S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Oct-1996
Day Change Summary
Previous Current
03-Oct-1996 04-Oct-1996 Change Change % Previous Week
Open 694.02 693.12 -0.90 -0.1% 686.19
High 694.81 701.74 6.93 1.0% 701.74
Low 691.78 692.78 1.00 0.1% 684.44
Close 692.78 701.46 8.68 1.3% 701.46
Range 3.03 8.96 5.93 195.7% 17.30
ATR 5.41 5.66 0.25 4.7% 0.00
Volume
Daily Pivots for day following 04-Oct-1996
Classic Woodie Camarilla DeMark
R4 725.54 722.46 706.39
R3 716.58 713.50 703.92
R2 707.62 707.62 703.10
R1 704.54 704.54 702.28 706.08
PP 698.66 698.66 698.66 699.43
S1 695.58 695.58 700.64 697.12
S2 689.70 689.70 699.82
S3 680.74 686.62 699.00
S4 671.78 677.66 696.53
Weekly Pivots for week ending 04-Oct-1996
Classic Woodie Camarilla DeMark
R4 747.78 741.92 710.98
R3 730.48 724.62 706.22
R2 713.18 713.18 704.63
R1 707.32 707.32 703.05 710.25
PP 695.88 695.88 695.88 697.35
S1 690.02 690.02 699.87 692.95
S2 678.58 678.58 698.29
S3 661.28 672.72 696.70
S4 643.98 655.42 691.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 701.74 684.44 17.30 2.5% 5.38 0.8% 98% True False
10 701.74 681.01 20.73 3.0% 5.34 0.8% 99% True False
20 701.74 655.68 46.06 6.6% 5.62 0.8% 99% True False
40 701.74 643.97 57.77 8.2% 5.50 0.8% 100% True False
60 701.74 605.88 95.86 13.7% 6.70 1.0% 100% True False
80 701.74 605.88 95.86 13.7% 6.52 0.9% 100% True False
100 701.74 605.88 95.86 13.7% 6.44 0.9% 100% True False
120 701.74 605.88 95.86 13.7% 6.43 0.9% 100% 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 1.14
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 739.82
2.618 725.20
1.618 716.24
1.000 710.70
0.618 707.28
HIGH 701.74
0.618 698.32
0.500 697.26
0.382 696.20
LOW 692.78
0.618 687.24
1.000 683.82
1.618 678.28
2.618 669.32
4.250 654.70
Fisher Pivots for day following 04-Oct-1996
Pivot 1 day 3 day
R1 700.06 699.44
PP 698.66 697.43
S1 697.26 695.41

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

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