S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Sep-1996
Day Change Summary
Previous Current
26-Sep-1996 27-Sep-1996 Change Change % Previous Week
Open 685.72 685.87 0.15 0.0% 686.47
High 690.15 687.11 -3.04 -0.4% 690.88
Low 683.77 683.73 -0.04 0.0% 681.01
Close 685.86 686.19 0.33 0.0% 686.19
Range 6.38 3.38 -3.00 -47.0% 9.87
ATR 5.91 5.73 -0.18 -3.1% 0.00
Volume
Daily Pivots for day following 27-Sep-1996
Classic Woodie Camarilla DeMark
R4 695.82 694.38 688.05
R3 692.44 691.00 687.12
R2 689.06 689.06 686.81
R1 687.62 687.62 686.50 688.34
PP 685.68 685.68 685.68 686.04
S1 684.24 684.24 685.88 684.96
S2 682.30 682.30 685.57
S3 678.92 680.86 685.26
S4 675.54 677.48 684.33
Weekly Pivots for week ending 27-Sep-1996
Classic Woodie Camarilla DeMark
R4 715.64 710.78 691.62
R3 705.77 700.91 688.90
R2 695.90 695.90 688.00
R1 691.04 691.04 687.09 688.54
PP 686.03 686.03 686.03 684.77
S1 681.17 681.17 685.29 678.67
S2 676.16 676.16 684.38
S3 666.29 671.30 683.48
S4 656.42 661.43 680.76
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% 5.29 0.8% 52% False False
10 690.88 679.06 11.82 1.7% 5.14 0.7% 60% False False
20 690.88 643.97 46.91 6.8% 6.11 0.9% 90% False False
40 690.88 643.97 46.91 6.8% 5.59 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% 6.60 1.0% 94% False False
100 690.88 605.88 85.00 12.4% 6.60 1.0% 94% False False
120 690.88 605.88 85.00 12.4% 6.52 0.9% 94% False 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 701.48
2.618 695.96
1.618 692.58
1.000 690.49
0.618 689.20
HIGH 687.11
0.618 685.82
0.500 685.42
0.382 685.02
LOW 683.73
0.618 681.64
1.000 680.35
1.618 678.26
2.618 674.88
4.250 669.37
Fisher Pivots for day following 27-Sep-1996
Pivot 1 day 3 day
R1 685.93 686.94
PP 685.68 686.69
S1 685.42 686.44

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

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