S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Aug-1996
Day Change Summary
Previous Current
07-Aug-1996 08-Aug-1996 Change Change % Previous Week
Open 662.54 664.01 1.47 0.2% 635.90
High 664.61 664.17 -0.44 -0.1% 662.49
Low 660.00 661.28 1.28 0.2% 629.22
Close 664.16 662.59 -1.57 -0.2% 662.49
Range 4.61 2.89 -1.72 -37.3% 33.27
ATR 8.03 7.66 -0.37 -4.6% 0.00
Volume
Daily Pivots for day following 08-Aug-1996
Classic Woodie Camarilla DeMark
R4 671.35 669.86 664.18
R3 668.46 666.97 663.38
R2 665.57 665.57 663.12
R1 664.08 664.08 662.85 663.38
PP 662.68 662.68 662.68 662.33
S1 661.19 661.19 662.33 660.49
S2 659.79 659.79 662.06
S3 656.90 658.30 661.80
S4 654.01 655.41 661.00
Weekly Pivots for week ending 02-Aug-1996
Classic Woodie Camarilla DeMark
R4 751.21 740.12 680.79
R3 717.94 706.85 671.64
R2 684.67 684.67 668.59
R1 673.58 673.58 665.54 679.13
PP 651.40 651.40 651.40 654.17
S1 640.31 640.31 659.44 645.86
S2 618.13 618.13 656.39
S3 584.86 607.04 653.34
S4 551.59 573.77 644.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 664.61 650.02 14.59 2.2% 6.10 0.9% 86% False False
10 664.61 629.22 35.39 5.3% 6.46 1.0% 94% False False
20 664.61 605.88 58.73 8.9% 9.10 1.4% 97% False False
40 675.88 605.88 70.00 10.6% 7.54 1.1% 81% False False
60 681.10 605.88 75.22 11.4% 7.07 1.1% 75% False False
80 681.10 605.88 75.22 11.4% 6.89 1.0% 75% False False
100 681.10 605.88 75.22 11.4% 6.77 1.0% 75% False False
120 681.10 605.88 75.22 11.4% 7.13 1.1% 75% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.04
Narrowest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 676.45
2.618 671.74
1.618 668.85
1.000 667.06
0.618 665.96
HIGH 664.17
0.618 663.07
0.500 662.73
0.382 662.38
LOW 661.28
0.618 659.49
1.000 658.39
1.618 656.60
2.618 653.71
4.250 649.00
Fisher Pivots for day following 08-Aug-1996
Pivot 1 day 3 day
R1 662.73 661.97
PP 662.68 661.34
S1 662.64 660.72

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

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