S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-May-1996
Day Change Summary
Previous Current
24-May-1996 28-May-1996 Change Change % Previous Week
Open 676.04 678.53 2.49 0.4% 668.96
High 679.72 679.98 0.26 0.0% 681.10
Low 676.00 671.52 -4.48 -0.7% 667.64
Close 678.51 672.23 -6.28 -0.9% 678.51
Range 3.72 8.46 4.74 127.4% 13.46
ATR 6.22 6.38 0.16 2.6% 0.00
Volume
Daily Pivots for day following 28-May-1996
Classic Woodie Camarilla DeMark
R4 699.96 694.55 676.88
R3 691.50 686.09 674.56
R2 683.04 683.04 673.78
R1 677.63 677.63 673.01 676.11
PP 674.58 674.58 674.58 673.81
S1 669.17 669.17 671.45 667.65
S2 666.12 666.12 670.68
S3 657.66 660.71 669.90
S4 649.20 652.25 667.58
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
5 681.10 671.23 9.87 1.5% 6.06 0.9% 10% False False
10 681.10 661.53 19.57 2.9% 5.64 0.8% 55% False False
20 681.10 630.07 51.03 7.6% 6.74 1.0% 83% False False
40 681.10 624.14 56.96 8.5% 6.39 1.0% 84% False False
60 681.10 624.14 56.96 8.5% 6.74 1.0% 84% False False
80 681.10 624.14 56.96 8.5% 6.90 1.0% 84% False False
100 681.10 597.29 83.81 12.5% 6.73 1.0% 89% False False
120 681.10 597.29 83.81 12.5% 6.39 1.0% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 715.94
2.618 702.13
1.618 693.67
1.000 688.44
0.618 685.21
HIGH 679.98
0.618 676.75
0.500 675.75
0.382 674.75
LOW 671.52
0.618 666.29
1.000 663.06
1.618 657.83
2.618 649.37
4.250 635.57
Fisher Pivots for day following 28-May-1996
Pivot 1 day 3 day
R1 675.75 676.31
PP 674.58 674.95
S1 673.40 673.59

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

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