S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Nov-1996
Day Change Summary
Previous Current
13-Nov-1996 14-Nov-1996 Change Change % Previous Week
Open 729.61 731.08 1.47 0.2% 703.03
High 732.11 735.99 3.88 0.5% 730.82
Low 728.03 729.20 1.17 0.2% 702.84
Close 731.13 735.88 4.75 0.6% 730.82
Range 4.08 6.79 2.71 66.4% 27.98
ATR 5.80 5.87 0.07 1.2% 0.00
Volume
Daily Pivots for day following 14-Nov-1996
Classic Woodie Camarilla DeMark
R4 754.06 751.76 739.61
R3 747.27 744.97 737.75
R2 740.48 740.48 737.12
R1 738.18 738.18 736.50 739.33
PP 733.69 733.69 733.69 734.27
S1 731.39 731.39 735.26 732.54
S2 726.90 726.90 734.64
S3 720.11 724.60 734.01
S4 713.32 717.81 732.15
Weekly Pivots for week ending 08-Nov-1996
Classic Woodie Camarilla DeMark
R4 805.43 796.11 746.21
R3 777.45 768.13 738.51
R2 749.47 749.47 735.95
R1 740.15 740.15 733.38 744.81
PP 721.49 721.49 721.49 723.83
S1 712.17 712.17 728.26 716.83
S2 693.51 693.51 725.69
S3 665.53 684.19 723.13
S4 637.55 656.21 715.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 735.99 725.22 10.77 1.5% 4.79 0.7% 99% True False
10 735.99 701.30 34.69 4.7% 6.23 0.8% 100% True False
20 735.99 696.22 39.77 5.4% 5.99 0.8% 100% True False
40 735.99 681.01 54.98 7.5% 5.66 0.8% 100% True False
60 735.99 643.97 92.02 12.5% 5.86 0.8% 100% True False
80 735.99 626.65 109.34 14.9% 5.75 0.8% 100% True False
100 735.99 605.88 130.11 17.7% 6.49 0.9% 100% True False
120 735.99 605.88 130.11 17.7% 6.35 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 1.49
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 764.85
2.618 753.77
1.618 746.98
1.000 742.78
0.618 740.19
HIGH 735.99
0.618 733.40
0.500 732.60
0.382 731.79
LOW 729.20
0.618 725.00
1.000 722.41
1.618 718.21
2.618 711.42
4.250 700.34
Fisher Pivots for day following 14-Nov-1996
Pivot 1 day 3 day
R1 734.79 734.59
PP 733.69 733.30
S1 732.60 732.01

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

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