S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Dec-1996
Day Change Summary
Previous Current
04-Dec-1996 05-Dec-1996 Change Change % Previous Week
Open 748.19 745.10 -3.09 -0.4% 748.75
High 748.40 747.65 -0.75 -0.1% 762.12
Low 738.46 742.61 4.15 0.6% 747.99
Close 745.10 744.38 -0.72 -0.1% 757.02
Range 9.94 5.04 -4.90 -49.3% 14.13
ATR 6.70 6.58 -0.12 -1.8% 0.00
Volume
Daily Pivots for day following 05-Dec-1996
Classic Woodie Camarilla DeMark
R4 760.00 757.23 747.15
R3 754.96 752.19 745.77
R2 749.92 749.92 745.30
R1 747.15 747.15 744.84 746.02
PP 744.88 744.88 744.88 744.31
S1 742.11 742.11 743.92 740.98
S2 739.84 739.84 743.46
S3 734.80 737.07 742.99
S4 729.76 732.03 741.61
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
5 761.75 738.46 23.29 3.1% 7.59 1.0% 25% False False
10 762.12 738.46 23.66 3.2% 7.05 0.9% 25% False False
20 762.12 722.23 39.89 5.4% 6.27 0.8% 56% False False
40 762.12 693.34 68.78 9.2% 6.16 0.8% 74% False False
60 762.12 667.28 94.84 12.7% 5.95 0.8% 81% False False
80 762.12 643.97 118.15 15.9% 5.81 0.8% 85% False False
100 762.12 616.43 145.69 19.6% 6.15 0.8% 88% False False
120 762.12 605.88 156.24 21.0% 6.43 0.9% 89% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 769.07
2.618 760.84
1.618 755.80
1.000 752.69
0.618 750.76
HIGH 747.65
0.618 745.72
0.500 745.13
0.382 744.54
LOW 742.61
0.618 739.50
1.000 737.57
1.618 734.46
2.618 729.42
4.250 721.19
Fisher Pivots for day following 05-Dec-1996
Pivot 1 day 3 day
R1 745.13 750.11
PP 744.88 748.20
S1 744.63 746.29

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

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