S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jun-1996
Day Change Summary
Previous Current
03-Jun-1996 04-Jun-1996 Change Change % Previous Week
Open 669.04 667.75 -1.29 -0.2% 678.53
High 669.12 672.60 3.48 0.5% 679.98
Low 665.19 667.68 2.49 0.4% 664.56
Close 667.68 672.56 4.88 0.7% 669.12
Range 3.93 4.92 0.99 25.2% 15.42
ATR 6.44 6.33 -0.11 -1.7% 0.00
Volume
Daily Pivots for day following 04-Jun-1996
Classic Woodie Camarilla DeMark
R4 685.71 684.05 675.27
R3 680.79 679.13 673.91
R2 675.87 675.87 673.46
R1 674.21 674.21 673.01 675.04
PP 670.95 670.95 670.95 671.36
S1 669.29 669.29 672.11 670.12
S2 666.03 666.03 671.66
S3 661.11 664.37 671.21
S4 656.19 659.45 669.85
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
5 673.73 664.56 9.17 1.4% 6.38 0.9% 87% False False
10 681.10 664.56 16.54 2.5% 6.22 0.9% 48% False False
20 681.10 630.07 51.03 7.6% 6.50 1.0% 83% False False
40 681.10 624.14 56.96 8.5% 6.32 0.9% 85% False False
60 681.10 624.14 56.96 8.5% 6.41 1.0% 85% False False
80 681.10 624.14 56.96 8.5% 6.95 1.0% 85% False False
100 681.10 597.46 83.64 12.4% 6.64 1.0% 90% False False
120 681.10 597.29 83.81 12.5% 6.47 1.0% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 693.51
2.618 685.48
1.618 680.56
1.000 677.52
0.618 675.64
HIGH 672.60
0.618 670.72
0.500 670.14
0.382 669.56
LOW 667.68
0.618 664.64
1.000 662.76
1.618 659.72
2.618 654.80
4.250 646.77
Fisher Pivots for day following 04-Jun-1996
Pivot 1 day 3 day
R1 671.75 671.48
PP 670.95 670.40
S1 670.14 669.33

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

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