S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jun-1996
Day Change Summary
Previous Current
31-May-1996 03-Jun-1996 Change Change % Previous Week
Open 671.98 669.04 -2.94 -0.4% 678.53
High 673.46 669.12 -4.34 -0.6% 679.98
Low 667.00 665.19 -1.81 -0.3% 664.56
Close 669.12 667.68 -1.44 -0.2% 669.12
Range 6.46 3.93 -2.53 -39.2% 15.42
ATR 6.63 6.44 -0.19 -2.9% 0.00
Volume
Daily Pivots for day following 03-Jun-1996
Classic Woodie Camarilla DeMark
R4 679.12 677.33 669.84
R3 675.19 673.40 668.76
R2 671.26 671.26 668.40
R1 669.47 669.47 668.04 668.40
PP 667.33 667.33 667.33 666.80
S1 665.54 665.54 667.32 664.47
S2 663.40 663.40 666.96
S3 659.47 661.61 666.60
S4 655.54 657.68 665.52
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% 7.09 1.1% 20% False False
10 681.10 664.56 16.54 2.5% 6.33 0.9% 19% False False
20 681.10 630.07 51.03 7.6% 6.67 1.0% 74% False False
40 681.10 624.14 56.96 8.5% 6.65 1.0% 76% False False
60 681.10 624.14 56.96 8.5% 6.76 1.0% 76% False False
80 681.10 624.14 56.96 8.5% 6.94 1.0% 76% False False
100 681.10 597.29 83.81 12.6% 6.71 1.0% 84% False False
120 681.10 597.29 83.81 12.6% 6.46 1.0% 84% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 685.82
2.618 679.41
1.618 675.48
1.000 673.05
0.618 671.55
HIGH 669.12
0.618 667.62
0.500 667.16
0.382 666.69
LOW 665.19
0.618 662.76
1.000 661.26
1.618 658.83
2.618 654.90
4.250 648.49
Fisher Pivots for day following 03-Jun-1996
Pivot 1 day 3 day
R1 667.51 669.04
PP 667.33 668.58
S1 667.16 668.13

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

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