S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-May-1996
Day Change Summary
Previous Current
06-May-1996 07-May-1996 Change Change % Previous Week
Open 641.72 640.84 -0.88 -0.1% 653.33
High 644.64 641.40 -3.24 -0.5% 656.44
Low 636.20 636.96 0.76 0.1% 640.23
Close 640.81 638.26 -2.55 -0.4% 641.63
Range 8.44 4.44 -4.00 -47.4% 16.21
ATR 6.42 6.28 -0.14 -2.2% 0.00
Volume
Daily Pivots for day following 07-May-1996
Classic Woodie Camarilla DeMark
R4 652.19 649.67 640.70
R3 647.75 645.23 639.48
R2 643.31 643.31 639.07
R1 640.79 640.79 638.67 639.83
PP 638.87 638.87 638.87 638.40
S1 636.35 636.35 637.85 635.39
S2 634.43 634.43 637.45
S3 629.99 631.91 637.04
S4 625.55 627.47 635.82
Weekly Pivots for week ending 03-May-1996
Classic Woodie Camarilla DeMark
R4 694.73 684.39 650.55
R3 678.52 668.18 646.09
R2 662.31 662.31 644.60
R1 651.97 651.97 643.12 649.04
PP 646.10 646.10 646.10 644.63
S1 635.76 635.76 640.14 632.83
S2 629.89 629.89 638.66
S3 613.68 619.55 637.17
S4 597.47 603.34 632.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.44 636.20 20.24 3.2% 7.55 1.2% 10% False False
10 656.44 636.20 20.24 3.2% 6.11 1.0% 10% False False
20 656.44 624.14 32.30 5.1% 6.10 1.0% 44% False False
40 656.68 624.14 32.54 5.1% 6.22 1.0% 43% False False
60 664.23 624.14 40.09 6.3% 7.03 1.1% 35% False False
80 664.23 597.46 66.77 10.5% 6.67 1.0% 61% False False
100 664.23 597.29 66.94 10.5% 6.49 1.0% 61% False False
120 664.23 588.36 75.87 11.9% 6.04 0.9% 66% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 660.27
2.618 653.02
1.618 648.58
1.000 645.84
0.618 644.14
HIGH 641.40
0.618 639.70
0.500 639.18
0.382 638.66
LOW 636.96
0.618 634.22
1.000 632.52
1.618 629.78
2.618 625.34
4.250 618.09
Fisher Pivots for day following 07-May-1996
Pivot 1 day 3 day
R1 639.18 642.33
PP 638.87 640.97
S1 638.57 639.62

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

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