S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jul-1996
Day Change Summary
Previous Current
19-Jul-1996 22-Jul-1996 Change Change % Previous Week
Open 643.22 638.69 -4.53 -0.7% 645.90
High 643.56 638.73 -4.83 -0.8% 646.19
Low 635.50 630.38 -5.12 -0.8% 605.88
Close 638.73 633.77 -4.96 -0.8% 638.73
Range 8.06 8.35 0.29 3.6% 40.31
ATR 8.85 8.81 -0.04 -0.4% 0.00
Volume
Daily Pivots for day following 22-Jul-1996
Classic Woodie Camarilla DeMark
R4 659.34 654.91 638.36
R3 650.99 646.56 636.07
R2 642.64 642.64 635.30
R1 638.21 638.21 634.54 636.25
PP 634.29 634.29 634.29 633.32
S1 629.86 629.86 633.00 627.90
S2 625.94 625.94 632.24
S3 617.59 621.51 631.47
S4 609.24 613.16 629.18
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
5 644.44 605.88 38.56 6.1% 12.38 2.0% 72% False False
10 656.60 605.88 50.72 8.0% 11.43 1.8% 55% False False
20 675.88 605.88 70.00 11.0% 8.59 1.4% 40% False False
40 680.32 605.88 74.44 11.7% 7.23 1.1% 37% False False
60 681.10 605.88 75.22 11.9% 6.99 1.1% 37% False False
80 681.10 605.88 75.22 11.9% 6.77 1.1% 37% False False
100 681.10 605.88 75.22 11.9% 7.00 1.1% 37% False False
120 681.10 605.88 75.22 11.9% 7.01 1.1% 37% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 674.22
2.618 660.59
1.618 652.24
1.000 647.08
0.618 643.89
HIGH 638.73
0.618 635.54
0.500 634.56
0.382 633.57
LOW 630.38
0.618 625.22
1.000 622.03
1.618 616.87
2.618 608.52
4.250 594.89
Fisher Pivots for day following 22-Jul-1996
Pivot 1 day 3 day
R1 634.56 637.41
PP 634.29 636.20
S1 634.03 634.98

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

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