S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-May-1996
Day Change Summary
Previous Current
30-May-1996 31-May-1996 Change Change % Previous Week
Open 667.83 671.98 4.15 0.6% 678.53
High 673.51 673.46 -0.05 0.0% 679.98
Low 664.56 667.00 2.44 0.4% 664.56
Close 671.70 669.12 -2.58 -0.4% 669.12
Range 8.95 6.46 -2.49 -27.8% 15.42
ATR 6.64 6.63 -0.01 -0.2% 0.00
Volume
Daily Pivots for day following 31-May-1996
Classic Woodie Camarilla DeMark
R4 689.24 685.64 672.67
R3 682.78 679.18 670.90
R2 676.32 676.32 670.30
R1 672.72 672.72 669.71 671.29
PP 669.86 669.86 669.86 669.15
S1 666.26 666.26 668.53 664.83
S2 663.40 663.40 667.94
S3 656.94 659.80 667.34
S4 650.48 653.34 665.57
Weekly Pivots for week ending 31-May-1996
Classic Woodie Camarilla DeMark
R4 717.48 708.72 677.60
R3 702.06 693.30 673.36
R2 686.64 686.64 671.95
R1 677.88 677.88 670.53 674.55
PP 671.22 671.22 671.22 669.56
S1 662.46 662.46 667.71 659.13
S2 655.80 655.80 666.29
S3 640.38 647.04 664.88
S4 624.96 631.62 660.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 679.98 664.56 15.42 2.3% 7.05 1.1% 30% False False
10 681.10 664.56 16.54 2.5% 6.44 1.0% 28% False False
20 681.10 630.07 51.03 7.6% 6.89 1.0% 77% False False
40 681.10 624.14 56.96 8.5% 6.59 1.0% 79% False False
60 681.10 624.14 56.96 8.5% 6.76 1.0% 79% False False
80 681.10 624.14 56.96 8.5% 6.98 1.0% 79% False False
100 681.10 597.29 83.81 12.5% 6.78 1.0% 86% False False
120 681.10 597.29 83.81 12.5% 6.46 1.0% 86% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 700.92
2.618 690.37
1.618 683.91
1.000 679.92
0.618 677.45
HIGH 673.46
0.618 670.99
0.500 670.23
0.382 669.47
LOW 667.00
0.618 663.01
1.000 660.54
1.618 656.55
2.618 650.09
4.250 639.55
Fisher Pivots for day following 31-May-1996
Pivot 1 day 3 day
R1 670.23 669.15
PP 669.86 669.14
S1 669.49 669.13

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

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