S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Mar-1996
Day Change Summary
Previous Current
18-Mar-1996 19-Mar-1996 Change Change % Previous Week
Open 641.60 652.89 11.29 1.8% 633.57
High 652.65 656.18 3.53 0.5% 644.17
Low 641.43 649.80 8.37 1.3% 628.82
Close 652.65 651.69 -0.96 -0.1% 641.43
Range 11.22 6.38 -4.84 -43.1% 15.35
ATR 8.38 8.24 -0.14 -1.7% 0.00
Volume
Daily Pivots for day following 19-Mar-1996
Classic Woodie Camarilla DeMark
R4 671.70 668.07 655.20
R3 665.32 661.69 653.44
R2 658.94 658.94 652.86
R1 655.31 655.31 652.27 653.94
PP 652.56 652.56 652.56 651.87
S1 648.93 648.93 651.11 647.56
S2 646.18 646.18 650.52
S3 639.80 642.55 649.94
S4 633.42 636.17 648.18
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
5 656.18 635.19 20.99 3.2% 6.61 1.0% 79% True False
10 656.97 627.63 29.34 4.5% 9.02 1.4% 82% False False
20 663.00 627.63 35.37 5.4% 8.98 1.4% 68% False False
40 664.23 610.65 53.58 8.2% 7.29 1.1% 77% False False
60 664.23 597.29 66.94 10.3% 6.76 1.0% 81% False False
80 664.23 597.29 66.94 10.3% 6.20 1.0% 81% False False
100 664.23 572.53 91.70 14.1% 5.84 0.9% 86% False False
120 664.23 571.55 92.68 14.2% 5.60 0.9% 86% 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 True
Stretch 1.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 683.30
2.618 672.88
1.618 666.50
1.000 662.56
0.618 660.12
HIGH 656.18
0.618 653.74
0.500 652.99
0.382 652.24
LOW 649.80
0.618 645.86
1.000 643.42
1.618 639.48
2.618 633.10
4.250 622.69
Fisher Pivots for day following 19-Mar-1996
Pivot 1 day 3 day
R1 652.99 650.22
PP 652.56 648.74
S1 652.12 647.27

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

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