.14 56.96 8.5% 6.97 1.0% 86% False False
100 681.10 599.05 82.05 12.2% 6.71 1.0% 91% False False
120 681.10 597.29 83.81 12.4% 6.57 1.0% 91% 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 1.06
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 719.34
2.618 701.66
1.618 690.83
1.000 684.14
0.618 680.00
HIGH 673.31
0.618 669.17
0.500 667.90
0.382 666.62
LOW 662.48
0.618 655.79
1.000 651.65
1.618 644.96
2.618 634.13
4.250 616.45
Fisher Pivots for day following 07-Jun-1996
Pivot 1 day 3 day
R1 671.51 672.67
PP 669.70 672.04
S1 667.90 671.40

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

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