S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Aug-1996
Day Change Summary
Previous Current
29-Aug-1996 30-Aug-1996 Change Change % Previous Week
Open 664.54 657.68 -6.86 -1.0% 666.95
High 664.81 657.71 -7.10 -1.1% 667.41
Low 655.35 650.52 -4.83 -0.7% 650.52
Close 657.40 651.99 -5.41 -0.8% 651.99
Range 9.46 7.19 -2.27 -24.0% 16.89
ATR 5.75 5.85 0.10 1.8% 0.00
Volume
Daily Pivots for day following 30-Aug-1996
Classic Woodie Camarilla DeMark
R4 674.98 670.67 655.94
R3 667.79 663.48 653.97
R2 660.60 660.60 653.31
R1 656.29 656.29 652.65 654.85
PP 653.41 653.41 653.41 652.69
S1 649.10 649.10 651.33 647.66
S2 646.22 646.22 650.67
S3 639.03 641.91 650.01
S4 631.84 634.72 648.04
Weekly Pivots for week ending 30-Aug-1996
Classic Woodie Camarilla DeMark
R4 707.31 696.54 661.28
R3 690.42 679.65 656.63
R2 673.53 673.53 655.09
R1 662.76 662.76 653.54 659.70
PP 656.64 656.64 656.64 655.11
S1 645.87 645.87 650.44 642.81
S2 639.75 639.75 648.89
S3 622.86 628.98 647.35
S4 605.97 612.09 642.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.41 650.52 16.89 2.6% 5.45 0.8% 9% False True
10 672.50 650.52 21.98 3.4% 4.81 0.7% 7% False True
20 672.50 650.52 21.98 3.4% 4.81 0.7% 7% False True
40 672.50 605.88 66.62 10.2% 7.38 1.1% 69% False False
60 676.72 605.88 70.84 10.9% 6.76 1.0% 65% False False
80 681.10 605.88 75.22 11.5% 6.63 1.0% 61% False False
100 681.10 605.88 75.22 11.5% 6.56 1.0% 61% False False
120 681.10 605.88 75.22 11.5% 6.52 1.0% 61% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 688.27
2.618 676.53
1.618 669.34
1.000 664.90
0.618 662.15
HIGH 657.71
0.618 654.96
0.500 654.12
0.382 653.27
LOW 650.52
0.618 646.08
1.000 643.33
1.618 638.89
2.618 631.70
4.250 619.96
Fisher Pivots for day following 30-Aug-1996
Pivot 1 day 3 day
R1 654.12 658.97
PP 653.41 656.64
S1 652.70 654.32

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

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