S&P500 Cash Index

Trading Metrics calculated at close of trading on 10-Dec-1996

Day Change Summary
	Previous	Current
	09-Dec-1996	10-Dec-1996	Change	Change %	Previous Week
Open	740.22	750.74	10.52	1.4%	757.02
High	749.76	753.43	3.67	0.5%	761.75
Low	739.60	747.02	7.42	1.0%	726.89
Close	749.76	747.54	-2.22	-0.3%	739.60
Range	10.16	6.41	-3.75	-36.9%	34.86
ATR	7.56	7.48	-0.08	-1.1%	0.00
Volume

Daily Pivots for day following 10-Dec-1996
	Classic	Woodie	Camarilla	DeMark
R4	768.56	764.46	751.07
R3	762.15	758.05	749.30
R2	755.74	755.74	748.72
R1	751.64	751.64	748.13	750.49
PP	749.33	749.33	749.33	748.75
S1	745.23	745.23	746.95	744.08
S2	742.92	742.92	746.36
S3	736.51	738.82	745.78
S4	730.10	732.41	744.01

Weekly Pivots for week ending 06-Dec-1996
	Classic	Woodie	Camarilla	DeMark
R4	847.33	828.32	758.77
R3	812.47	793.46	749.19
R2	777.61	777.61	745.99
R1	758.60	758.60	742.80	750.68
PP	742.75	742.75	742.75	738.78
S1	723.74	723.74	736.40	715.82
S2	707.89	707.89	733.21
S3	673.03	688.88	730.01
S4	638.17	654.02	720.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	753.43	726.89	26.54	3.6%	9.81	1.3%	78%	True	False
10	762.12	726.89	35.23	4.7%	8.54	1.1%	59%	False	False
20	762.12	726.89	35.23	4.7%	7.19	1.0%	59%	False	False
40	762.12	696.22	65.90	8.8%	6.66	0.9%	78%	False	False
60	762.12	679.06	83.06	11.1%	6.15	0.8%	82%	False	False
80	762.12	643.97	118.15	15.8%	6.09	0.8%	88%	False	False
100	762.12	616.43	145.69	19.5%	6.22	0.8%	90%	False	False
120	762.12	605.88	156.24	20.9%	6.58	0.9%	91%	False	False

Crabel Price Patterns
NR	True
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	True
Stretch	1.81
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	780.67
2.618	770.21
1.618	763.80
1.000	759.84
0.618	757.39
HIGH	753.43
0.618	750.98
0.500	750.23
0.382	749.47
LOW	747.02
0.618	743.06
1.000	740.61
1.618	736.65
2.618	730.24
4.250	719.78

Fisher Pivots for day following 10-Dec-1996
Pivot	1 day	3 day
R1	750.23	745.08
PP	749.33	742.62
S1	748.44	740.16

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

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