S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Oct-1996
Day Change Summary
Previous Current
14-Oct-1996 15-Oct-1996 Change Change % Previous Week
Open 700.94 704.66 3.72 0.5% 701.45
High 705.16 708.07 2.91 0.4% 705.76
Low 700.66 699.07 -1.59 -0.2% 693.34
Close 703.54 702.57 -0.97 -0.1% 700.66
Range 4.50 9.00 4.50 100.0% 12.42
ATR 5.47 5.72 0.25 4.6% 0.00
Volume
Daily Pivots for day following 15-Oct-1996
Classic Woodie Camarilla DeMark
R4 730.24 725.40 707.52
R3 721.24 716.40 705.05
R2 712.24 712.24 704.22
R1 707.40 707.40 703.40 705.32
PP 703.24 703.24 703.24 702.20
S1 698.40 698.40 701.75 696.32
S2 694.24 694.24 700.92
S3 685.24 689.40 700.10
S4 676.24 680.40 697.62
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
5 708.07 693.34 14.73 2.1% 6.19 0.9% 63% True False
10 708.07 689.08 18.99 2.7% 5.74 0.8% 71% True False
20 708.07 679.06 29.01 4.1% 5.31 0.8% 81% True False
40 708.07 643.97 64.10 9.1% 5.69 0.8% 91% True False
60 708.07 616.43 91.64 13.0% 5.93 0.8% 94% True False
80 708.07 605.88 102.19 14.5% 6.60 0.9% 95% True False
100 708.07 605.88 102.19 14.5% 6.45 0.9% 95% True False
120 708.07 605.88 102.19 14.5% 6.46 0.9% 95% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 746.32
2.618 731.63
1.618 722.63
1.000 717.07
0.618 713.63
HIGH 708.07
0.618 704.63
0.500 703.57
0.382 702.51
LOW 699.07
0.618 693.51
1.000 690.07
1.618 684.51
2.618 675.51
4.250 660.82
Fisher Pivots for day following 15-Oct-1996
Pivot 1 day 3 day
R1 703.57 702.16
PP 703.24 701.75
S1 702.90 701.34

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

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