S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jul-1996
Day Change Summary
Previous Current
25-Jul-1996 26-Jul-1996 Change Change % Previous Week
Open 626.80 631.42 4.62 0.7% 638.69
High 633.57 636.23 2.66 0.4% 638.73
Low 626.65 631.17 4.52 0.7% 616.43
Close 631.17 635.90 4.73 0.7% 635.90
Range 6.92 5.06 -1.86 -26.9% 22.30
ATR 9.13 8.84 -0.29 -3.2% 0.00
Volume
Daily Pivots for day following 26-Jul-1996
Classic Woodie Camarilla DeMark
R4 649.61 647.82 638.68
R3 644.55 642.76 637.29
R2 639.49 639.49 636.83
R1 637.70 637.70 636.36 638.60
PP 634.43 634.43 634.43 634.88
S1 632.64 632.64 635.44 633.54
S2 629.37 629.37 634.97
S3 624.31 627.58 634.51
S4 619.25 622.52 633.12
Weekly Pivots for week ending 26-Jul-1996
Classic Woodie Camarilla DeMark
R4 697.25 688.88 648.17
R3 674.95 666.58 642.03
R2 652.65 652.65 639.99
R1 644.28 644.28 637.94 637.32
PP 630.35 630.35 630.35 626.87
S1 621.98 621.98 633.86 615.02
S2 608.05 608.05 631.81
S3 585.75 599.68 629.77
S4 563.45 577.38 623.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 638.73 616.43 22.30 3.5% 9.01 1.4% 87% False False
10 646.19 605.88 40.31 6.3% 11.51 1.8% 74% False False
20 675.88 605.88 70.00 11.0% 9.43 1.5% 43% False False
40 680.32 605.88 74.44 11.7% 7.43 1.2% 40% False False
60 681.10 605.88 75.22 11.8% 7.35 1.2% 40% False False
80 681.10 605.88 75.22 11.8% 6.98 1.1% 40% False False
100 681.10 605.88 75.22 11.8% 7.02 1.1% 40% False False
120 681.10 605.88 75.22 11.8% 7.14 1.1% 40% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 1.20
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 657.74
2.618 649.48
1.618 644.42
1.000 641.29
0.618 639.36
HIGH 636.23
0.618 634.30
0.500 633.70
0.382 633.10
LOW 631.17
0.618 628.04
1.000 626.11
1.618 622.98
2.618 617.92
4.250 609.67
Fisher Pivots for day following 26-Jul-1996
Pivot 1 day 3 day
R1 635.17 632.71
PP 634.43 629.52
S1 633.70 626.33

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

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