S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Sep-1996
Day Change Summary
Previous Current
25-Sep-1996 26-Sep-1996 Change Change % Previous Week
Open 685.94 685.72 -0.22 0.0% 680.54
High 688.26 690.15 1.89 0.3% 687.07
Low 684.92 683.77 -1.15 -0.2% 679.06
Close 685.83 685.86 0.03 0.0% 687.03
Range 3.34 6.38 3.04 91.0% 8.01
ATR 5.88 5.91 0.04 0.6% 0.00
Volume
Daily Pivots for day following 26-Sep-1996
Classic Woodie Camarilla DeMark
R4 705.73 702.18 689.37
R3 699.35 695.80 687.61
R2 692.97 692.97 687.03
R1 689.42 689.42 686.44 691.20
PP 686.59 686.59 686.59 687.48
S1 683.04 683.04 685.28 684.82
S2 680.21 680.21 684.69
S3 673.83 676.66 684.11
S4 667.45 670.28 682.35
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
5 690.88 681.01 9.87 1.4% 5.43 0.8% 49% False False
10 690.88 671.15 19.73 2.9% 5.82 0.8% 75% False False
20 690.88 643.97 46.91 6.8% 6.41 0.9% 89% False False
40 690.88 639.49 51.39 7.5% 5.79 0.8% 90% False False
60 690.88 605.88 85.00 12.4% 7.09 1.0% 94% False False
80 690.88 605.88 85.00 12.4% 6.64 1.0% 94% False False
100 690.88 605.88 85.00 12.4% 6.61 1.0% 94% False False
120 690.88 605.88 85.00 12.4% 6.53 1.0% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 717.27
2.618 706.85
1.618 700.47
1.000 696.53
0.618 694.09
HIGH 690.15
0.618 687.71
0.500 686.96
0.382 686.21
LOW 683.77
0.618 679.83
1.000 677.39
1.618 673.45
2.618 667.07
4.250 656.66
Fisher Pivots for day following 26-Sep-1996
Pivot 1 day 3 day
R1 686.96 687.21
PP 686.59 686.76
S1 686.23 686.31

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

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