S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Apr-1996
Day Change Summary
Previous Current
24-Apr-1996 25-Apr-1996 Change Change % Previous Week
Open 651.87 650.12 -1.75 -0.3% 636.71
High 653.37 654.18 0.81 0.1% 647.32
Low 648.25 647.06 -1.19 -0.2% 636.71
Close 650.17 652.87 2.70 0.4% 645.07
Range 5.12 7.12 2.00 39.1% 10.61
ATR 6.19 6.25 0.07 1.1% 0.00
Volume
Daily Pivots for day following 25-Apr-1996
Classic Woodie Camarilla DeMark
R4 672.73 669.92 656.79
R3 665.61 662.80 654.83
R2 658.49 658.49 654.18
R1 655.68 655.68 653.52 657.09
PP 651.37 651.37 651.37 652.07
S1 648.56 648.56 652.22 649.97
S2 644.25 644.25 651.56
S3 637.13 641.44 650.91
S4 630.01 634.32 648.95
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
5 654.18 643.61 10.57 1.6% 5.14 0.8% 88% True False
10 654.18 631.18 23.00 3.5% 5.10 0.8% 94% True False
20 656.68 624.14 32.54 5.0% 6.12 0.9% 88% False False
40 656.97 624.14 32.83 5.0% 7.01 1.1% 88% False False
60 664.23 624.14 40.09 6.1% 7.04 1.1% 72% False False
80 664.23 597.29 66.94 10.3% 6.78 1.0% 83% False False
100 664.23 597.29 66.94 10.3% 6.34 1.0% 83% False False
120 664.23 584.22 80.01 12.3% 5.87 0.9% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 684.44
2.618 672.82
1.618 665.70
1.000 661.30
0.618 658.58
HIGH 654.18
0.618 651.46
0.500 650.62
0.382 649.78
LOW 647.06
0.618 642.66
1.000 639.94
1.618 635.54
2.618 628.42
4.250 616.80
Fisher Pivots for day following 25-Apr-1996
Pivot 1 day 3 day
R1 652.12 652.12
PP 651.37 651.37
S1 650.62 650.62

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

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