S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jul-1996
Day Change Summary
Previous Current
11-Jul-1996 12-Jul-1996 Change Change % Previous Week
Open 655.34 645.75 -9.59 -1.5% 657.01
High 656.06 647.64 -8.42 -1.3% 657.65
Low 639.52 640.21 0.69 0.1% 639.52
Close 645.67 646.19 0.52 0.1% 646.19
Range 16.54 7.43 -9.11 -55.1% 18.13
ATR 6.70 6.75 0.05 0.8% 0.00
Volume
Daily Pivots for day following 12-Jul-1996
Classic Woodie Camarilla DeMark
R4 666.97 664.01 650.28
R3 659.54 656.58 648.23
R2 652.11 652.11 647.55
R1 649.15 649.15 646.87 650.63
PP 644.68 644.68 644.68 645.42
S1 641.72 641.72 645.51 643.20
S2 637.25 637.25 644.83
S3 629.82 634.29 644.15
S4 622.39 626.86 642.10
Weekly Pivots for week ending 12-Jul-1996
Classic Woodie Camarilla DeMark
R4 702.18 692.31 656.16
R3 684.05 674.18 651.18
R2 665.92 665.92 649.51
R1 656.05 656.05 647.85 651.92
PP 647.79 647.79 647.79 645.72
S1 637.92 637.92 644.53 633.79
S2 629.66 629.66 642.87
S3 611.53 619.79 641.20
S4 593.40 601.66 636.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 657.65 639.52 18.13 2.8% 8.49 1.3% 37% False False
10 675.88 639.52 36.36 5.6% 7.36 1.1% 18% False False
20 675.88 639.52 36.36 5.6% 6.10 0.9% 18% False False
40 681.10 639.52 41.58 6.4% 6.10 0.9% 16% False False
60 681.10 630.07 51.03 7.9% 6.17 1.0% 32% False False
80 681.10 624.14 56.96 8.8% 6.21 1.0% 39% False False
100 681.10 624.14 56.96 8.8% 6.76 1.0% 39% False False
120 681.10 610.65 70.45 10.9% 6.57 1.0% 50% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 679.22
2.618 667.09
1.618 659.66
1.000 655.07
0.618 652.23
HIGH 647.64
0.618 644.80
0.500 643.93
0.382 643.05
LOW 640.21
0.618 635.62
1.000 632.78
1.618 628.19
2.618 620.76
4.250 608.63
Fisher Pivots for day following 12-Jul-1996
Pivot 1 day 3 day
R1 645.44 647.90
PP 644.68 647.33
S1 643.93 646.76

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

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