S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Aug-1996
Day Change Summary
Previous Current
15-Aug-1996 16-Aug-1996 Change Change % Previous Week
Open 662.02 663.41 1.39 0.2% 661.98
High 664.18 666.34 2.16 0.3% 666.34
Low 660.64 662.26 1.62 0.2% 658.47
Close 662.28 665.21 2.93 0.4% 665.21
Range 3.54 4.08 0.54 15.3% 7.87
ATR 6.87 6.67 -0.20 -2.9% 0.00
Volume
Daily Pivots for day following 16-Aug-1996
Classic Woodie Camarilla DeMark
R4 676.84 675.11 667.45
R3 672.76 671.03 666.33
R2 668.68 668.68 665.96
R1 666.95 666.95 665.58 667.82
PP 664.60 664.60 664.60 665.04
S1 662.87 662.87 664.84 663.74
S2 660.52 660.52 664.46
S3 656.44 658.79 664.09
S4 652.36 654.71 662.97
Weekly Pivots for week ending 16-Aug-1996
Classic Woodie Camarilla DeMark
R4 686.95 683.95 669.54
R3 679.08 676.08 667.37
R2 671.21 671.21 666.65
R1 668.21 668.21 665.93 669.71
PP 663.34 663.34 663.34 664.09
S1 660.34 660.34 664.49 661.84
S2 655.47 655.47 663.77
S3 647.60 652.47 663.05
S4 639.73 644.60 660.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 666.34 658.47 7.87 1.2% 5.01 0.8% 86% True False
10 666.34 656.83 9.51 1.4% 4.81 0.7% 88% True False
20 666.34 616.43 49.91 7.5% 6.73 1.0% 98% True False
40 675.88 605.88 70.00 10.5% 7.57 1.1% 85% False False
60 681.10 605.88 75.22 11.3% 7.05 1.1% 79% False False
80 681.10 605.88 75.22 11.3% 6.91 1.0% 79% False False
100 681.10 605.88 75.22 11.3% 6.74 1.0% 79% False False
120 681.10 605.88 75.22 11.3% 6.94 1.0% 79% 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 True
Bear Hook False
Bull Hook False
Stretch 1.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 683.68
2.618 677.02
1.618 672.94
1.000 670.42
0.618 668.86
HIGH 666.34
0.618 664.78
0.500 664.30
0.382 663.82
LOW 662.26
0.618 659.74
1.000 658.18
1.618 655.66
2.618 651.58
4.250 644.92
Fisher Pivots for day following 16-Aug-1996
Pivot 1 day 3 day
R1 664.91 664.28
PP 664.60 663.34
S1 664.30 662.41

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

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