S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Dec-1996
Day Change Summary
Previous Current
02-Dec-1996 03-Dec-1996 Change Change % Previous Week
Open 757.02 756.49 -0.53 -0.1% 748.75
High 757.03 761.75 4.72 0.6% 762.12
Low 751.49 747.58 -3.91 -0.5% 747.99
Close 756.56 748.28 -8.28 -1.1% 757.02
Range 5.54 14.17 8.63 155.8% 14.13
ATR 5.86 6.45 0.59 10.1% 0.00
Volume
Daily Pivots for day following 03-Dec-1996
Classic Woodie Camarilla DeMark
R4 795.05 785.83 756.07
R3 780.88 771.66 752.18
R2 766.71 766.71 750.88
R1 757.49 757.49 749.58 755.02
PP 752.54 752.54 752.54 751.30
S1 743.32 743.32 746.98 740.85
S2 738.37 738.37 745.68
S3 724.20 729.15 744.38
S4 710.03 714.98 740.49
Weekly Pivots for week ending 29-Nov-1996
Classic Woodie Camarilla DeMark
R4 798.10 791.69 764.79
R3 783.97 777.56 760.91
R2 769.84 769.84 759.61
R1 763.43 763.43 758.32 766.64
PP 755.71 755.71 755.71 757.31
S1 749.30 749.30 755.72 752.51
S2 741.58 741.58 754.43
S3 727.45 735.17 753.13
S4 713.32 721.04 749.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 762.12 747.58 14.54 1.9% 7.28 1.0% 5% False True
10 762.12 736.87 25.25 3.4% 6.75 0.9% 45% False False
20 762.12 706.73 55.39 7.4% 6.50 0.9% 75% False False
40 762.12 693.34 68.78 9.2% 6.13 0.8% 80% False False
60 762.12 661.55 100.57 13.4% 5.87 0.8% 86% False False
80 762.12 643.97 118.15 15.8% 5.79 0.8% 88% False False
100 762.12 605.88 156.24 20.9% 6.43 0.9% 91% False False
120 762.12 605.88 156.24 20.9% 6.37 0.9% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.48
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 821.97
2.618 798.85
1.618 784.68
1.000 775.92
0.618 770.51
HIGH 761.75
0.618 756.34
0.500 754.67
0.382 752.99
LOW 747.58
0.618 738.82
1.000 733.41
1.618 724.65
2.618 710.48
4.250 687.36
Fisher Pivots for day following 03-Dec-1996
Pivot 1 day 3 day
R1 754.67 754.67
PP 752.54 752.54
S1 750.41 750.41

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

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