S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Sep-1996
Day Change Summary
Previous Current
05-Sep-1996 06-Sep-1996 Change Change % Previous Week
Open 655.18 650.16 -5.02 -0.8% 651.64
High 655.61 658.21 2.60 0.4% 658.21
Low 648.89 649.44 0.55 0.1% 643.97
Close 649.44 655.68 6.24 1.0% 655.68
Range 6.72 8.77 2.05 30.5% 14.24
ATR 6.05 6.24 0.19 3.2% 0.00
Volume
Daily Pivots for day following 06-Sep-1996
Classic Woodie Camarilla DeMark
R4 680.75 676.99 660.50
R3 671.98 668.22 658.09
R2 663.21 663.21 657.29
R1 659.45 659.45 656.48 661.33
PP 654.44 654.44 654.44 655.39
S1 650.68 650.68 654.88 652.56
S2 645.67 645.67 654.07
S3 636.90 641.91 653.27
S4 628.13 633.14 650.86
Weekly Pivots for week ending 06-Sep-1996
Classic Woodie Camarilla DeMark
R4 695.34 689.75 663.51
R3 681.10 675.51 659.60
R2 666.86 666.86 658.29
R1 661.27 661.27 656.99 664.07
PP 652.62 652.62 652.62 654.02
S1 647.03 647.03 654.37 649.83
S2 638.38 638.38 653.07
S3 624.14 632.79 651.76
S4 609.90 618.55 647.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658.21 643.97 14.24 2.2% 7.35 1.1% 82% True False
10 670.68 643.97 26.71 4.1% 6.25 1.0% 44% False False
20 672.50 643.97 28.53 4.4% 5.39 0.8% 41% False False
40 672.50 605.88 66.62 10.2% 7.24 1.1% 75% False False
60 675.88 605.88 70.00 10.7% 6.82 1.0% 71% False False
80 681.10 605.88 75.22 11.5% 6.65 1.0% 66% False False
100 681.10 605.88 75.22 11.5% 6.59 1.0% 66% False False
120 681.10 605.88 75.22 11.5% 6.54 1.0% 66% 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 0.83
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 695.48
2.618 681.17
1.618 672.40
1.000 666.98
0.618 663.63
HIGH 658.21
0.618 654.86
0.500 653.83
0.382 652.79
LOW 649.44
0.618 644.02
1.000 640.67
1.618 635.25
2.618 626.48
4.250 612.17
Fisher Pivots for day following 06-Sep-1996
Pivot 1 day 3 day
R1 655.06 654.97
PP 654.44 654.26
S1 653.83 653.55

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

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