S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Apr-1996
Day Change Summary
Previous Current
08-Apr-1996 09-Apr-1996 Change Change % Previous Week
Open 655.53 644.42 -11.11 -1.7% 645.88
High 655.86 646.33 -9.53 -1.5% 656.68
Low 638.04 640.84 2.80 0.4% 645.50
Close 644.24 642.19 -2.05 -0.3% 655.86
Range 17.82 5.49 -12.33 -69.2% 11.18
ATR 7.01 6.90 -0.11 -1.5% 0.00
Volume
Daily Pivots for day following 09-Apr-1996
Classic Woodie Camarilla DeMark
R4 659.59 656.38 645.21
R3 654.10 650.89 643.70
R2 648.61 648.61 643.20
R1 645.40 645.40 642.69 644.26
PP 643.12 643.12 643.12 642.55
S1 639.91 639.91 641.69 638.77
S2 637.63 637.63 641.18
S3 632.14 634.42 640.68
S4 626.65 628.93 639.17
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% 6.33 1.0% 22% False False
10 656.68 638.04 18.64 2.9% 6.18 1.0% 22% False False
20 656.68 628.82 27.86 4.3% 6.33 1.0% 48% False False
40 664.23 627.63 36.60 5.7% 7.49 1.2% 40% False False
60 664.23 597.46 66.77 10.4% 6.86 1.1% 67% False False
80 664.23 597.29 66.94 10.4% 6.59 1.0% 67% False False
100 664.23 588.36 75.87 11.8% 6.03 0.9% 71% False False
120 664.23 572.53 91.70 14.3% 5.74 0.9% 76% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 669.66
2.618 660.70
1.618 655.21
1.000 651.82
0.618 649.72
HIGH 646.33
0.618 644.23
0.500 643.59
0.382 642.94
LOW 640.84
0.618 637.45
1.000 635.35
1.618 631.96
2.618 626.47
4.250 617.51
Fisher Pivots for day following 09-Apr-1996
Pivot 1 day 3 day
R1 643.59 647.36
PP 643.12 645.64
S1 642.66 643.91

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

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