S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Apr-1996
Day Change Summary
Previous Current
29-Mar-1996 01-Apr-1996 Change Change % Previous Week
Open 648.94 645.88 -3.06 -0.5% 650.89
High 650.96 653.87 2.91 0.4% 655.50
Low 644.89 645.50 0.61 0.1% 644.89
Close 645.50 653.73 8.23 1.3% 645.50
Range 6.07 8.37 2.30 37.9% 10.61
ATR 6.92 7.02 0.10 1.5% 0.00
Volume
Daily Pivots for day following 01-Apr-1996
Classic Woodie Camarilla DeMark
R4 676.14 673.31 658.33
R3 667.77 664.94 656.03
R2 659.40 659.40 655.26
R1 656.57 656.57 654.50 657.99
PP 651.03 651.03 651.03 651.74
S1 648.20 648.20 652.96 649.62
S2 642.66 642.66 652.20
S3 634.29 639.83 651.43
S4 625.92 631.46 649.13
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
5 654.31 644.89 9.42 1.4% 6.03 0.9% 94% False False
10 656.18 644.89 11.29 1.7% 5.71 0.9% 78% False False
20 656.97 627.63 29.34 4.5% 7.40 1.1% 89% False False
40 664.23 627.63 36.60 5.6% 7.52 1.1% 71% False False
60 664.23 597.29 66.94 10.2% 6.93 1.1% 84% False False
80 664.23 597.29 66.94 10.2% 6.43 1.0% 84% False False
100 664.23 584.37 79.86 12.2% 5.90 0.9% 87% False False
120 664.23 571.55 92.68 14.2% 5.70 0.9% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.45
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 689.44
2.618 675.78
1.618 667.41
1.000 662.24
0.618 659.04
HIGH 653.87
0.618 650.67
0.500 649.69
0.382 648.70
LOW 645.50
0.618 640.33
1.000 637.13
1.618 631.96
2.618 623.59
4.250 609.93
Fisher Pivots for day following 01-Apr-1996
Pivot 1 day 3 day
R1 652.38 652.28
PP 651.03 650.83
S1 649.69 649.38

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

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