S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-May-1996
Day Change Summary
Previous Current
15-May-1996 16-May-1996 Change Change % Previous Week
Open 665.43 665.15 -0.28 0.0% 641.72
High 669.82 667.11 -2.71 -0.4% 653.00
Low 664.46 662.79 -1.67 -0.3% 630.07
Close 665.42 664.85 -0.57 -0.1% 652.09
Range 5.36 4.32 -1.04 -19.4% 22.93
ATR 6.80 6.62 -0.18 -2.6% 0.00
Volume
Daily Pivots for day following 16-May-1996
Classic Woodie Camarilla DeMark
R4 677.88 675.68 667.23
R3 673.56 671.36 666.04
R2 669.24 669.24 665.64
R1 667.04 667.04 665.25 665.98
PP 664.92 664.92 664.92 664.39
S1 662.72 662.72 664.45 661.66
S2 660.60 660.60 664.06
S3 656.28 658.40 663.66
S4 651.96 654.08 662.47
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
5 669.82 645.44 24.38 3.7% 6.55 1.0% 80% False False
10 669.82 630.07 39.75 6.0% 7.33 1.1% 87% False False
20 669.82 630.07 39.75 6.0% 6.34 1.0% 87% False False
40 669.82 624.14 45.68 6.9% 6.23 0.9% 89% False False
60 669.82 624.14 45.68 6.9% 7.12 1.1% 89% False False
80 669.82 610.65 59.17 8.9% 6.82 1.0% 92% False False
100 669.82 597.29 72.53 10.9% 6.58 1.0% 93% False False
120 669.82 597.29 72.53 10.9% 6.25 0.9% 93% 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 1.84
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 685.47
2.618 678.42
1.618 674.10
1.000 671.43
0.618 669.78
HIGH 667.11
0.618 665.46
0.500 664.95
0.382 664.44
LOW 662.79
0.618 660.12
1.000 658.47
1.618 655.80
2.618 651.48
4.250 644.43
Fisher Pivots for day following 16-May-1996
Pivot 1 day 3 day
R1 664.95 665.68
PP 664.92 665.40
S1 664.88 665.13

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

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