S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Apr-1996
Day Change Summary
Previous Current
29-Apr-1996 30-Apr-1996 Change Change % Previous Week
Open 653.33 654.06 0.73 0.1% 645.54
High 654.71 654.59 -0.12 0.0% 656.43
Low 651.60 651.05 -0.55 -0.1% 645.07
Close 654.16 654.17 0.01 0.0% 653.46
Range 3.11 3.54 0.43 13.8% 11.36
ATR 5.91 5.74 -0.17 -2.9% 0.00
Volume
Daily Pivots for day following 30-Apr-1996
Classic Woodie Camarilla DeMark
R4 663.89 662.57 656.12
R3 660.35 659.03 655.14
R2 656.81 656.81 654.82
R1 655.49 655.49 654.49 656.15
PP 653.27 653.27 653.27 653.60
S1 651.95 651.95 653.85 652.61
S2 649.73 649.73 653.52
S3 646.19 648.41 653.20
S4 642.65 644.87 652.22
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% 4.67 0.7% 76% False False
10 656.43 638.71 17.72 2.7% 4.70 0.7% 87% False False
20 656.68 624.14 32.54 5.0% 5.80 0.9% 92% False False
40 656.97 624.14 32.83 5.0% 6.60 1.0% 91% False False
60 664.23 624.14 40.09 6.1% 6.94 1.1% 75% False False
80 664.23 597.29 66.94 10.2% 6.65 1.0% 85% False False
100 664.23 597.29 66.94 10.2% 6.30 1.0% 85% False False
120 664.23 584.37 79.86 12.2% 5.88 0.9% 87% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 669.64
2.618 663.86
1.618 660.32
1.000 658.13
0.618 656.78
HIGH 654.59
0.618 653.24
0.500 652.82
0.382 652.40
LOW 651.05
0.618 648.86
1.000 647.51
1.618 645.32
2.618 641.78
4.250 636.01
Fisher Pivots for day following 30-Apr-1996
Pivot 1 day 3 day
R1 653.72 654.03
PP 653.27 653.88
S1 652.82 653.74

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

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