S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jul-1996
Day Change Summary
Previous Current
29-Jul-1996 30-Jul-1996 Change Change % Previous Week
Open 635.90 631.20 -4.70 -0.7% 638.69
High 635.90 635.26 -0.64 -0.1% 638.73
Low 630.90 629.22 -1.68 -0.3% 616.43
Close 630.91 635.26 4.35 0.7% 635.90
Range 5.00 6.04 1.04 20.8% 22.30
ATR 8.57 8.39 -0.18 -2.1% 0.00
Volume
Daily Pivots for day following 30-Jul-1996
Classic Woodie Camarilla DeMark
R4 651.37 649.35 638.58
R3 645.33 643.31 636.92
R2 639.29 639.29 636.37
R1 637.27 637.27 635.81 638.28
PP 633.25 633.25 633.25 633.75
S1 631.23 631.23 634.71 632.24
S2 627.21 627.21 634.15
S3 621.17 625.19 633.60
S4 615.13 619.15 631.94
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
5 636.23 616.43 19.80 3.1% 7.14 1.1% 95% False False
10 644.44 616.43 28.01 4.4% 8.36 1.3% 67% False False
20 675.88 605.88 70.00 11.0% 9.52 1.5% 42% False False
40 680.32 605.88 74.44 11.7% 7.44 1.2% 39% False False
60 681.10 605.88 75.22 11.8% 7.19 1.1% 39% False False
80 681.10 605.88 75.22 11.8% 7.04 1.1% 39% False False
100 681.10 605.88 75.22 11.8% 7.03 1.1% 39% False False
120 681.10 605.88 75.22 11.8% 7.11 1.1% 39% 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 1.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 660.93
2.618 651.07
1.618 645.03
1.000 641.30
0.618 638.99
HIGH 635.26
0.618 632.95
0.500 632.24
0.382 631.53
LOW 629.22
0.618 625.49
1.000 623.18
1.618 619.45
2.618 613.41
4.250 603.55
Fisher Pivots for day following 30-Jul-1996
Pivot 1 day 3 day
R1 634.25 634.42
PP 633.25 633.57
S1 632.24 632.73

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

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