S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Mar-1996
Day Change Summary
Previous Current
21-Mar-1996 22-Mar-1996 Change Change % Previous Week
Open 650.03 649.33 -0.70 -0.1% 641.60
High 651.54 652.08 0.54 0.1% 656.18
Low 648.10 649.19 1.09 0.2% 641.43
Close 649.19 650.62 1.43 0.2% 650.62
Range 3.44 2.89 -0.55 -16.0% 14.75
ATR 7.85 7.50 -0.35 -4.5% 0.00
Volume
Daily Pivots for day following 22-Mar-1996
Classic Woodie Camarilla DeMark
R4 659.30 657.85 652.21
R3 656.41 654.96 651.41
R2 653.52 653.52 651.15
R1 652.07 652.07 650.88 652.80
PP 650.63 650.63 650.63 650.99
S1 649.18 649.18 650.36 649.91
S2 647.74 647.74 650.09
S3 644.85 646.29 649.83
S4 641.96 643.40 649.03
Weekly Pivots for week ending 22-Mar-1996
Classic Woodie Camarilla DeMark
R4 693.66 686.89 658.73
R3 678.91 672.14 654.68
R2 664.16 664.16 653.32
R1 657.39 657.39 651.97 660.78
PP 649.41 649.41 649.41 651.10
S1 642.64 642.64 649.27 646.03
S2 634.66 634.66 647.92
S3 619.91 627.89 646.56
S4 605.16 613.14 642.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.18 641.43 14.75 2.3% 6.30 1.0% 62% False False
10 656.18 628.82 27.36 4.2% 6.86 1.1% 80% False False
20 663.00 627.63 35.37 5.4% 8.26 1.3% 65% False False
40 664.23 615.26 48.97 7.5% 7.33 1.1% 72% False False
60 664.23 597.29 66.94 10.3% 6.82 1.0% 80% False False
80 664.23 597.29 66.94 10.3% 6.28 1.0% 80% False False
100 664.23 579.70 84.53 13.0% 5.75 0.9% 84% False False
120 664.23 571.55 92.68 14.2% 5.58 0.9% 85% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.43
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 664.36
2.618 659.65
1.618 656.76
1.000 654.97
0.618 653.87
HIGH 652.08
0.618 650.98
0.500 650.64
0.382 650.29
LOW 649.19
0.618 647.40
1.000 646.30
1.618 644.51
2.618 641.62
4.250 636.91
Fisher Pivots for day following 22-Mar-1996
Pivot 1 day 3 day
R1 650.64 650.20
PP 650.63 649.77
S1 650.63 649.35

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

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