S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jun-1996
Day Change Summary
Previous Current
11-Jun-1996 12-Jun-1996 Change Change % Previous Week
Open 672.32 671.06 -1.26 -0.2% 669.04
High 676.72 673.67 -3.05 -0.5% 680.32
Low 669.94 668.77 -1.17 -0.2% 662.48
Close 670.97 669.04 -1.93 -0.3% 673.31
Range 6.78 4.90 -1.88 -27.7% 17.84
ATR 6.51 6.39 -0.11 -1.8% 0.00
Volume
Daily Pivots for day following 12-Jun-1996
Classic Woodie Camarilla DeMark
R4 685.19 682.02 671.74
R3 680.29 677.12 670.39
R2 675.39 675.39 669.94
R1 672.22 672.22 669.49 671.36
PP 670.49 670.49 670.49 670.06
S1 667.32 667.32 668.59 666.46
S2 665.59 665.59 668.14
S3 660.69 662.42 667.69
S4 655.79 657.52 666.35
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% 6.65 1.0% 37% False False
10 680.32 662.48 17.84 2.7% 6.39 1.0% 37% False False
20 681.10 662.48 18.62 2.8% 6.13 0.9% 35% False False
40 681.10 630.07 51.03 7.6% 6.25 0.9% 76% False False
60 681.10 624.14 56.96 8.5% 6.26 0.9% 79% False False
80 681.10 624.14 56.96 8.5% 6.92 1.0% 79% False False
100 681.10 606.76 74.34 11.1% 6.67 1.0% 84% False False
120 681.10 597.29 83.81 12.5% 6.53 1.0% 86% 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 1.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 694.50
2.618 686.50
1.618 681.60
1.000 678.57
0.618 676.70
HIGH 673.67
0.618 671.80
0.500 671.22
0.382 670.64
LOW 668.77
0.618 665.74
1.000 663.87
1.618 660.84
2.618 655.94
4.250 647.95
Fisher Pivots for day following 12-Jun-1996
Pivot 1 day 3 day
R1 671.22 672.75
PP 670.49 671.51
S1 669.77 670.28

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

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