S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Nov-1996
Day Change Summary
Previous Current
14-Nov-1996 15-Nov-1996 Change Change % Previous Week
Open 731.08 735.90 4.82 0.7% 730.79
High 735.99 741.92 5.93 0.8% 741.92
Low 729.20 735.13 5.93 0.8% 728.03
Close 735.88 737.62 1.74 0.2% 737.62
Range 6.79 6.79 0.00 0.0% 13.89
ATR 5.87 5.93 0.07 1.1% 0.00
Volume
Daily Pivots for day following 15-Nov-1996
Classic Woodie Camarilla DeMark
R4 758.59 754.90 741.35
R3 751.80 748.11 739.49
R2 745.01 745.01 738.86
R1 741.32 741.32 738.24 743.17
PP 738.22 738.22 738.22 739.15
S1 734.53 734.53 737.00 736.38
S2 731.43 731.43 736.38
S3 724.64 727.74 735.75
S4 717.85 720.95 733.89
Weekly Pivots for week ending 15-Nov-1996
Classic Woodie Camarilla DeMark
R4 777.53 771.46 745.26
R3 763.64 757.57 741.44
R2 749.75 749.75 740.17
R1 743.68 743.68 738.89 746.72
PP 735.86 735.86 735.86 737.37
S1 729.79 729.79 736.35 732.83
S2 721.97 721.97 735.07
S3 708.08 715.90 733.80
S4 694.19 702.01 729.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 741.92 728.03 13.89 1.9% 5.03 0.7% 69% True False
10 741.92 702.84 39.08 5.3% 6.18 0.8% 89% True False
20 741.92 696.22 45.70 6.2% 6.08 0.8% 91% True False
40 741.92 681.01 60.91 8.3% 5.72 0.8% 93% True False
60 741.92 643.97 97.95 13.3% 5.84 0.8% 96% True False
80 741.92 629.22 112.70 15.3% 5.75 0.8% 96% True False
100 741.92 605.88 136.04 18.4% 6.51 0.9% 97% True False
120 741.92 605.88 136.04 18.4% 6.34 0.9% 97% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 1.23
Fibonacci Retracements and Extensions
4.250 770.78
2.618 759.70
1.618 752.91
1.000 748.71
0.618 746.12
HIGH 741.92
0.618 739.33
0.500 738.53
0.382 737.72
LOW 735.13
0.618 730.93
1.000 728.34
1.618 724.14
2.618 717.35
4.250 706.27
Fisher Pivots for day following 15-Nov-1996
Pivot 1 day 3 day
R1 738.53 736.74
PP 738.22 735.86
S1 737.92 734.98

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

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