S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Apr-1996
Day Change Summary
Previous Current
26-Apr-1996 29-Apr-1996 Change Change % Previous Week
Open 652.76 653.33 0.57 0.1% 645.54
High 656.43 654.71 -1.72 -0.3% 656.43
Low 651.96 651.60 -0.36 -0.1% 645.07
Close 653.46 654.16 0.70 0.1% 653.46
Range 4.47 3.11 -1.36 -30.4% 11.36
ATR 6.13 5.91 -0.22 -3.5% 0.00
Volume
Daily Pivots for day following 29-Apr-1996
Classic Woodie Camarilla DeMark
R4 662.82 661.60 655.87
R3 659.71 658.49 655.02
R2 656.60 656.60 654.73
R1 655.38 655.38 654.45 655.99
PP 653.49 653.49 653.49 653.80
S1 652.27 652.27 653.87 652.88
S2 650.38 650.38 653.59
S3 647.27 649.16 653.30
S4 644.16 646.05 652.45
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
5 656.43 647.06 9.37 1.4% 4.74 0.7% 76% False False
10 656.43 638.71 17.72 2.7% 4.69 0.7% 87% False False
20 656.68 624.14 32.54 5.0% 6.04 0.9% 92% False False
40 656.97 624.14 32.83 5.0% 6.74 1.0% 91% False False
60 664.23 624.14 40.09 6.1% 6.95 1.1% 75% False False
80 664.23 597.29 66.94 10.2% 6.73 1.0% 85% False False
100 664.23 597.29 66.94 10.2% 6.32 1.0% 85% False False
120 664.23 584.37 79.86 12.2% 5.87 0.9% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.93
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 667.93
2.618 662.85
1.618 659.74
1.000 657.82
0.618 656.63
HIGH 654.71
0.618 653.52
0.500 653.16
0.382 652.79
LOW 651.60
0.618 649.68
1.000 648.49
1.618 646.57
2.618 643.46
4.250 638.38
Fisher Pivots for day following 29-Apr-1996
Pivot 1 day 3 day
R1 653.83 653.36
PP 653.49 652.55
S1 653.16 651.75

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

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