S&P500 Cash Index

Trading Metrics calculated at close of trading on 16-Jun-1980

Day Change Summary
	Previous	Current
	13-Jun-1980	16-Jun-1980	Change	Change %	Previous Week
Open	115.64	115.89	0.25	0.2%	113.63
High	116.94	116.80	-0.14	-0.1%	118.02
Low	114.67	114.78	0.11	0.1%	112.68
Close	115.31	116.09	0.78	0.7%	115.31
Range	2.27	2.02	-0.25	-11.0%	5.34
ATR	2.48	2.45	-0.03	-1.3%	0.00
Volume

Daily Pivots for day following 16-Jun-1980
	Classic	Woodie	Camarilla	DeMark
R4	121.95	121.04	117.20
R3	119.93	119.02	116.65
R2	117.91	117.91	116.46
R1	117.00	117.00	116.28	117.46
PP	115.89	115.89	115.89	116.12
S1	114.98	114.98	115.90	115.44
S2	113.87	113.87	115.72
S3	111.85	112.96	115.53
S4	109.83	110.94	114.98

Weekly Pivots for week ending 13-Jun-1980
	Classic	Woodie	Camarilla	DeMark
R4	131.36	128.67	118.25
R3	126.02	123.33	116.78
R2	120.68	120.68	116.29
R1	117.99	117.99	115.80	119.34
PP	115.34	115.34	115.34	116.01
S1	112.65	112.65	114.82	114.00
S2	110.00	110.00	114.33
S3	104.66	107.31	113.84
S4	99.32	101.97	112.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.02	113.17	4.85	4.2%	2.63	2.3%	60%	False	False
10	118.02	110.22	7.80	6.7%	2.47	2.1%	75%	False	False
20	118.02	106.51	11.51	9.9%	2.32	2.0%	83%	False	False
40	118.02	98.95	19.07	16.4%	2.21	1.9%	90%	False	False
60	118.02	94.23	23.79	20.5%	2.36	2.0%	92%	False	False
80	118.02	94.23	23.79	20.5%	2.46	2.1%	92%	False	False
100	120.22	94.23	25.99	22.4%	2.50	2.2%	84%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.13
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125.39
2.618	122.09
1.618	120.07
1.000	118.82
0.618	118.05
HIGH	116.80
0.618	116.03
0.500	115.79
0.382	115.55
LOW	114.78
0.618	113.53
1.000	112.76
1.618	111.51
2.618	109.49
4.250	106.20

Fisher Pivots for day following 16-Jun-1980
Pivot	1 day	3 day
R1	115.99	115.94
PP	115.89	115.79
S1	115.79	115.65

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

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