S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jun-1996
Day Change Summary
Previous Current
10-Jun-1996 11-Jun-1996 Change Change % Previous Week
Open 673.32 672.32 -1.00 -0.1% 669.04
High 673.61 676.72 3.11 0.5% 680.32
Low 670.15 669.94 -0.21 0.0% 662.48
Close 672.16 670.97 -1.19 -0.2% 673.31
Range 3.46 6.78 3.32 96.0% 17.84
ATR 6.49 6.51 0.02 0.3% 0.00
Volume
Daily Pivots for day following 11-Jun-1996
Classic Woodie Camarilla DeMark
R4 692.88 688.71 674.70
R3 686.10 681.93 672.83
R2 679.32 679.32 672.21
R1 675.15 675.15 671.59 673.85
PP 672.54 672.54 672.54 671.89
S1 668.37 668.37 670.35 667.07
S2 665.76 665.76 669.73
S3 658.98 661.59 669.11
S4 652.20 654.81 667.24
Weekly Pivots for week ending 07-Jun-1996
Classic Woodie Camarilla DeMark
R4 725.56 717.27 683.12
R3 707.72 699.43 678.22
R2 689.88 689.88 676.58
R1 681.59 681.59 674.95 685.74
PP 672.04 672.04 672.04 674.11
S1 663.75 663.75 671.67 667.90
S2 654.20 654.20 670.04
S3 636.36 645.91 668.40
S4 618.52 628.07 663.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 680.32 662.48 17.84 2.7% 6.95 1.0% 48% False False
10 680.32 662.48 17.84 2.7% 6.66 1.0% 48% False False
20 681.10 661.53 19.57 2.9% 6.15 0.9% 48% False False
40 681.10 630.07 51.03 7.6% 6.21 0.9% 80% False False
60 681.10 624.14 56.96 8.5% 6.37 0.9% 82% False False
80 681.10 624.14 56.96 8.5% 6.93 1.0% 82% False False
100 681.10 604.12 76.98 11.5% 6.67 1.0% 87% False False
120 681.10 597.29 83.81 12.5% 6.54 1.0% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 705.54
2.618 694.47
1.618 687.69
1.000 683.50
0.618 680.91
HIGH 676.72
0.618 674.13
0.500 673.33
0.382 672.53
LOW 669.94
0.618 665.75
1.000 663.16
1.618 658.97
2.618 652.19
4.250 641.13
Fisher Pivots for day following 11-Jun-1996
Pivot 1 day 3 day
R1 673.33 670.51
PP 672.54 670.06
S1 671.76 669.60

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

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