S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Mar-1996
Day Change Summary
Previous Current
22-Mar-1996 25-Mar-1996 Change Change % Previous Week
Open 649.33 650.89 1.56 0.2% 641.60
High 652.08 655.50 3.42 0.5% 656.18
Low 649.19 648.82 -0.37 -0.1% 641.43
Close 650.62 650.04 -0.58 -0.1% 650.62
Range 2.89 6.68 3.79 131.1% 14.75
ATR 7.50 7.44 -0.06 -0.8% 0.00
Volume
Daily Pivots for day following 25-Mar-1996
Classic Woodie Camarilla DeMark
R4 671.49 667.45 653.71
R3 664.81 660.77 651.88
R2 658.13 658.13 651.26
R1 654.09 654.09 650.65 652.77
PP 651.45 651.45 651.45 650.80
S1 647.41 647.41 649.43 646.09
S2 644.77 644.77 648.82
S3 638.09 640.73 648.20
S4 631.41 634.05 646.37
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
5 656.18 645.57 10.61 1.6% 5.39 0.8% 42% False False
10 656.18 628.82 27.36 4.2% 6.48 1.0% 78% False False
20 659.08 627.63 31.45 4.8% 8.06 1.2% 71% False False
40 664.23 615.26 48.97 7.5% 7.41 1.1% 71% False False
60 664.23 597.29 66.94 10.3% 6.90 1.1% 79% False False
80 664.23 597.29 66.94 10.3% 6.31 1.0% 79% False False
100 664.23 581.04 83.19 12.8% 5.78 0.9% 83% False False
120 664.23 571.55 92.68 14.3% 5.60 0.9% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 683.89
2.618 672.99
1.618 666.31
1.000 662.18
0.618 659.63
HIGH 655.50
0.618 652.95
0.500 652.16
0.382 651.37
LOW 648.82
0.618 644.69
1.000 642.14
1.618 638.01
2.618 631.33
4.250 620.43
Fisher Pivots for day following 25-Mar-1996
Pivot 1 day 3 day
R1 652.16 651.80
PP 651.45 651.21
S1 650.75 650.63

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

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