S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Oct-1996
Day Change Summary
Previous Current
07-Oct-1996 08-Oct-1996 Change Change % Previous Week
Open 701.45 703.32 1.87 0.3% 686.19
High 704.17 705.76 1.59 0.2% 701.74
Low 701.39 699.88 -1.51 -0.2% 684.44
Close 703.34 700.64 -2.70 -0.4% 701.46
Range 2.78 5.88 3.10 111.5% 17.30
ATR 5.45 5.49 0.03 0.6% 0.00
Volume
Daily Pivots for day following 08-Oct-1996
Classic Woodie Camarilla DeMark
R4 719.73 716.07 703.87
R3 713.85 710.19 702.26
R2 707.97 707.97 701.72
R1 704.31 704.31 701.18 703.20
PP 702.09 702.09 702.09 701.54
S1 698.43 698.43 700.10 697.32
S2 696.21 696.21 699.56
S3 690.33 692.55 699.02
S4 684.45 686.67 697.41
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
5 705.76 689.08 16.68 2.4% 5.28 0.8% 69% True False
10 705.76 683.73 22.03 3.1% 4.87 0.7% 77% True False
20 705.76 661.79 43.97 6.3% 5.44 0.8% 88% True False
40 705.76 643.97 61.79 8.8% 5.42 0.8% 92% True False
60 705.76 605.88 99.88 14.3% 6.45 0.9% 95% True False
80 705.76 605.88 99.88 14.3% 6.52 0.9% 95% True False
100 705.76 605.88 99.88 14.3% 6.43 0.9% 95% True False
120 705.76 605.88 99.88 14.3% 6.42 0.9% 95% True 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 1.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 730.75
2.618 721.15
1.618 715.27
1.000 711.64
0.618 709.39
HIGH 705.76
0.618 703.51
0.500 702.82
0.382 702.13
LOW 699.88
0.618 696.25
1.000 694.00
1.618 690.37
2.618 684.49
4.250 674.89
Fisher Pivots for day following 08-Oct-1996
Pivot 1 day 3 day
R1 702.82 700.18
PP 702.09 699.73
S1 701.37 699.27

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

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