S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jul-1996
Day Change Summary
Previous Current
10-Jul-1996 11-Jul-1996 Change Change % Previous Week
Open 654.51 655.34 0.83 0.1% 670.63
High 656.27 656.06 -0.21 0.0% 675.88
Low 648.39 639.52 -8.87 -1.4% 657.41
Close 656.06 645.67 -10.39 -1.6% 657.44
Range 7.88 16.54 8.66 109.9% 18.47
ATR 5.94 6.70 0.76 12.8% 0.00
Volume
Daily Pivots for day following 11-Jul-1996
Classic Woodie Camarilla DeMark
R4 696.70 687.73 654.77
R3 680.16 671.19 650.22
R2 663.62 663.62 648.70
R1 654.65 654.65 647.19 650.87
PP 647.08 647.08 647.08 645.19
S1 638.11 638.11 644.15 634.33
S2 630.54 630.54 642.64
S3 614.00 621.57 641.12
S4 597.46 605.03 636.57
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
5 672.40 639.52 32.88 5.1% 10.00 1.5% 19% False True
10 675.88 639.52 36.36 5.6% 7.35 1.1% 17% False True
20 675.88 639.52 36.36 5.6% 5.98 0.9% 17% False True
40 681.10 639.52 41.58 6.4% 6.05 0.9% 15% False True
60 681.10 630.07 51.03 7.9% 6.16 1.0% 31% False False
80 681.10 624.14 56.96 8.8% 6.19 1.0% 38% False False
100 681.10 624.14 56.96 8.8% 6.73 1.0% 38% False False
120 681.10 606.76 74.34 11.5% 6.56 1.0% 52% 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 0.75
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 726.36
2.618 699.36
1.618 682.82
1.000 672.60
0.618 666.28
HIGH 656.06
0.618 649.74
0.500 647.79
0.382 645.84
LOW 639.52
0.618 629.30
1.000 622.98
1.618 612.76
2.618 596.22
4.250 569.23
Fisher Pivots for day following 11-Jul-1996
Pivot 1 day 3 day
R1 647.79 648.06
PP 647.08 647.26
S1 646.38 646.47

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

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