S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Aug-1996
Day Change Summary
Previous Current
27-Aug-1996 28-Aug-1996 Change Change % Previous Week
Open 663.99 666.23 2.24 0.3% 665.12
High 666.40 667.41 1.01 0.2% 672.50
Low 663.50 664.39 0.89 0.1% 662.16
Close 666.40 664.81 -1.59 -0.2% 667.03
Range 2.90 3.02 0.12 4.1% 10.34
ATR 5.65 5.46 -0.19 -3.3% 0.00
Volume
Daily Pivots for day following 28-Aug-1996
Classic Woodie Camarilla DeMark
R4 674.60 672.72 666.47
R3 671.58 669.70 665.64
R2 668.56 668.56 665.36
R1 666.68 666.68 665.09 666.11
PP 665.54 665.54 665.54 665.25
S1 663.66 663.66 664.53 663.09
S2 662.52 662.52 664.26
S3 659.50 660.64 663.98
S4 656.48 657.62 663.15
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
5 672.50 662.36 10.14 1.5% 4.79 0.7% 24% False False
10 672.50 660.64 11.86 1.8% 3.91 0.6% 35% False False
20 672.50 639.49 33.01 5.0% 5.16 0.8% 77% False False
40 673.64 605.88 67.76 10.2% 7.43 1.1% 87% False False
60 680.32 605.88 74.44 11.2% 6.71 1.0% 79% False False
80 681.10 605.88 75.22 11.3% 6.66 1.0% 78% False False
100 681.10 605.88 75.22 11.3% 6.56 1.0% 78% False False
120 681.10 605.88 75.22 11.3% 6.56 1.0% 78% 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 False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 680.25
2.618 675.32
1.618 672.30
1.000 670.43
0.618 669.28
HIGH 667.41
0.618 666.26
0.500 665.90
0.382 665.54
LOW 664.39
0.618 662.52
1.000 661.37
1.618 659.50
2.618 656.48
4.250 651.56
Fisher Pivots for day following 28-Aug-1996
Pivot 1 day 3 day
R1 665.90 664.89
PP 665.54 664.86
S1 665.17 664.84

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

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