S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Oct-1996
Day Change Summary
Previous Current
10-Oct-1996 11-Oct-1996 Change Change % Previous Week
Open 696.44 695.12 -1.32 -0.2% 701.45
High 696.82 700.66 3.84 0.6% 705.76
Low 693.34 694.61 1.27 0.2% 693.34
Close 694.61 700.66 6.05 0.9% 700.66
Range 3.48 6.05 2.57 73.9% 12.42
ATR 5.50 5.54 0.04 0.7% 0.00
Volume
Daily Pivots for day following 11-Oct-1996
Classic Woodie Camarilla DeMark
R4 716.79 714.78 703.99
R3 710.74 708.73 702.32
R2 704.69 704.69 701.77
R1 702.68 702.68 701.21 703.69
PP 698.64 698.64 698.64 699.15
S1 696.63 696.63 700.11 697.64
S2 692.59 692.59 699.55
S3 686.54 690.58 699.00
S4 680.49 684.53 697.33
Weekly Pivots for week ending 11-Oct-1996
Classic Woodie Camarilla DeMark
R4 737.18 731.34 707.49
R3 724.76 718.92 704.08
R2 712.34 712.34 702.94
R1 706.50 706.50 701.80 703.21
PP 699.92 699.92 699.92 698.28
S1 694.08 694.08 699.52 690.79
S2 687.50 687.50 698.38
S3 675.08 681.66 697.24
S4 662.66 669.24 693.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 705.76 693.34 12.42 1.8% 5.23 0.7% 59% False False
10 705.76 684.44 21.32 3.0% 5.30 0.8% 76% False False
20 705.76 679.06 26.70 3.8% 5.22 0.7% 81% False False
40 705.76 643.97 61.79 8.8% 5.50 0.8% 92% False False
60 705.76 616.43 89.33 12.7% 5.98 0.9% 94% False False
80 705.76 605.88 99.88 14.3% 6.56 0.9% 95% False False
100 705.76 605.88 99.88 14.3% 6.46 0.9% 95% False False
120 705.76 605.88 99.88 14.3% 6.45 0.9% 95% 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 0.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 726.37
2.618 716.50
1.618 710.45
1.000 706.71
0.618 704.40
HIGH 700.66
0.618 698.35
0.500 697.64
0.382 696.92
LOW 694.61
0.618 690.87
1.000 688.56
1.618 684.82
2.618 678.77
4.250 668.90
Fisher Pivots for day following 11-Oct-1996
Pivot 1 day 3 day
R1 699.65 699.72
PP 698.64 698.79
S1 697.64 697.85

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

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