S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Sep-1996
Day Change Summary
Previous Current
24-Sep-1996 25-Sep-1996 Change Change % Previous Week
Open 686.44 685.94 -0.50 -0.1% 680.54
High 690.88 688.26 -2.62 -0.4% 687.07
Low 683.54 684.92 1.38 0.2% 679.06
Close 685.61 685.83 0.22 0.0% 687.03
Range 7.34 3.34 -4.00 -54.5% 8.01
ATR 6.07 5.88 -0.20 -3.2% 0.00
Volume
Daily Pivots for day following 25-Sep-1996
Classic Woodie Camarilla DeMark
R4 696.36 694.43 687.67
R3 693.02 691.09 686.75
R2 689.68 689.68 686.44
R1 687.75 687.75 686.14 687.05
PP 686.34 686.34 686.34 685.98
S1 684.41 684.41 685.52 683.71
S2 683.00 683.00 685.22
S3 679.66 681.07 684.91
S4 676.32 677.73 683.99
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% 5.16 0.8% 57% False False
10 690.88 667.28 23.60 3.4% 5.76 0.8% 79% False False
20 690.88 643.97 46.91 6.8% 6.24 0.9% 89% False False
40 690.88 633.74 57.14 8.3% 5.80 0.8% 91% False False
60 690.88 605.88 85.00 12.4% 7.04 1.0% 94% False False
80 690.88 605.88 85.00 12.4% 6.62 1.0% 94% False False
100 690.88 605.88 85.00 12.4% 6.63 1.0% 94% False False
120 690.88 605.88 85.00 12.4% 6.63 1.0% 94% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.93
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 702.46
2.618 697.00
1.618 693.66
1.000 691.60
0.618 690.32
HIGH 688.26
0.618 686.98
0.500 686.59
0.382 686.20
LOW 684.92
0.618 682.86
1.000 681.58
1.618 679.52
2.618 676.18
4.250 670.73
Fisher Pivots for day following 25-Sep-1996
Pivot 1 day 3 day
R1 686.59 685.95
PP 686.34 685.91
S1 686.08 685.87

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

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