S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Aug-1996
Day Change Summary
Previous Current
26-Aug-1996 27-Aug-1996 Change Change % Previous Week
Open 666.95 663.99 -2.96 -0.4% 665.12
High 667.03 666.40 -0.63 -0.1% 672.50
Low 662.36 663.50 1.14 0.2% 662.16
Close 663.88 666.40 2.52 0.4% 667.03
Range 4.67 2.90 -1.77 -37.9% 10.34
ATR 5.86 5.65 -0.21 -3.6% 0.00
Volume
Daily Pivots for day following 27-Aug-1996
Classic Woodie Camarilla DeMark
R4 674.13 673.17 668.00
R3 671.23 670.27 667.20
R2 668.33 668.33 666.93
R1 667.37 667.37 666.67 667.85
PP 665.43 665.43 665.43 665.68
S1 664.47 664.47 666.13 664.95
S2 662.53 662.53 665.87
S3 659.63 661.57 665.60
S4 656.73 658.67 664.81
Weekly Pivots for week ending 23-Aug-1996
Classic Woodie Camarilla DeMark
R4 698.25 692.98 672.72
R3 687.91 682.64 669.87
R2 677.57 677.57 668.93
R1 672.30 672.30 667.98 674.94
PP 667.23 667.23 667.23 668.55
S1 661.96 661.96 666.08 664.60
S2 656.89 656.89 665.13
S3 646.55 651.62 664.19
S4 636.21 641.28 661.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 672.50 662.16 10.34 1.6% 4.89 0.7% 41% False False
10 672.50 658.47 14.03 2.1% 4.00 0.6% 57% False False
20 672.50 633.74 38.76 5.8% 5.35 0.8% 84% False False
40 675.88 605.88 70.00 10.5% 7.43 1.1% 86% False False
60 680.32 605.88 74.44 11.2% 6.74 1.0% 81% False False
80 681.10 605.88 75.22 11.3% 6.73 1.0% 80% False False
100 681.10 605.88 75.22 11.3% 6.71 1.0% 80% False False
120 681.10 605.88 75.22 11.3% 6.75 1.0% 80% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 678.73
2.618 673.99
1.618 671.09
1.000 669.30
0.618 668.19
HIGH 666.40
0.618 665.29
0.500 664.95
0.382 664.61
LOW 663.50
0.618 661.71
1.000 660.60
1.618 658.81
2.618 655.91
4.250 651.18
Fisher Pivots for day following 27-Aug-1996
Pivot 1 day 3 day
R1 665.92 666.52
PP 665.43 666.48
S1 664.95 666.44

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

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