S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Mar-1996
Day Change Summary
Previous Current
14-Mar-1996 15-Mar-1996 Change Change % Previous Week
Open 638.63 640.99 2.36 0.4% 633.57
High 644.17 642.87 -1.30 -0.2% 644.17
Low 638.55 638.35 -0.20 0.0% 628.82
Close 640.87 641.43 0.56 0.1% 641.43
Range 5.62 4.52 -1.10 -19.6% 15.35
ATR 8.44 8.16 -0.28 -3.3% 0.00
Volume
Daily Pivots for day following 15-Mar-1996
Classic Woodie Camarilla DeMark
R4 654.44 652.46 643.92
R3 649.92 647.94 642.67
R2 645.40 645.40 642.26
R1 643.42 643.42 641.84 644.41
PP 640.88 640.88 640.88 641.38
S1 638.90 638.90 641.02 639.89
S2 636.36 636.36 640.60
S3 631.84 634.38 640.19
S4 627.32 629.86 638.94
Weekly Pivots for week ending 15-Mar-1996
Classic Woodie Camarilla DeMark
R4 684.19 678.16 649.87
R3 668.84 662.81 645.65
R2 653.49 653.49 644.24
R1 647.46 647.46 642.84 650.48
PP 638.14 638.14 638.14 639.65
S1 632.11 632.11 640.02 635.13
S2 622.79 622.79 638.62
S3 607.44 616.76 637.21
S4 592.09 601.41 632.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 644.17 628.82 15.35 2.4% 7.43 1.2% 82% False False
10 656.97 627.63 29.34 4.6% 8.90 1.4% 47% False False
20 663.00 627.63 35.37 5.5% 8.61 1.3% 39% False False
40 664.23 604.12 60.11 9.4% 7.11 1.1% 62% False False
60 664.23 597.29 66.94 10.4% 6.72 1.0% 66% False False
80 664.23 595.42 68.81 10.7% 6.09 0.9% 67% False False
100 664.23 572.53 91.70 14.3% 5.72 0.9% 75% False False
120 664.23 571.55 92.68 14.4% 5.50 0.9% 75% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.34
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 662.08
2.618 654.70
1.618 650.18
1.000 647.39
0.618 645.66
HIGH 642.87
0.618 641.14
0.500 640.61
0.382 640.08
LOW 638.35
0.618 635.56
1.000 633.83
1.618 631.04
2.618 626.52
4.250 619.14
Fisher Pivots for day following 15-Mar-1996
Pivot 1 day 3 day
R1 641.16 640.85
PP 640.88 640.26
S1 640.61 639.68

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

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