S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Sep-1996
Day Change Summary
Previous Current
19-Sep-1996 20-Sep-1996 Change Change % Previous Week
Open 681.40 683.01 1.61 0.2% 680.54
High 684.07 687.07 3.00 0.4% 687.07
Low 679.06 683.00 3.94 0.6% 679.06
Close 683.00 687.03 4.03 0.6% 687.03
Range 5.01 4.07 -0.94 -18.8% 8.01
ATR 6.12 5.97 -0.15 -2.4% 0.00
Volume
Daily Pivots for day following 20-Sep-1996
Classic Woodie Camarilla DeMark
R4 697.91 696.54 689.27
R3 693.84 692.47 688.15
R2 689.77 689.77 687.78
R1 688.40 688.40 687.40 689.09
PP 685.70 685.70 685.70 686.04
S1 684.33 684.33 686.66 685.02
S2 681.63 681.63 686.28
S3 677.56 680.26 685.91
S4 673.49 676.19 684.79
Weekly Pivots for week ending 20-Sep-1996
Classic Woodie Camarilla DeMark
R4 708.42 705.73 691.44
R3 700.41 697.72 689.23
R2 692.40 692.40 688.50
R1 689.71 689.71 687.76 691.06
PP 684.39 684.39 684.39 685.06
S1 681.70 681.70 686.30 683.05
S2 676.38 676.38 685.56
S3 668.37 673.69 684.83
S4 660.36 665.68 682.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 687.07 679.06 8.01 1.2% 4.98 0.7% 100% True False
10 687.07 655.68 31.39 4.6% 5.90 0.9% 100% True False
20 687.07 643.97 43.10 6.3% 6.08 0.9% 100% True False
40 687.07 629.22 57.85 8.4% 5.78 0.8% 100% True False
60 687.07 605.88 81.19 11.8% 7.04 1.0% 100% True False
80 687.07 605.88 81.19 11.8% 6.65 1.0% 100% True False
100 687.07 605.88 81.19 11.8% 6.71 1.0% 100% True False
120 687.07 605.88 81.19 11.8% 6.56 1.0% 100% True 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 0.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 704.37
2.618 697.73
1.618 693.66
1.000 691.14
0.618 689.59
HIGH 687.07
0.618 685.52
0.500 685.04
0.382 684.55
LOW 683.00
0.618 680.48
1.000 678.93
1.618 676.41
2.618 672.34
4.250 665.70
Fisher Pivots for day following 20-Sep-1996
Pivot 1 day 3 day
R1 686.37 685.71
PP 685.70 684.39
S1 685.04 683.07

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

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