S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Mar-1996
Day Change Summary
Previous Current
26-Mar-1996 27-Mar-1996 Change Change % Previous Week
Open 649.80 652.94 3.14 0.5% 641.60
High 654.31 653.94 -0.37 -0.1% 656.18
Low 648.15 647.60 -0.55 -0.1% 641.43
Close 652.97 648.91 -4.06 -0.6% 650.62
Range 6.16 6.34 0.18 2.9% 14.75
ATR 7.35 7.28 -0.07 -1.0% 0.00
Volume
Daily Pivots for day following 27-Mar-1996
Classic Woodie Camarilla DeMark
R4 669.17 665.38 652.40
R3 662.83 659.04 650.65
R2 656.49 656.49 650.07
R1 652.70 652.70 649.49 651.43
PP 650.15 650.15 650.15 649.51
S1 646.36 646.36 648.33 645.09
S2 643.81 643.81 647.75
S3 637.47 640.02 647.17
S4 631.13 633.68 645.42
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
5 655.50 647.60 7.90 1.2% 5.10 0.8% 17% False True
10 656.18 638.35 17.83 2.7% 6.08 0.9% 59% False False
20 656.97 627.63 29.34 4.5% 7.90 1.2% 73% False False
40 664.23 624.22 40.01 6.2% 7.49 1.2% 62% False False
60 664.23 597.29 66.94 10.3% 7.00 1.1% 77% False False
80 664.23 597.29 66.94 10.3% 6.39 1.0% 77% False False
100 664.23 584.22 80.01 12.3% 5.82 0.9% 81% False False
120 664.23 571.55 92.68 14.3% 5.65 0.9% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 680.89
2.618 670.54
1.618 664.20
1.000 660.28
0.618 657.86
HIGH 653.94
0.618 651.52
0.500 650.77
0.382 650.02
LOW 647.60
0.618 643.68
1.000 641.26
1.618 637.34
2.618 631.00
4.250 620.66
Fisher Pivots for day following 27-Mar-1996
Pivot 1 day 3 day
R1 650.77 651.55
PP 650.15 650.67
S1 649.53 649.79

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

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