S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jul-1996
Day Change Summary
Previous Current
15-Jul-1996 16-Jul-1996 Change Change % Previous Week
Open 645.90 629.60 -16.30 -2.5% 657.01
High 646.19 631.99 -14.20 -2.2% 657.65
Low 629.69 605.88 -23.81 -3.8% 639.52
Close 629.80 628.37 -1.43 -0.2% 646.19
Range 16.50 26.11 9.61 58.2% 18.13
ATR 7.44 8.78 1.33 17.9% 0.00
Volume
Daily Pivots for day following 16-Jul-1996
Classic Woodie Camarilla DeMark
R4 700.41 690.50 642.73
R3 674.30 664.39 635.55
R2 648.19 648.19 633.16
R1 638.28 638.28 630.76 630.18
PP 622.08 622.08 622.08 618.03
S1 612.17 612.17 625.98 604.07
S2 595.97 595.97 623.58
S3 569.86 586.06 621.19
S4 543.75 559.95 614.01
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
5 656.27 605.88 50.39 8.0% 14.89 2.4% 45% False True
10 675.88 605.88 70.00 11.1% 10.68 1.7% 32% False True
20 675.88 605.88 70.00 11.1% 7.82 1.2% 32% False True
40 681.10 605.88 75.22 12.0% 6.94 1.1% 30% False True
60 681.10 605.88 75.22 12.0% 6.76 1.1% 30% False True
80 681.10 605.88 75.22 12.0% 6.60 1.1% 30% False True
100 681.10 605.88 75.22 12.0% 7.02 1.1% 30% False True
120 681.10 605.88 75.22 12.0% 6.88 1.1% 30% False True
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 0.92
Widest range in 2209 trading days
Fibonacci Retracements and Extensions
4.250 742.96
2.618 700.35
1.618 674.24
1.000 658.10
0.618 648.13
HIGH 631.99
0.618 622.02
0.500 618.94
0.382 615.85
LOW 605.88
0.618 589.74
1.000 579.77
1.618 563.63
2.618 537.52
4.250 494.91
Fisher Pivots for day following 16-Jul-1996
Pivot 1 day 3 day
R1 625.23 627.83
PP 622.08 627.30
S1 618.94 626.76

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

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