S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Mar-1996
Day Change Summary
Previous Current
27-Mar-1996 28-Mar-1996 Change Change % Previous Week
Open 652.94 648.57 -4.37 -0.7% 641.60
High 653.94 649.58 -4.36 -0.7% 656.18
Low 647.60 646.36 -1.24 -0.2% 641.43
Close 648.91 648.94 0.03 0.0% 650.62
Range 6.34 3.22 -3.12 -49.2% 14.75
ATR 7.28 6.99 -0.29 -4.0% 0.00
Volume
Daily Pivots for day following 28-Mar-1996
Classic Woodie Camarilla DeMark
R4 657.95 656.67 650.71
R3 654.73 653.45 649.83
R2 651.51 651.51 649.53
R1 650.23 650.23 649.24 650.87
PP 648.29 648.29 648.29 648.62
S1 647.01 647.01 648.64 647.65
S2 645.07 645.07 648.35
S3 641.85 643.79 648.05
S4 638.63 640.57 647.17
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
5 655.50 646.36 9.14 1.4% 5.06 0.8% 28% False True
10 656.18 638.35 17.83 2.7% 5.84 0.9% 59% False False
20 656.97 627.63 29.34 4.5% 7.54 1.2% 73% False False
40 664.23 627.63 36.60 5.6% 7.42 1.1% 58% False False
60 664.23 597.29 66.94 10.3% 6.92 1.1% 77% False False
80 664.23 597.29 66.94 10.3% 6.40 1.0% 77% False False
100 664.23 584.37 79.86 12.3% 5.80 0.9% 81% False False
120 664.23 571.55 92.68 14.3% 5.65 0.9% 84% False False
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 1.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 663.27
2.618 658.01
1.618 654.79
1.000 652.80
0.618 651.57
HIGH 649.58
0.618 648.35
0.500 647.97
0.382 647.59
LOW 646.36
0.618 644.37
1.000 643.14
1.618 641.15
2.618 637.93
4.250 632.68
Fisher Pivots for day following 28-Mar-1996
Pivot 1 day 3 day
R1 648.62 650.34
PP 648.29 649.87
S1 647.97 649.41

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

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