S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Apr-1996
Day Change Summary
Previous Current
09-Apr-1996 10-Apr-1996 Change Change % Previous Week
Open 644.42 642.09 -2.33 -0.4% 645.88
High 646.33 642.78 -3.55 -0.5% 656.68
Low 640.84 631.76 -9.08 -1.4% 645.50
Close 642.19 633.50 -8.69 -1.4% 655.86
Range 5.49 11.02 5.53 100.7% 11.18
ATR 6.90 7.19 0.29 4.3% 0.00
Volume
Daily Pivots for day following 10-Apr-1996
Classic Woodie Camarilla DeMark
R4 669.07 662.31 639.56
R3 658.05 651.29 636.53
R2 647.03 647.03 635.52
R1 640.27 640.27 634.51 638.14
PP 636.01 636.01 636.01 634.95
S1 629.25 629.25 632.49 627.12
S2 624.99 624.99 631.48
S3 613.97 618.23 630.47
S4 602.95 607.21 627.44
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
5 656.68 631.76 24.92 3.9% 8.04 1.3% 7% False True
10 656.68 631.76 24.92 3.9% 6.67 1.1% 7% False True
20 656.68 631.76 24.92 3.9% 6.32 1.0% 7% False True
40 664.23 627.63 36.60 5.8% 7.58 1.2% 16% False False
60 664.23 598.47 65.76 10.4% 6.92 1.1% 53% False False
80 664.23 597.29 66.94 10.6% 6.68 1.1% 54% False False
100 664.23 588.36 75.87 12.0% 6.11 1.0% 59% False False
120 664.23 572.53 91.70 14.5% 5.79 0.9% 66% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 689.62
2.618 671.63
1.618 660.61
1.000 653.80
0.618 649.59
HIGH 642.78
0.618 638.57
0.500 637.27
0.382 635.97
LOW 631.76
0.618 624.95
1.000 620.74
1.618 613.93
2.618 602.91
4.250 584.93
Fisher Pivots for day following 10-Apr-1996
Pivot 1 day 3 day
R1 637.27 643.81
PP 636.01 640.37
S1 634.76 636.94

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

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