S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-May-1996
Day Change Summary
Previous Current
16-May-1996 17-May-1996 Change Change % Previous Week
Open 665.15 664.85 -0.30 0.0% 652.10
High 667.11 669.84 2.73 0.4% 669.84
Low 662.79 664.85 2.06 0.3% 652.09
Close 664.85 668.91 4.06 0.6% 668.91
Range 4.32 4.99 0.67 15.5% 17.75
ATR 6.62 6.51 -0.12 -1.8% 0.00
Volume
Daily Pivots for day following 17-May-1996
Classic Woodie Camarilla DeMark
R4 682.84 680.86 671.65
R3 677.85 675.87 670.28
R2 672.86 672.86 669.82
R1 670.88 670.88 669.37 671.87
PP 667.87 667.87 667.87 668.36
S1 665.89 665.89 668.45 666.88
S2 662.88 662.88 668.00
S3 657.89 660.90 667.54
S4 652.90 655.91 666.17
Weekly Pivots for week ending 17-May-1996
Classic Woodie Camarilla DeMark
R4 716.86 710.64 678.67
R3 699.11 692.89 673.79
R2 681.36 681.36 672.16
R1 675.14 675.14 670.54 678.25
PP 663.61 663.61 663.61 665.17
S1 657.39 657.39 667.28 660.50
S2 645.86 645.86 665.66
S3 628.11 639.64 664.03
S4 610.36 621.89 659.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 669.84 652.09 17.75 2.7% 6.03 0.9% 95% True False
10 669.84 630.07 39.77 5.9% 7.01 1.0% 98% True False
20 669.84 630.07 39.77 5.9% 6.40 1.0% 98% True False
40 669.84 624.14 45.70 6.8% 6.27 0.9% 98% True False
60 669.84 624.14 45.70 6.8% 7.08 1.1% 98% True False
80 669.84 612.79 57.05 8.5% 6.85 1.0% 98% True False
100 669.84 597.29 72.55 10.8% 6.60 1.0% 99% True False
120 669.84 597.29 72.55 10.8% 6.28 0.9% 99% True 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 1.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 691.05
2.618 682.90
1.618 677.91
1.000 674.83
0.618 672.92
HIGH 669.84
0.618 667.93
0.500 667.35
0.382 666.76
LOW 664.85
0.618 661.77
1.000 659.86
1.618 656.78
2.618 651.79
4.250 643.64
Fisher Pivots for day following 17-May-1996
Pivot 1 day 3 day
R1 668.39 668.05
PP 667.87 667.18
S1 667.35 666.32

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

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