S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jun-1996
Day Change Summary
Previous Current
26-Jun-1996 27-Jun-1996 Change Change % Previous Week
Open 668.22 664.35 -3.87 -0.6% 665.94
High 668.49 668.90 0.41 0.1% 668.27
Low 663.67 661.56 -2.11 -0.3% 658.75
Close 664.39 668.55 4.16 0.6% 666.84
Range 4.82 7.34 2.52 52.3% 9.52
ATR 5.44 5.58 0.14 2.5% 0.00
Volume
Daily Pivots for day following 27-Jun-1996
Classic Woodie Camarilla DeMark
R4 688.36 685.79 672.59
R3 681.02 678.45 670.57
R2 673.68 673.68 669.90
R1 671.11 671.11 669.22 672.40
PP 666.34 666.34 666.34 666.98
S1 663.77 663.77 667.88 665.06
S2 659.00 659.00 667.20
S3 651.66 656.43 666.53
S4 644.32 649.09 664.51
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
5 671.07 661.56 9.51 1.4% 4.90 0.7% 74% False True
10 671.07 658.75 12.32 1.8% 4.84 0.7% 80% False False
20 680.32 658.75 21.57 3.2% 5.42 0.8% 45% False False
40 681.10 630.07 51.03 7.6% 6.30 0.9% 75% False False
60 681.10 624.14 56.96 8.5% 6.16 0.9% 78% False False
80 681.10 624.14 56.96 8.5% 6.41 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% 6.52 1.0% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.24
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 700.10
2.618 688.12
1.618 680.78
1.000 676.24
0.618 673.44
HIGH 668.90
0.618 666.10
0.500 665.23
0.382 664.36
LOW 661.56
0.618 657.02
1.000 654.22
1.618 649.68
2.618 642.34
4.250 630.37
Fisher Pivots for day following 27-Jun-1996
Pivot 1 day 3 day
R1 667.44 667.74
PP 666.34 666.92
S1 665.23 666.11

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

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