S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Jul-1996
Day Change Summary
Previous Current
18-Jul-1996 19-Jul-1996 Change Change % Previous Week
Open 633.99 643.22 9.23 1.5% 645.90
High 644.44 643.56 -0.88 -0.1% 646.19
Low 633.29 635.50 2.21 0.3% 605.88
Close 643.56 638.73 -4.83 -0.8% 638.73
Range 11.15 8.06 -3.09 -27.7% 40.31
ATR 8.91 8.85 -0.06 -0.7% 0.00
Volume
Daily Pivots for day following 19-Jul-1996
Classic Woodie Camarilla DeMark
R4 663.44 659.15 643.16
R3 655.38 651.09 640.95
R2 647.32 647.32 640.21
R1 643.03 643.03 639.47 641.15
PP 639.26 639.26 639.26 638.32
S1 634.97 634.97 637.99 633.09
S2 631.20 631.20 637.25
S3 623.14 626.91 636.51
S4 615.08 618.85 634.30
Weekly Pivots for week ending 19-Jul-1996
Classic Woodie Camarilla DeMark
R4 751.20 735.27 660.90
R3 710.89 694.96 649.82
R2 670.58 670.58 646.12
R1 654.65 654.65 642.43 642.46
PP 630.27 630.27 630.27 624.17
S1 614.34 614.34 635.03 602.15
S2 589.96 589.96 631.34
S3 549.65 574.03 627.64
S4 509.34 533.72 616.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 646.19 605.88 40.31 6.3% 14.01 2.2% 81% False False
10 657.65 605.88 51.77 8.1% 11.25 1.8% 63% False False
20 675.88 605.88 70.00 11.0% 8.41 1.3% 47% False False
40 681.10 605.88 75.22 11.8% 7.21 1.1% 44% False False
60 681.10 605.88 75.22 11.8% 6.97 1.1% 44% False False
80 681.10 605.88 75.22 11.8% 6.75 1.1% 44% False False
100 681.10 605.88 75.22 11.8% 6.98 1.1% 44% False False
120 681.10 605.88 75.22 11.8% 6.97 1.1% 44% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 677.82
2.618 664.66
1.618 656.60
1.000 651.62
0.618 648.54
HIGH 643.56
0.618 640.48
0.500 639.53
0.382 638.58
LOW 635.50
0.618 630.52
1.000 627.44
1.618 622.46
2.618 614.40
4.250 601.25
Fisher Pivots for day following 19-Jul-1996
Pivot 1 day 3 day
R1 639.53 637.96
PP 639.26 637.18
S1 639.00 636.41

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

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