S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Aug-1996
Day Change Summary
Previous Current
16-Aug-1996 19-Aug-1996 Change Change % Previous Week
Open 663.41 665.12 1.71 0.3% 661.98
High 666.34 667.12 0.78 0.1% 666.34
Low 662.26 665.00 2.74 0.4% 658.47
Close 665.21 666.58 1.37 0.2% 665.21
Range 4.08 2.12 -1.96 -48.0% 7.87
ATR 6.67 6.35 -0.33 -4.9% 0.00
Volume
Daily Pivots for day following 19-Aug-1996
Classic Woodie Camarilla DeMark
R4 672.59 671.71 667.75
R3 670.47 669.59 667.16
R2 668.35 668.35 666.97
R1 667.47 667.47 666.77 667.91
PP 666.23 666.23 666.23 666.46
S1 665.35 665.35 666.39 665.79
S2 664.11 664.11 666.19
S3 661.99 663.23 666.00
S4 659.87 661.11 665.41
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
5 667.12 658.47 8.65 1.3% 4.07 0.6% 94% True False
10 667.12 656.83 10.29 1.5% 4.56 0.7% 95% True False
20 667.12 616.43 50.69 7.6% 6.42 1.0% 99% True False
40 675.88 605.88 70.00 10.5% 7.50 1.1% 87% False False
60 680.32 605.88 74.44 11.2% 6.96 1.0% 82% False False
80 681.10 605.88 75.22 11.3% 6.85 1.0% 81% False False
100 681.10 605.88 75.22 11.3% 6.70 1.0% 81% False False
120 681.10 605.88 75.22 11.3% 6.90 1.0% 81% 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 1.46
Narrowest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 676.13
2.618 672.67
1.618 670.55
1.000 669.24
0.618 668.43
HIGH 667.12
0.618 666.31
0.500 666.06
0.382 665.81
LOW 665.00
0.618 663.69
1.000 662.88
1.618 661.57
2.618 659.45
4.250 655.99
Fisher Pivots for day following 19-Aug-1996
Pivot 1 day 3 day
R1 666.41 665.68
PP 666.23 664.78
S1 666.06 663.88

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

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