S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-May-1996
Day Change Summary
Previous Current
10-May-1996 13-May-1996 Change Change % Previous Week
Open 645.82 652.10 6.28 1.0% 641.72
High 653.00 662.16 9.16 1.4% 653.00
Low 645.44 652.09 6.65 1.0% 630.07
Close 652.09 661.51 9.42 1.4% 652.09
Range 7.56 10.07 2.51 33.2% 22.93
ATR 6.79 7.03 0.23 3.4% 0.00
Volume
Daily Pivots for day following 13-May-1996
Classic Woodie Camarilla DeMark
R4 688.80 685.22 667.05
R3 678.73 675.15 664.28
R2 668.66 668.66 663.36
R1 665.08 665.08 662.43 666.87
PP 658.59 658.59 658.59 659.48
S1 655.01 655.01 660.59 656.80
S2 648.52 648.52 659.66
S3 638.45 644.94 658.74
S4 628.38 634.87 655.97
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
5 662.16 630.07 32.09 4.9% 8.31 1.3% 98% True False
10 662.16 630.07 32.09 4.9% 7.84 1.2% 98% True False
20 662.16 630.07 32.09 4.9% 6.26 0.9% 98% True False
40 662.16 624.14 38.02 5.7% 6.48 1.0% 98% True False
60 663.00 624.14 38.86 5.9% 7.19 1.1% 96% False False
80 664.23 604.12 60.11 9.1% 6.80 1.0% 95% False False
100 664.23 597.29 66.94 10.1% 6.62 1.0% 96% False False
120 664.23 595.42 68.81 10.4% 6.22 0.9% 96% 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 1.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 704.96
2.618 688.52
1.618 678.45
1.000 672.23
0.618 668.38
HIGH 662.16
0.618 658.31
0.500 657.13
0.382 655.94
LOW 652.09
0.618 645.87
1.000 642.02
1.618 635.80
2.618 625.73
4.250 609.29
Fisher Pivots for day following 13-May-1996
Pivot 1 day 3 day
R1 660.05 658.56
PP 658.59 655.62
S1 657.13 652.67

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

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