S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-May-1996
Day Change Summary
Previous Current
22-May-1996 23-May-1996 Change Change % Previous Week
Open 672.54 678.45 5.91 0.9% 652.10
High 678.42 681.10 2.68 0.4% 669.84
Low 671.23 673.45 2.22 0.3% 652.09
Close 678.42 676.00 -2.42 -0.4% 668.91
Range 7.19 7.65 0.46 6.4% 17.75
ATR 6.31 6.41 0.10 1.5% 0.00
Volume
Daily Pivots for day following 23-May-1996
Classic Woodie Camarilla DeMark
R4 699.80 695.55 680.21
R3 692.15 687.90 678.10
R2 684.50 684.50 677.40
R1 680.25 680.25 676.70 678.55
PP 676.85 676.85 676.85 676.00
S1 672.60 672.60 675.30 670.90
S2 669.20 669.20 674.60
S3 661.55 664.95 673.90
S4 653.90 657.30 671.79
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
5 681.10 664.85 16.25 2.4% 5.83 0.9% 69% True False
10 681.10 645.44 35.66 5.3% 6.19 0.9% 86% True False
20 681.10 630.07 51.03 7.5% 6.51 1.0% 90% True False
40 681.10 624.14 56.96 8.4% 6.32 0.9% 91% True False
60 681.10 624.14 56.96 8.4% 6.84 1.0% 91% True False
80 681.10 624.14 56.96 8.4% 6.90 1.0% 91% True False
100 681.10 597.29 83.81 12.4% 6.73 1.0% 94% True False
120 681.10 597.29 83.81 12.4% 6.37 0.9% 94% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 713.61
2.618 701.13
1.618 693.48
1.000 688.75
0.618 685.83
HIGH 681.10
0.618 678.18
0.500 677.28
0.382 676.37
LOW 673.45
0.618 668.72
1.000 665.80
1.618 661.07
2.618 653.42
4.250 640.94
Fisher Pivots for day following 23-May-1996
Pivot 1 day 3 day
R1 677.28 676.17
PP 676.85 676.11
S1 676.43 676.06

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

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