S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-May-1996
Day Change Summary
Previous Current
23-May-1996 24-May-1996 Change Change % Previous Week
Open 678.45 676.04 -2.41 -0.4% 668.96
High 681.10 679.72 -1.38 -0.2% 681.10
Low 673.45 676.00 2.55 0.4% 667.64
Close 676.00 678.51 2.51 0.4% 678.51
Range 7.65 3.72 -3.93 -51.4% 13.46
ATR 6.41 6.22 -0.19 -3.0% 0.00
Volume
Daily Pivots for day following 24-May-1996
Classic Woodie Camarilla DeMark
R4 689.24 687.59 680.56
R3 685.52 683.87 679.53
R2 681.80 681.80 679.19
R1 680.15 680.15 678.85 680.98
PP 678.08 678.08 678.08 678.49
S1 676.43 676.43 678.17 677.26
S2 674.36 674.36 677.83
S3 670.64 672.71 677.49
S4 666.92 668.99 676.46
Weekly Pivots for week ending 24-May-1996
Classic Woodie Camarilla DeMark
R4 716.13 710.78 685.91
R3 702.67 697.32 682.21
R2 689.21 689.21 680.98
R1 683.86 683.86 679.74 686.54
PP 675.75 675.75 675.75 677.09
S1 670.40 670.40 677.28 673.08
S2 662.29 662.29 676.04
S3 648.83 656.94 674.81
S4 635.37 643.48 671.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 681.10 667.64 13.46 2.0% 5.58 0.8% 81% False False
10 681.10 652.09 29.01 4.3% 5.81 0.9% 91% False False
20 681.10 630.07 51.03 7.5% 6.47 1.0% 95% False False
40 681.10 624.14 56.96 8.4% 6.33 0.9% 95% False False
60 681.10 624.14 56.96 8.4% 6.73 1.0% 95% False False
80 681.10 624.14 56.96 8.4% 6.88 1.0% 95% False False
100 681.10 597.29 83.81 12.4% 6.69 1.0% 97% False False
120 681.10 597.29 83.81 12.4% 6.38 0.9% 97% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.91
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 695.53
2.618 689.46
1.618 685.74
1.000 683.44
0.618 682.02
HIGH 679.72
0.618 678.30
0.500 677.86
0.382 677.42
LOW 676.00
0.618 673.70
1.000 672.28
1.618 669.98
2.618 666.26
4.250 660.19
Fisher Pivots for day following 24-May-1996
Pivot 1 day 3 day
R1 678.29 677.73
PP 678.08 676.95
S1 677.86 676.17

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

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