S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jun-1996
Day Change Summary
Previous Current
21-Jun-1996 24-Jun-1996 Change Change % Previous Week
Open 662.56 666.84 4.28 0.6% 665.94
High 666.84 671.07 4.23 0.6% 668.27
Low 662.10 666.84 4.74 0.7% 658.75
Close 666.84 668.85 2.01 0.3% 666.84
Range 4.74 4.23 -0.51 -10.8% 9.52
ATR 5.77 5.66 -0.11 -1.9% 0.00
Volume
Daily Pivots for day following 24-Jun-1996
Classic Woodie Camarilla DeMark
R4 681.61 679.46 671.18
R3 677.38 675.23 670.01
R2 673.15 673.15 669.63
R1 671.00 671.00 669.24 672.08
PP 668.92 668.92 668.92 669.46
S1 666.77 666.77 668.46 667.85
S2 664.69 664.69 668.07
S3 660.46 662.54 667.69
S4 656.23 658.31 666.52
Weekly Pivots for week ending 21-Jun-1996
Classic Woodie Camarilla DeMark
R4 693.18 689.53 672.08
R3 683.66 680.01 669.46
R2 674.14 674.14 668.59
R1 670.49 670.49 667.71 672.32
PP 664.62 664.62 664.62 665.53
S1 660.97 660.97 665.97 662.80
S2 655.10 655.10 665.09
S3 645.58 651.45 664.22
S4 636.06 641.93 661.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671.07 658.75 12.32 1.8% 4.92 0.7% 82% True False
10 676.72 658.75 17.97 2.7% 4.96 0.7% 56% False False
20 680.32 658.75 21.57 3.2% 5.89 0.9% 47% False False
40 681.10 630.07 51.03 7.6% 6.18 0.9% 76% False False
60 681.10 624.14 56.96 8.5% 6.18 0.9% 78% False False
80 681.10 624.14 56.96 8.5% 6.52 1.0% 78% False False
100 681.10 624.14 56.96 8.5% 6.68 1.0% 78% False False
120 681.10 597.29 83.81 12.5% 6.55 1.0% 85% 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 1.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 689.05
2.618 682.14
1.618 677.91
1.000 675.30
0.618 673.68
HIGH 671.07
0.618 669.45
0.500 668.96
0.382 668.46
LOW 666.84
0.618 664.23
1.000 662.61
1.618 660.00
2.618 655.77
4.250 648.86
Fisher Pivots for day following 24-Jun-1996
Pivot 1 day 3 day
R1 668.96 667.54
PP 668.92 666.22
S1 668.89 664.91

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

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