S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Oct-1996
Day Change Summary
Previous Current
17-Oct-1996 18-Oct-1996 Change Change % Previous Week
Open 704.54 706.93 2.39 0.3% 700.94
High 708.52 711.04 2.52 0.4% 711.04
Low 704.41 706.11 1.70 0.2% 699.07
Close 706.99 710.82 3.83 0.5% 710.82
Range 4.11 4.93 0.82 20.0% 11.97
ATR 5.58 5.53 -0.05 -0.8% 0.00
Volume
Daily Pivots for day following 18-Oct-1996
Classic Woodie Camarilla DeMark
R4 724.11 722.40 713.53
R3 719.18 717.47 712.18
R2 714.25 714.25 711.72
R1 712.54 712.54 711.27 713.40
PP 709.32 709.32 709.32 709.75
S1 707.61 707.61 710.37 708.47
S2 704.39 704.39 709.92
S3 699.46 702.68 709.46
S4 694.53 697.75 708.11
Weekly Pivots for week ending 18-Oct-1996
Classic Woodie Camarilla DeMark
R4 742.89 738.82 717.40
R3 730.92 726.85 714.11
R2 718.95 718.95 713.01
R1 714.88 714.88 711.92 716.92
PP 706.98 706.98 706.98 707.99
S1 702.91 702.91 709.72 704.95
S2 695.01 695.01 708.63
S3 683.04 690.94 707.53
S4 671.07 678.97 704.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 711.04 699.07 11.97 1.7% 5.56 0.8% 98% True False
10 711.04 693.34 17.70 2.5% 5.39 0.8% 99% True False
20 711.04 681.01 30.03 4.2% 5.37 0.8% 99% True False
40 711.04 643.97 67.07 9.4% 5.72 0.8% 100% True False
60 711.04 629.22 81.82 11.5% 5.64 0.8% 100% True False
80 711.04 605.88 105.16 14.8% 6.62 0.9% 100% True False
100 711.04 605.88 105.16 14.8% 6.40 0.9% 100% True False
120 711.04 605.88 105.16 14.8% 6.49 0.9% 100% True 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 1.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 731.99
2.618 723.95
1.618 719.02
1.000 715.97
0.618 714.09
HIGH 711.04
0.618 709.16
0.500 708.58
0.382 707.99
LOW 706.11
0.618 703.06
1.000 701.18
1.618 698.13
2.618 693.20
4.250 685.16
Fisher Pivots for day following 18-Oct-1996
Pivot 1 day 3 day
R1 710.07 708.91
PP 709.32 707.00
S1 708.58 705.10

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

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