S&P500 Cash Index

Trading Metrics calculated at close of trading on 11-Jul-1980

Day Change Summary
	Previous	Current
	10-Jul-1980	11-Jul-1980	Change	Change %	Previous Week
Open	117.30	117.50	0.20	0.2%	118.03
High	118.57	118.38	-0.19	-0.2%	119.52
Low	116.38	116.29	-0.09	-0.1%	116.29
Close	116.95	117.84	0.89	0.8%	117.84
Range	2.19	2.09	-0.10	-4.6%	3.23
ATR	2.23	2.22	-0.01	-0.4%	0.00
Volume

Daily Pivots for day following 11-Jul-1980
	Classic	Woodie	Camarilla	DeMark
R4	123.77	122.90	118.99
R3	121.68	120.81	118.41
R2	119.59	119.59	118.22
R1	118.72	118.72	118.03	119.16
PP	117.50	117.50	117.50	117.72
S1	116.63	116.63	117.65	117.07
S2	115.41	115.41	117.46
S3	113.32	114.54	117.27
S4	111.23	112.45	116.69

Weekly Pivots for week ending 11-Jul-1980
	Classic	Woodie	Camarilla	DeMark
R4	127.57	125.94	119.62
R3	124.34	122.71	118.73
R2	121.11	121.11	118.43
R1	119.48	119.48	118.14	118.68
PP	117.88	117.88	117.88	117.49
S1	116.25	116.25	117.54	115.45
S2	114.65	114.65	117.25
S3	111.42	113.02	116.95
S4	108.19	109.79	116.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.52	116.29	3.23	2.7%	2.13	1.8%	48%	False	True
10	119.52	113.54	5.98	5.1%	2.13	1.8%	72%	False	False
20	119.52	113.12	6.40	5.4%	2.13	1.8%	74%	False	False
40	119.52	106.07	13.45	11.4%	2.20	1.9%	88%	False	False
60	119.52	98.95	20.57	17.5%	2.18	1.9%	92%	False	False
80	119.52	94.23	25.29	21.5%	2.31	2.0%	93%	False	False
100	119.52	94.23	25.29	21.5%	2.41	2.0%	93%	False	False
120	120.22	94.23	25.99	22.1%	2.45	2.1%	91%	False	False

Crabel Price Patterns
NR	True
NR4	False
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	0.93
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127.26
2.618	123.85
1.618	121.76
1.000	120.47
0.618	119.67
HIGH	118.38
0.618	117.58
0.500	117.34
0.382	117.09
LOW	116.29
0.618	115.00
1.000	114.20
1.618	112.91
2.618	110.82
4.250	107.41

Fisher Pivots for day following 11-Jul-1980
Pivot	1 day	3 day
R1	117.67	117.91
PP	117.50	117.88
S1	117.34	117.86

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

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