S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Oct-1996
Day Change Summary
Previous Current
22-Oct-1996 23-Oct-1996 Change Change % Previous Week
Open 709.18 706.41 -2.77 -0.4% 700.94
High 709.85 707.31 -2.54 -0.4% 711.04
Low 704.55 700.98 -3.57 -0.5% 699.07
Close 706.57 707.27 0.70 0.1% 710.82
Range 5.30 6.33 1.03 19.4% 11.97
ATR 5.57 5.62 0.05 1.0% 0.00
Volume
Daily Pivots for day following 23-Oct-1996
Classic Woodie Camarilla DeMark
R4 724.18 722.05 710.75
R3 717.85 715.72 709.01
R2 711.52 711.52 708.43
R1 709.39 709.39 707.85 710.46
PP 705.19 705.19 705.19 705.72
S1 703.06 703.06 706.69 704.13
S2 698.86 698.86 706.11
S3 692.53 696.73 705.53
S4 686.20 690.40 703.79
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
5 714.10 700.98 13.12 1.9% 5.41 0.8% 48% False True
10 714.10 693.34 20.76 2.9% 5.54 0.8% 67% False False
20 714.10 683.73 30.37 4.3% 5.43 0.8% 78% False False
40 714.10 643.97 70.13 9.9% 5.84 0.8% 90% False False
60 714.10 633.74 80.36 11.4% 5.68 0.8% 92% False False
80 714.10 605.88 108.22 15.3% 6.64 0.9% 94% False False
100 714.10 605.88 108.22 15.3% 6.38 0.9% 94% False False
120 714.10 605.88 108.22 15.3% 6.43 0.9% 94% 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 1.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 734.21
2.618 723.88
1.618 717.55
1.000 713.64
0.618 711.22
HIGH 707.31
0.618 704.89
0.500 704.15
0.382 703.40
LOW 700.98
0.618 697.07
1.000 694.65
1.618 690.74
2.618 684.41
4.250 674.08
Fisher Pivots for day following 23-Oct-1996
Pivot 1 day 3 day
R1 706.23 707.54
PP 705.19 707.45
S1 704.15 707.36

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

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