S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jun-1996
Day Change Summary
Previous Current
24-Jun-1996 25-Jun-1996 Change Change % Previous Week
Open 666.84 668.84 2.00 0.3% 665.94
High 671.07 670.65 -0.42 -0.1% 668.27
Low 666.84 667.29 0.45 0.1% 658.75
Close 668.85 668.48 -0.37 -0.1% 666.84
Range 4.23 3.36 -0.87 -20.6% 9.52
ATR 5.66 5.49 -0.16 -2.9% 0.00
Volume
Daily Pivots for day following 25-Jun-1996
Classic Woodie Camarilla DeMark
R4 678.89 677.04 670.33
R3 675.53 673.68 669.40
R2 672.17 672.17 669.10
R1 670.32 670.32 668.79 669.57
PP 668.81 668.81 668.81 668.43
S1 666.96 666.96 668.17 666.21
S2 665.45 665.45 667.86
S3 662.09 663.60 667.56
S4 658.73 660.24 666.63
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% 4.59 0.7% 79% False False
10 673.67 658.75 14.92 2.2% 4.62 0.7% 65% False False
20 680.32 658.75 21.57 3.2% 5.64 0.8% 45% False False
40 681.10 630.07 51.03 7.6% 6.19 0.9% 75% False False
60 681.10 624.14 56.96 8.5% 6.14 0.9% 78% False False
80 681.10 624.14 56.96 8.5% 6.47 1.0% 78% False False
100 681.10 624.14 56.96 8.5% 6.65 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 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.31
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 684.93
2.618 679.45
1.618 676.09
1.000 674.01
0.618 672.73
HIGH 670.65
0.618 669.37
0.500 668.97
0.382 668.57
LOW 667.29
0.618 665.21
1.000 663.93
1.618 661.85
2.618 658.49
4.250 653.01
Fisher Pivots for day following 25-Jun-1996
Pivot 1 day 3 day
R1 668.97 667.85
PP 668.81 667.22
S1 668.64 666.59

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

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