S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Apr-1996
Day Change Summary
Previous Current
04-Apr-1996 08-Apr-1996 Change Change % Previous Week
Open 655.82 655.53 -0.29 0.0% 645.88
High 656.68 655.86 -0.82 -0.1% 656.68
Low 654.89 638.04 -16.85 -2.6% 645.50
Close 655.86 644.24 -11.62 -1.8% 655.86
Range 1.79 17.82 16.03 895.5% 11.18
ATR 6.17 7.01 0.83 13.5% 0.00
Volume
Daily Pivots for day following 08-Apr-1996
Classic Woodie Camarilla DeMark
R4 699.51 689.69 654.04
R3 681.69 671.87 649.14
R2 663.87 663.87 647.51
R1 654.05 654.05 645.87 650.05
PP 646.05 646.05 646.05 644.05
S1 636.23 636.23 642.61 632.23
S2 628.23 628.23 640.97
S3 610.41 618.41 639.34
S4 592.59 600.59 634.44
Weekly Pivots for week ending 05-Apr-1996
Classic Woodie Camarilla DeMark
R4 686.22 682.22 662.01
R3 675.04 671.04 658.93
R2 663.86 663.86 657.91
R1 659.86 659.86 656.88 661.86
PP 652.68 652.68 652.68 653.68
S1 648.68 648.68 654.84 650.68
S2 641.50 641.50 653.81
S3 630.32 637.50 652.79
S4 619.14 626.32 649.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.68 638.04 18.64 2.9% 6.90 1.1% 33% False True
10 656.68 638.04 18.64 2.9% 6.30 1.0% 33% False True
20 656.68 628.82 27.86 4.3% 6.58 1.0% 55% False False
40 664.23 627.63 36.60 5.7% 7.57 1.2% 45% False False
60 664.23 597.46 66.77 10.4% 6.85 1.1% 70% False False
80 664.23 597.29 66.94 10.4% 6.54 1.0% 70% False False
100 664.23 588.36 75.87 11.8% 6.01 0.9% 74% False False
120 664.23 572.53 91.70 14.2% 5.71 0.9% 78% 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 False
Bear Hook False
Bull Hook False
Stretch 1.09
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 731.60
2.618 702.51
1.618 684.69
1.000 673.68
0.618 666.87
HIGH 655.86
0.618 649.05
0.500 646.95
0.382 644.85
LOW 638.04
0.618 627.03
1.000 620.22
1.618 609.21
2.618 591.39
4.250 562.31
Fisher Pivots for day following 08-Apr-1996
Pivot 1 day 3 day
R1 646.95 647.36
PP 646.05 646.32
S1 645.14 645.28

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

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