S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Oct-1996
Day Change Summary
Previous Current
08-Oct-1996 09-Oct-1996 Change Change % Previous Week
Open 703.32 701.05 -2.27 -0.3% 686.19
High 705.76 702.36 -3.40 -0.5% 701.74
Low 699.88 694.42 -5.46 -0.8% 684.44
Close 700.64 696.74 -3.90 -0.6% 701.46
Range 5.88 7.94 2.06 35.0% 17.30
ATR 5.49 5.66 0.18 3.2% 0.00
Volume
Daily Pivots for day following 09-Oct-1996
Classic Woodie Camarilla DeMark
R4 721.66 717.14 701.11
R3 713.72 709.20 698.92
R2 705.78 705.78 698.20
R1 701.26 701.26 697.47 699.55
PP 697.84 697.84 697.84 696.99
S1 693.32 693.32 696.01 691.61
S2 689.90 689.90 695.28
S3 681.96 685.38 694.56
S4 674.02 677.44 692.37
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
5 705.76 691.78 13.98 2.0% 5.72 0.8% 35% False False
10 705.76 683.73 22.03 3.2% 5.33 0.8% 59% False False
20 705.76 667.28 38.48 5.5% 5.54 0.8% 77% False False
40 705.76 643.97 61.79 8.9% 5.45 0.8% 85% False False
60 705.76 616.43 89.33 12.8% 6.14 0.9% 90% False False
80 705.76 605.88 99.88 14.3% 6.56 0.9% 91% False False
100 705.76 605.88 99.88 14.3% 6.46 0.9% 91% False False
120 705.76 605.88 99.88 14.3% 6.45 0.9% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 736.11
2.618 723.15
1.618 715.21
1.000 710.30
0.618 707.27
HIGH 702.36
0.618 699.33
0.500 698.39
0.382 697.45
LOW 694.42
0.618 689.51
1.000 686.48
1.618 681.57
2.618 673.63
4.250 660.68
Fisher Pivots for day following 09-Oct-1996
Pivot 1 day 3 day
R1 698.39 700.09
PP 697.84 698.97
S1 697.29 697.86

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

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