S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Mar-1996
Day Change Summary
Previous Current
15-Mar-1996 18-Mar-1996 Change Change % Previous Week
Open 640.99 641.60 0.61 0.1% 633.57
High 642.87 652.65 9.78 1.5% 644.17
Low 638.35 641.43 3.08 0.5% 628.82
Close 641.43 652.65 11.22 1.7% 641.43
Range 4.52 11.22 6.70 148.2% 15.35
ATR 8.16 8.38 0.22 2.7% 0.00
Volume
Daily Pivots for day following 18-Mar-1996
Classic Woodie Camarilla DeMark
R4 682.57 678.83 658.82
R3 671.35 667.61 655.74
R2 660.13 660.13 654.71
R1 656.39 656.39 653.68 658.26
PP 648.91 648.91 648.91 649.85
S1 645.17 645.17 651.62 647.04
S2 637.69 637.69 650.59
S3 626.47 633.95 649.56
S4 615.25 622.73 646.48
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
5 652.65 628.82 23.83 3.7% 7.58 1.2% 100% True False
10 656.97 627.63 29.34 4.5% 9.09 1.4% 85% False False
20 663.00 627.63 35.37 5.4% 8.88 1.4% 71% False False
40 664.23 606.76 57.47 8.8% 7.29 1.1% 80% False False
60 664.23 597.29 66.94 10.3% 6.79 1.0% 83% False False
80 664.23 595.42 68.81 10.5% 6.18 0.9% 83% False False
100 664.23 572.53 91.70 14.1% 5.80 0.9% 87% False False
120 664.23 571.55 92.68 14.2% 5.58 0.9% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 700.34
2.618 682.02
1.618 670.80
1.000 663.87
0.618 659.58
HIGH 652.65
0.618 648.36
0.500 647.04
0.382 645.72
LOW 641.43
0.618 634.50
1.000 630.21
1.618 623.28
2.618 612.06
4.250 593.75
Fisher Pivots for day following 18-Mar-1996
Pivot 1 day 3 day
R1 650.78 650.27
PP 648.91 647.88
S1 647.04 645.50

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

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