S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-May-1996
Day Change Summary
Previous Current
09-May-1996 10-May-1996 Change Change % Previous Week
Open 644.64 645.82 1.18 0.2% 641.72
High 647.95 653.00 5.05 0.8% 653.00
Low 643.18 645.44 2.26 0.4% 630.07
Close 645.44 652.09 6.65 1.0% 652.09
Range 4.77 7.56 2.79 58.5% 22.93
ATR 6.73 6.79 0.06 0.9% 0.00
Volume
Daily Pivots for day following 10-May-1996
Classic Woodie Camarilla DeMark
R4 672.86 670.03 656.25
R3 665.30 662.47 654.17
R2 657.74 657.74 653.48
R1 654.91 654.91 652.78 656.33
PP 650.18 650.18 650.18 650.88
S1 647.35 647.35 651.40 648.77
S2 642.62 642.62 650.70
S3 635.06 639.79 650.01
S4 627.50 632.23 647.93
Weekly Pivots for week ending 10-May-1996
Classic Woodie Camarilla DeMark
R4 713.84 705.90 664.70
R3 690.91 682.97 658.40
R2 667.98 667.98 656.29
R1 660.04 660.04 654.19 664.01
PP 645.05 645.05 645.05 647.04
S1 637.11 637.11 649.99 641.08
S2 622.12 622.12 647.89
S3 599.19 614.18 645.78
S4 576.26 591.25 639.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 653.00 630.07 22.93 3.5% 7.99 1.2% 96% True False
10 656.44 630.07 26.37 4.0% 7.14 1.1% 84% False False
20 656.44 630.07 26.37 4.0% 6.05 0.9% 84% False False
40 656.68 624.14 32.54 5.0% 6.34 1.0% 86% False False
60 663.00 624.14 38.86 6.0% 7.14 1.1% 72% False False
80 664.23 604.12 60.11 9.2% 6.73 1.0% 80% False False
100 664.23 597.29 66.94 10.3% 6.62 1.0% 82% False False
120 664.23 595.42 68.81 10.6% 6.16 0.9% 82% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.92
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 685.13
2.618 672.79
1.618 665.23
1.000 660.56
0.618 657.67
HIGH 653.00
0.618 650.11
0.500 649.22
0.382 648.33
LOW 645.44
0.618 640.77
1.000 637.88
1.618 633.21
2.618 625.65
4.250 613.31
Fisher Pivots for day following 10-May-1996
Pivot 1 day 3 day
R1 651.13 648.57
PP 650.18 645.05
S1 649.22 641.54

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

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