S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Aug-1996
Day Change Summary
Previous Current
14-Aug-1996 15-Aug-1996 Change Change % Previous Week
Open 660.19 662.02 1.83 0.3% 662.52
High 662.42 664.18 1.76 0.3% 665.37
Low 658.47 660.64 2.17 0.3% 656.83
Close 662.05 662.28 0.23 0.0% 662.10
Range 3.95 3.54 -0.41 -10.4% 8.54
ATR 7.13 6.87 -0.26 -3.6% 0.00
Volume
Daily Pivots for day following 15-Aug-1996
Classic Woodie Camarilla DeMark
R4 672.99 671.17 664.23
R3 669.45 667.63 663.25
R2 665.91 665.91 662.93
R1 664.09 664.09 662.60 665.00
PP 662.37 662.37 662.37 662.82
S1 660.55 660.55 661.96 661.46
S2 658.83 658.83 661.63
S3 655.29 657.01 661.31
S4 651.75 653.47 660.33
Weekly Pivots for week ending 09-Aug-1996
Classic Woodie Camarilla DeMark
R4 687.05 683.12 666.80
R3 678.51 674.58 664.45
R2 669.97 669.97 663.67
R1 666.04 666.04 662.88 663.74
PP 661.43 661.43 661.43 660.28
S1 657.50 657.50 661.32 655.20
S2 652.89 652.89 660.53
S3 644.35 648.96 659.75
S4 635.81 640.42 657.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665.77 658.47 7.30 1.1% 5.20 0.8% 52% False False
10 665.77 650.02 15.75 2.4% 5.65 0.9% 78% False False
20 665.77 616.43 49.34 7.5% 6.93 1.0% 93% False False
40 675.88 605.88 70.00 10.6% 7.62 1.2% 81% False False
60 681.10 605.88 75.22 11.4% 7.10 1.1% 75% False False
80 681.10 605.88 75.22 11.4% 6.92 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% 6.98 1.1% 75% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 679.23
2.618 673.45
1.618 669.91
1.000 667.72
0.618 666.37
HIGH 664.18
0.618 662.83
0.500 662.41
0.382 661.99
LOW 660.64
0.618 658.45
1.000 657.10
1.618 654.91
2.618 651.37
4.250 645.60
Fisher Pivots for day following 15-Aug-1996
Pivot 1 day 3 day
R1 662.41 662.23
PP 662.37 662.17
S1 662.32 662.12

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

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