S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-May-1996
Day Change Summary
Previous Current
28-May-1996 29-May-1996 Change Change % Previous Week
Open 678.53 672.03 -6.50 -1.0% 668.96
High 679.98 673.73 -6.25 -0.9% 681.10
Low 671.52 666.09 -5.43 -0.8% 667.64
Close 672.23 667.93 -4.30 -0.6% 678.51
Range 8.46 7.64 -0.82 -9.7% 13.46
ATR 6.38 6.47 0.09 1.4% 0.00
Volume
Daily Pivots for day following 29-May-1996
Classic Woodie Camarilla DeMark
R4 692.17 687.69 672.13
R3 684.53 680.05 670.03
R2 676.89 676.89 669.33
R1 672.41 672.41 668.63 670.83
PP 669.25 669.25 669.25 668.46
S1 664.77 664.77 667.23 663.19
S2 661.61 661.61 666.53
S3 653.97 657.13 665.83
S4 646.33 649.49 663.73
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
5 681.10 666.09 15.01 2.2% 6.93 1.0% 12% False True
10 681.10 662.79 18.31 2.7% 5.87 0.9% 28% False False
20 681.10 630.07 51.03 7.6% 6.95 1.0% 74% False False
40 681.10 624.14 56.96 8.5% 6.37 1.0% 77% False False
60 681.10 624.14 56.96 8.5% 6.71 1.0% 77% False False
80 681.10 624.14 56.96 8.5% 6.94 1.0% 77% False False
100 681.10 597.29 83.81 12.5% 6.71 1.0% 84% False False
120 681.10 597.29 83.81 12.5% 6.41 1.0% 84% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 706.20
2.618 693.73
1.618 686.09
1.000 681.37
0.618 678.45
HIGH 673.73
0.618 670.81
0.500 669.91
0.382 669.01
LOW 666.09
0.618 661.37
1.000 658.45
1.618 653.73
2.618 646.09
4.250 633.62
Fisher Pivots for day following 29-May-1996
Pivot 1 day 3 day
R1 669.91 673.04
PP 669.25 671.33
S1 668.59 669.63

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

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