S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Sep-1996
Day Change Summary
Previous Current
23-Sep-1996 24-Sep-1996 Change Change % Previous Week
Open 686.47 686.44 -0.03 0.0% 680.54
High 687.03 690.88 3.85 0.6% 687.07
Low 681.01 683.54 2.53 0.4% 679.06
Close 686.48 685.61 -0.87 -0.1% 687.03
Range 6.02 7.34 1.32 21.9% 8.01
ATR 5.98 6.07 0.10 1.6% 0.00
Volume
Daily Pivots for day following 24-Sep-1996
Classic Woodie Camarilla DeMark
R4 708.70 704.49 689.65
R3 701.36 697.15 687.63
R2 694.02 694.02 686.96
R1 689.81 689.81 686.28 688.25
PP 686.68 686.68 686.68 685.89
S1 682.47 682.47 684.94 680.91
S2 679.34 679.34 684.26
S3 672.00 675.13 683.59
S4 664.66 667.79 681.57
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
5 690.88 679.06 11.82 1.7% 5.29 0.8% 55% True False
10 690.88 661.79 29.09 4.2% 6.02 0.9% 82% True False
20 690.88 643.97 46.91 6.8% 6.22 0.9% 89% True False
40 690.88 629.22 61.66 9.0% 5.86 0.9% 91% True False
60 690.88 605.88 85.00 12.4% 7.07 1.0% 94% True False
80 690.88 605.88 85.00 12.4% 6.63 1.0% 94% True False
100 690.88 605.88 85.00 12.4% 6.68 1.0% 94% True False
120 690.88 605.88 85.00 12.4% 6.62 1.0% 94% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 722.08
2.618 710.10
1.618 702.76
1.000 698.22
0.618 695.42
HIGH 690.88
0.618 688.08
0.500 687.21
0.382 686.34
LOW 683.54
0.618 679.00
1.000 676.20
1.618 671.66
2.618 664.32
4.250 652.35
Fisher Pivots for day following 24-Sep-1996
Pivot 1 day 3 day
R1 687.21 685.95
PP 686.68 685.83
S1 686.14 685.72

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

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