S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jun-1996
Day Change Summary
Previous Current
25-Jun-1996 26-Jun-1996 Change Change % Previous Week
Open 668.84 668.22 -0.62 -0.1% 665.94
High 670.65 668.49 -2.16 -0.3% 668.27
Low 667.29 663.67 -3.62 -0.5% 658.75
Close 668.48 664.39 -4.09 -0.6% 666.84
Range 3.36 4.82 1.46 43.5% 9.52
ATR 5.49 5.44 -0.05 -0.9% 0.00
Volume
Daily Pivots for day following 26-Jun-1996
Classic Woodie Camarilla DeMark
R4 679.98 677.00 667.04
R3 675.16 672.18 665.72
R2 670.34 670.34 665.27
R1 667.36 667.36 664.83 666.44
PP 665.52 665.52 665.52 665.06
S1 662.54 662.54 663.95 661.62
S2 660.70 660.70 663.51
S3 655.88 657.72 663.06
S4 651.06 652.90 661.74
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 1.9% 4.67 0.7% 46% False False
10 671.07 658.75 12.32 1.9% 4.61 0.7% 46% False False
20 680.32 658.75 21.57 3.2% 5.50 0.8% 26% False False
40 681.10 630.07 51.03 7.7% 6.22 0.9% 67% False False
60 681.10 624.14 56.96 8.6% 6.08 0.9% 71% False False
80 681.10 624.14 56.96 8.6% 6.41 1.0% 71% False False
100 681.10 624.14 56.96 8.6% 6.65 1.0% 71% False False
120 681.10 597.29 83.81 12.6% 6.50 1.0% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 688.98
2.618 681.11
1.618 676.29
1.000 673.31
0.618 671.47
HIGH 668.49
0.618 666.65
0.500 666.08
0.382 665.51
LOW 663.67
0.618 660.69
1.000 658.85
1.618 655.87
2.618 651.05
4.250 643.19
Fisher Pivots for day following 26-Jun-1996
Pivot 1 day 3 day
R1 666.08 667.37
PP 665.52 666.38
S1 664.95 665.38

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

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