S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Apr-1996
Day Change Summary
Previous Current
23-Apr-1996 24-Apr-1996 Change Change % Previous Week
Open 647.75 651.87 4.12 0.6% 636.71
High 651.59 653.37 1.78 0.3% 647.32
Low 647.70 648.25 0.55 0.1% 636.71
Close 651.58 650.17 -1.41 -0.2% 645.07
Range 3.89 5.12 1.23 31.6% 10.61
ATR 6.27 6.19 -0.08 -1.3% 0.00
Volume
Daily Pivots for day following 24-Apr-1996
Classic Woodie Camarilla DeMark
R4 665.96 663.18 652.99
R3 660.84 658.06 651.58
R2 655.72 655.72 651.11
R1 652.94 652.94 650.64 651.77
PP 650.60 650.60 650.60 650.01
S1 647.82 647.82 649.70 646.65
S2 645.48 645.48 649.23
S3 640.36 642.70 648.76
S4 635.24 637.58 647.35
Weekly Pivots for week ending 19-Apr-1996
Classic Woodie Camarilla DeMark
R4 674.86 670.58 650.91
R3 664.25 659.97 647.99
R2 653.64 653.64 647.02
R1 649.36 649.36 646.04 651.50
PP 643.03 643.03 643.03 644.11
S1 638.75 638.75 644.10 640.89
S2 632.42 632.42 643.12
S3 621.81 628.14 642.15
S4 611.20 617.53 639.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 653.37 640.76 12.61 1.9% 4.49 0.7% 75% True False
10 653.37 624.14 29.23 4.5% 5.50 0.8% 89% True False
20 656.68 624.14 32.54 5.0% 6.08 0.9% 80% False False
40 656.97 624.14 32.83 5.0% 7.00 1.1% 79% False False
60 664.23 621.42 42.81 6.6% 6.96 1.1% 67% False False
80 664.23 597.29 66.94 10.3% 6.73 1.0% 79% False False
100 664.23 597.29 66.94 10.3% 6.30 1.0% 79% False False
120 664.23 581.04 83.19 12.8% 5.84 0.9% 83% 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 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 675.13
2.618 666.77
1.618 661.65
1.000 658.49
0.618 656.53
HIGH 653.37
0.618 651.41
0.500 650.81
0.382 650.21
LOW 648.25
0.618 645.09
1.000 643.13
1.618 639.97
2.618 634.85
4.250 626.49
Fisher Pivots for day following 24-Apr-1996
Pivot 1 day 3 day
R1 650.81 649.85
PP 650.60 649.54
S1 650.38 649.22

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

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