S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Nov-1996
Day Change Summary
Previous Current
18-Nov-1996 19-Nov-1996 Change Change % Previous Week
Open 737.64 736.92 -0.72 -0.1% 730.79
High 739.24 742.18 2.94 0.4% 741.92
Low 734.39 736.87 2.48 0.3% 728.03
Close 737.02 742.16 5.14 0.7% 737.62
Range 4.85 5.31 0.46 9.5% 13.89
ATR 5.86 5.82 -0.04 -0.7% 0.00
Volume
Daily Pivots for day following 19-Nov-1996
Classic Woodie Camarilla DeMark
R4 756.33 754.56 745.08
R3 751.02 749.25 743.62
R2 745.71 745.71 743.13
R1 743.94 743.94 742.65 744.83
PP 740.40 740.40 740.40 740.85
S1 738.63 738.63 741.67 739.52
S2 735.09 735.09 741.19
S3 729.78 733.32 740.70
S4 724.47 728.01 739.24
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
5 742.18 728.03 14.15 1.9% 5.56 0.7% 100% True False
10 742.18 712.83 29.35 4.0% 5.99 0.8% 100% True False
20 742.18 696.22 45.96 6.2% 6.01 0.8% 100% True False
40 742.18 683.73 58.45 7.9% 5.64 0.8% 100% True False
60 742.18 643.97 98.21 13.2% 5.84 0.8% 100% True False
80 742.18 629.22 112.96 15.2% 5.75 0.8% 100% True False
100 742.18 605.88 136.30 18.4% 6.50 0.9% 100% True False
120 742.18 605.88 136.30 18.4% 6.30 0.8% 100% True 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 1.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 764.75
2.618 756.08
1.618 750.77
1.000 747.49
0.618 745.46
HIGH 742.18
0.618 740.15
0.500 739.53
0.382 738.90
LOW 736.87
0.618 733.59
1.000 731.56
1.618 728.28
2.618 722.97
4.250 714.30
Fisher Pivots for day following 19-Nov-1996
Pivot 1 day 3 day
R1 741.28 740.87
PP 740.40 739.58
S1 739.53 738.29

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

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