S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jul-1996
Day Change Summary
Previous Current
03-Jul-1996 05-Jul-1996 Change Change % Previous Week
Open 673.63 671.18 -2.45 -0.4% 670.63
High 673.64 672.40 -1.24 -0.2% 675.88
Low 670.21 657.41 -12.80 -1.9% 657.41
Close 672.40 657.44 -14.96 -2.2% 657.44
Range 3.43 14.99 11.56 337.0% 18.47
ATR 5.17 5.88 0.70 13.6% 0.00
Volume
Daily Pivots for day following 05-Jul-1996
Classic Woodie Camarilla DeMark
R4 707.39 697.40 665.68
R3 692.40 682.41 661.56
R2 677.41 677.41 660.19
R1 667.42 667.42 658.81 664.92
PP 662.42 662.42 662.42 661.17
S1 652.43 652.43 656.07 649.93
S2 647.43 647.43 654.69
S3 632.44 637.44 653.32
S4 617.45 622.45 649.20
Weekly Pivots for week ending 05-Jul-1996
Classic Woodie Camarilla DeMark
R4 718.99 706.68 667.60
R3 700.52 688.21 662.52
R2 682.05 682.05 660.83
R1 669.74 669.74 659.13 666.66
PP 663.58 663.58 663.58 662.04
S1 651.27 651.27 655.75 648.19
S2 645.11 645.11 654.05
S3 626.64 632.80 652.36
S4 608.17 614.33 647.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 675.88 657.41 18.47 2.8% 6.23 0.9% 0% False True
10 675.88 657.41 18.47 2.8% 5.56 0.8% 0% False True
20 676.72 657.41 19.31 2.9% 5.53 0.8% 0% False True
40 681.10 643.18 37.92 5.8% 5.87 0.9% 38% False False
60 681.10 624.14 56.96 8.7% 6.01 0.9% 58% False False
80 681.10 624.14 56.96 8.7% 6.09 0.9% 58% False False
100 681.10 624.14 56.96 8.7% 6.64 1.0% 58% False False
120 681.10 598.47 82.63 12.6% 6.46 1.0% 71% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 736.11
2.618 711.64
1.618 696.65
1.000 687.39
0.618 681.66
HIGH 672.40
0.618 666.67
0.500 664.91
0.382 663.14
LOW 657.41
0.618 648.15
1.000 642.42
1.618 633.16
2.618 618.17
4.250 593.70
Fisher Pivots for day following 05-Jul-1996
Pivot 1 day 3 day
R1 664.91 666.65
PP 662.42 663.58
S1 659.93 660.51

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

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