S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Nov-1996
Day Change Summary
Previous Current
19-Nov-1996 20-Nov-1996 Change Change % Previous Week
Open 736.92 742.18 5.26 0.7% 730.79
High 742.18 746.99 4.81 0.6% 741.92
Low 736.87 740.40 3.53 0.5% 728.03
Close 742.16 743.95 1.79 0.2% 737.62
Range 5.31 6.59 1.28 24.1% 13.89
ATR 5.82 5.87 0.06 0.9% 0.00
Volume
Daily Pivots for day following 20-Nov-1996
Classic Woodie Camarilla DeMark
R4 763.55 760.34 747.57
R3 756.96 753.75 745.76
R2 750.37 750.37 745.16
R1 747.16 747.16 744.55 748.77
PP 743.78 743.78 743.78 744.58
S1 740.57 740.57 743.35 742.18
S2 737.19 737.19 742.74
S3 730.60 733.98 742.14
S4 724.01 727.39 740.33
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
5 746.99 729.20 17.79 2.4% 6.07 0.8% 83% True False
10 746.99 722.23 24.76 3.3% 5.48 0.7% 88% True False
20 746.99 696.22 50.77 6.8% 6.02 0.8% 94% True False
40 746.99 683.73 63.26 8.5% 5.73 0.8% 95% True False
60 746.99 643.97 103.02 13.8% 5.90 0.8% 97% True False
80 746.99 633.74 113.25 15.2% 5.76 0.8% 97% True False
100 746.99 605.88 141.11 19.0% 6.51 0.9% 98% True False
120 746.99 605.88 141.11 19.0% 6.32 0.8% 98% 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 1.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 775.00
2.618 764.24
1.618 757.65
1.000 753.58
0.618 751.06
HIGH 746.99
0.618 744.47
0.500 743.70
0.382 742.92
LOW 740.40
0.618 736.33
1.000 733.81
1.618 729.74
2.618 723.15
4.250 712.39
Fisher Pivots for day following 20-Nov-1996
Pivot 1 day 3 day
R1 743.87 742.86
PP 743.78 741.78
S1 743.70 740.69

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

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