S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Mar-1996
Day Change Summary
Previous Current
28-Mar-1996 29-Mar-1996 Change Change % Previous Week
Open 648.57 648.94 0.37 0.1% 650.89
High 649.58 650.96 1.38 0.2% 655.50
Low 646.36 644.89 -1.47 -0.2% 644.89
Close 648.94 645.50 -3.44 -0.5% 645.50
Range 3.22 6.07 2.85 88.5% 10.61
ATR 6.99 6.92 -0.07 -0.9% 0.00
Volume
Daily Pivots for day following 29-Mar-1996
Classic Woodie Camarilla DeMark
R4 665.33 661.48 648.84
R3 659.26 655.41 647.17
R2 653.19 653.19 646.61
R1 649.34 649.34 646.06 648.23
PP 647.12 647.12 647.12 646.56
S1 643.27 643.27 644.94 642.16
S2 641.05 641.05 644.39
S3 634.98 637.20 643.83
S4 628.91 631.13 642.16
Weekly Pivots for week ending 29-Mar-1996
Classic Woodie Camarilla DeMark
R4 680.46 673.59 651.34
R3 669.85 662.98 648.42
R2 659.24 659.24 647.45
R1 652.37 652.37 646.47 650.50
PP 648.63 648.63 648.63 647.70
S1 641.76 641.76 644.53 639.89
S2 638.02 638.02 643.55
S3 627.41 631.15 642.58
S4 616.80 620.54 639.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 655.50 644.89 10.61 1.6% 5.69 0.9% 6% False True
10 656.18 641.43 14.75 2.3% 6.00 0.9% 28% False False
20 656.97 627.63 29.34 4.5% 7.45 1.2% 61% False False
40 664.23 627.63 36.60 5.7% 7.40 1.1% 49% False False
60 664.23 597.29 66.94 10.4% 6.96 1.1% 72% False False
80 664.23 597.29 66.94 10.4% 6.39 1.0% 72% False False
100 664.23 584.37 79.86 12.4% 5.84 0.9% 77% False False
120 664.23 571.55 92.68 14.4% 5.68 0.9% 80% 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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 676.76
2.618 666.85
1.618 660.78
1.000 657.03
0.618 654.71
HIGH 650.96
0.618 648.64
0.500 647.93
0.382 647.21
LOW 644.89
0.618 641.14
1.000 638.82
1.618 635.07
2.618 629.00
4.250 619.09
Fisher Pivots for day following 29-Mar-1996
Pivot 1 day 3 day
R1 647.93 649.42
PP 647.12 648.11
S1 646.31 646.81

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

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