S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jun-1996
Day Change Summary
Previous Current
12-Jun-1996 13-Jun-1996 Change Change % Previous Week
Open 671.06 669.04 -2.02 -0.3% 669.04
High 673.67 670.54 -3.13 -0.5% 680.32
Low 668.77 665.49 -3.28 -0.5% 662.48
Close 669.04 667.92 -1.12 -0.2% 673.31
Range 4.90 5.05 0.15 3.1% 17.84
ATR 6.39 6.30 -0.10 -1.5% 0.00
Volume
Daily Pivots for day following 13-Jun-1996
Classic Woodie Camarilla DeMark
R4 683.13 680.58 670.70
R3 678.08 675.53 669.31
R2 673.03 673.03 668.85
R1 670.48 670.48 668.38 669.23
PP 667.98 667.98 667.98 667.36
S1 665.43 665.43 667.46 664.18
S2 662.93 662.93 666.99
S3 657.88 660.38 666.53
S4 652.83 655.33 665.14
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
5 676.72 662.48 14.24 2.1% 6.20 0.9% 38% False False
10 680.32 662.48 17.84 2.7% 6.00 0.9% 30% False False
20 681.10 662.48 18.62 2.8% 6.11 0.9% 29% False False
40 681.10 630.07 51.03 7.6% 6.21 0.9% 74% False False
60 681.10 624.14 56.96 8.5% 6.24 0.9% 77% False False
80 681.10 624.14 56.96 8.5% 6.93 1.0% 77% False False
100 681.10 610.65 70.45 10.5% 6.66 1.0% 81% False False
120 681.10 597.29 83.81 12.5% 6.50 1.0% 84% 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 1.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 692.00
2.618 683.76
1.618 678.71
1.000 675.59
0.618 673.66
HIGH 670.54
0.618 668.61
0.500 668.02
0.382 667.42
LOW 665.49
0.618 662.37
1.000 660.44
1.618 657.32
2.618 652.27
4.250 644.03
Fisher Pivots for day following 13-Jun-1996
Pivot 1 day 3 day
R1 668.02 671.11
PP 667.98 670.04
S1 667.95 668.98

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

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