S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Oct-1996
Day Change Summary
Previous Current
24-Oct-1996 25-Oct-1996 Change Change % Previous Week
Open 707.34 702.26 -5.08 -0.7% 710.78
High 708.25 704.11 -4.14 -0.6% 714.10
Low 702.11 700.53 -1.58 -0.2% 700.53
Close 702.29 700.92 -1.37 -0.2% 700.92
Range 6.14 3.58 -2.56 -41.7% 13.57
ATR 5.66 5.51 -0.15 -2.6% 0.00
Volume
Daily Pivots for day following 25-Oct-1996
Classic Woodie Camarilla DeMark
R4 712.59 710.34 702.89
R3 709.01 706.76 701.90
R2 705.43 705.43 701.58
R1 703.18 703.18 701.25 702.52
PP 701.85 701.85 701.85 701.52
S1 699.60 699.60 700.59 698.94
S2 698.27 698.27 700.26
S3 694.69 696.02 699.94
S4 691.11 692.44 698.95
Weekly Pivots for week ending 25-Oct-1996
Classic Woodie Camarilla DeMark
R4 745.89 736.98 708.38
R3 732.32 723.41 704.65
R2 718.75 718.75 703.41
R1 709.84 709.84 702.16 707.51
PP 705.18 705.18 705.18 704.02
S1 696.27 696.27 699.68 693.94
S2 691.61 691.61 698.43
S3 678.04 682.70 697.19
S4 664.47 669.13 693.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 714.10 700.53 13.57 1.9% 5.55 0.8% 3% False True
10 714.10 699.07 15.03 2.1% 5.56 0.8% 12% False False
20 714.10 684.44 29.66 4.2% 5.43 0.8% 56% False False
40 714.10 643.97 70.13 10.0% 5.77 0.8% 81% False False
60 714.10 643.97 70.13 10.0% 5.54 0.8% 81% False False
80 714.10 605.88 108.22 15.4% 6.67 1.0% 88% False False
100 714.10 605.88 108.22 15.4% 6.37 0.9% 88% False False
120 714.10 605.88 108.22 15.4% 6.40 0.9% 88% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 1.38
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 719.33
2.618 713.48
1.618 709.90
1.000 707.69
0.618 706.32
HIGH 704.11
0.618 702.74
0.500 702.32
0.382 701.90
LOW 700.53
0.618 698.32
1.000 696.95
1.618 694.74
2.618 691.16
4.250 685.32
Fisher Pivots for day following 25-Oct-1996
Pivot 1 day 3 day
R1 702.32 704.39
PP 701.85 703.23
S1 701.39 702.08

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

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