S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Nov-1996
Day Change Summary
Previous Current
04-Nov-1996 05-Nov-1996 Change Change % Previous Week
Open 703.03 707.00 3.97 0.6% 701.12
High 707.02 714.56 7.54 1.1% 708.60
Low 702.84 706.73 3.89 0.6% 696.22
Close 706.73 714.14 7.41 1.0% 703.77
Range 4.18 7.83 3.65 87.3% 12.38
ATR 5.67 5.83 0.15 2.7% 0.00
Volume
Daily Pivots for day following 05-Nov-1996
Classic Woodie Camarilla DeMark
R4 735.30 732.55 718.45
R3 727.47 724.72 716.29
R2 719.64 719.64 715.58
R1 716.89 716.89 714.86 718.27
PP 711.81 711.81 711.81 712.50
S1 709.06 709.06 713.42 710.44
S2 703.98 703.98 712.70
S3 696.15 701.23 711.99
S4 688.32 693.40 709.83
Weekly Pivots for week ending 01-Nov-1996
Classic Woodie Camarilla DeMark
R4 740.00 734.27 710.58
R3 727.62 721.89 707.17
R2 715.24 715.24 706.04
R1 709.51 709.51 704.90 712.38
PP 702.86 702.86 702.86 704.30
S1 697.13 697.13 702.64 700.00
S2 690.48 690.48 701.50
S3 678.10 684.75 700.37
S4 665.72 672.37 696.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 714.56 700.05 14.51 2.0% 5.79 0.8% 97% True False
10 714.56 696.22 18.34 2.6% 6.02 0.8% 98% True False
20 714.56 693.34 21.22 3.0% 5.86 0.8% 98% True False
40 714.56 661.79 52.77 7.4% 5.65 0.8% 99% True False
60 714.56 643.97 70.59 9.9% 5.57 0.8% 99% True False
80 714.56 605.88 108.68 15.2% 6.30 0.9% 100% True False
100 714.56 605.88 108.68 15.2% 6.38 0.9% 100% True False
120 714.56 605.88 108.68 15.2% 6.34 0.9% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.45
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 747.84
2.618 735.06
1.618 727.23
1.000 722.39
0.618 719.40
HIGH 714.56
0.618 711.57
0.500 710.65
0.382 709.72
LOW 706.73
0.618 701.89
1.000 698.90
1.618 694.06
2.618 686.23
4.250 673.45
Fisher Pivots for day following 05-Nov-1996
Pivot 1 day 3 day
R1 712.98 712.07
PP 711.81 710.00
S1 710.65 707.93

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

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