S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jul-1996
Day Change Summary
Previous Current
09-Jul-1996 10-Jul-1996 Change Change % Previous Week
Open 652.60 654.51 1.91 0.3% 670.63
High 656.60 656.27 -0.33 -0.1% 675.88
Low 652.54 648.39 -4.15 -0.6% 657.41
Close 654.75 656.06 1.31 0.2% 657.44
Range 4.06 7.88 3.82 94.1% 18.47
ATR 5.79 5.94 0.15 2.6% 0.00
Volume
Daily Pivots for day following 10-Jul-1996
Classic Woodie Camarilla DeMark
R4 677.21 674.52 660.39
R3 669.33 666.64 658.23
R2 661.45 661.45 657.50
R1 658.76 658.76 656.78 660.11
PP 653.57 653.57 653.57 654.25
S1 650.88 650.88 655.34 652.23
S2 645.69 645.69 654.62
S3 637.81 643.00 653.89
S4 629.93 635.12 651.73
Weekly Pivots for week ending 05-Jul-1996
Classic Woodie Camarilla DeMark
R4 718.99 706.68 667.60
R3 700.52 688.21 662.52
R2 682.05 682.05 660.83
R1 669.74 669.74 659.13 666.66
PP 663.58 663.58 663.58 662.04
S1 651.27 651.27 655.75 648.19
S2 645.11 645.11 654.05
S3 626.64 632.80 652.36
S4 608.17 614.33 647.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673.64 648.39 25.25 3.8% 7.38 1.1% 30% False True
10 675.88 648.39 27.49 4.2% 6.18 0.9% 28% False True
20 675.88 648.39 27.49 4.2% 5.40 0.8% 28% False True
40 681.10 648.39 32.71 5.0% 5.77 0.9% 23% False True
60 681.10 630.07 51.03 7.8% 5.94 0.9% 51% False False
80 681.10 624.14 56.96 8.7% 6.13 0.9% 56% False False
100 681.10 624.14 56.96 8.7% 6.62 1.0% 56% False False
120 681.10 604.12 76.98 11.7% 6.45 1.0% 67% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.71
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 689.76
2.618 676.90
1.618 669.02
1.000 664.15
0.618 661.14
HIGH 656.27
0.618 653.26
0.500 652.33
0.382 651.40
LOW 648.39
0.618 643.52
1.000 640.51
1.618 635.64
2.618 627.76
4.250 614.90
Fisher Pivots for day following 10-Jul-1996
Pivot 1 day 3 day
R1 654.82 655.05
PP 653.57 654.03
S1 652.33 653.02

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

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