S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Apr-1996
Day Change Summary
Previous Current
25-Apr-1996 26-Apr-1996 Change Change % Previous Week
Open 650.12 652.76 2.64 0.4% 645.54
High 654.18 656.43 2.25 0.3% 656.43
Low 647.06 651.96 4.90 0.8% 645.07
Close 652.87 653.46 0.59 0.1% 653.46
Range 7.12 4.47 -2.65 -37.2% 11.36
ATR 6.25 6.13 -0.13 -2.0% 0.00
Volume
Daily Pivots for day following 26-Apr-1996
Classic Woodie Camarilla DeMark
R4 667.36 664.88 655.92
R3 662.89 660.41 654.69
R2 658.42 658.42 654.28
R1 655.94 655.94 653.87 657.18
PP 653.95 653.95 653.95 654.57
S1 651.47 651.47 653.05 652.71
S2 649.48 649.48 652.64
S3 645.01 647.00 652.23
S4 640.54 642.53 651.00
Weekly Pivots for week ending 26-Apr-1996
Classic Woodie Camarilla DeMark
R4 685.73 680.96 659.71
R3 674.37 669.60 656.58
R2 663.01 663.01 655.54
R1 658.24 658.24 654.50 660.63
PP 651.65 651.65 651.65 652.85
S1 646.88 646.88 652.42 649.27
S2 640.29 640.29 651.38
S3 628.93 635.52 650.34
S4 617.57 624.16 647.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.43 645.07 11.36 1.7% 5.29 0.8% 74% True False
10 656.43 636.71 19.72 3.0% 4.95 0.8% 85% True False
20 656.68 624.14 32.54 5.0% 6.19 0.9% 90% False False
40 656.97 624.14 32.83 5.0% 6.86 1.1% 89% False False
60 664.23 624.14 40.09 6.1% 7.01 1.1% 73% False False
80 664.23 597.29 66.94 10.2% 6.74 1.0% 84% False False
100 664.23 597.29 66.94 10.2% 6.36 1.0% 84% False False
120 664.23 584.37 79.86 12.2% 5.86 0.9% 87% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.79
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 675.43
2.618 668.13
1.618 663.66
1.000 660.90
0.618 659.19
HIGH 656.43
0.618 654.72
0.500 654.20
0.382 653.67
LOW 651.96
0.618 649.20
1.000 647.49
1.618 644.73
2.618 640.26
4.250 632.96
Fisher Pivots for day following 26-Apr-1996
Pivot 1 day 3 day
R1 654.20 652.89
PP 653.95 652.32
S1 653.71 651.75

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

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