S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Dec-1996
Day Change Summary
Previous Current
13-Dec-1996 16-Dec-1996 Change Change % Previous Week
Open 728.85 729.01 0.16 0.0% 740.22
High 736.22 732.68 -3.54 -0.5% 753.43
Low 718.98 719.40 0.42 0.1% 718.98
Close 728.64 720.98 -7.66 -1.1% 728.64
Range 17.24 13.28 -3.96 -23.0% 34.45
ATR 9.16 9.46 0.29 3.2% 0.00
Volume
Daily Pivots for day following 16-Dec-1996
Classic Woodie Camarilla DeMark
R4 764.19 755.87 728.28
R3 750.91 742.59 724.63
R2 737.63 737.63 723.41
R1 729.31 729.31 722.20 726.83
PP 724.35 724.35 724.35 723.12
S1 716.03 716.03 719.76 713.55
S2 711.07 711.07 718.55
S3 697.79 702.75 717.33
S4 684.51 689.47 713.68
Weekly Pivots for week ending 13-Dec-1996
Classic Woodie Camarilla DeMark
R4 837.03 817.29 747.59
R3 802.58 782.84 738.11
R2 768.13 768.13 734.96
R1 748.39 748.39 731.80 741.04
PP 733.68 733.68 733.68 730.01
S1 713.94 713.94 725.48 706.59
S2 699.23 699.23 722.32
S3 664.78 679.49 719.17
S4 630.33 645.04 709.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 753.43 718.98 34.45 4.8% 13.46 1.9% 6% False False
10 761.75 718.98 42.77 5.9% 12.41 1.7% 5% False False
20 762.12 718.98 43.14 6.0% 9.11 1.3% 5% False False
40 762.12 696.22 65.90 9.1% 7.60 1.1% 38% False False
60 762.12 681.01 81.11 11.2% 6.85 1.0% 49% False False
80 762.12 643.97 118.15 16.4% 6.66 0.9% 65% False False
100 762.12 629.22 132.90 18.4% 6.42 0.9% 69% False False
120 762.12 605.88 156.24 21.7% 6.95 1.0% 74% 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 2.78
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 789.12
2.618 767.45
1.618 754.17
1.000 745.96
0.618 740.89
HIGH 732.68
0.618 727.61
0.500 726.04
0.382 724.47
LOW 719.40
0.618 711.19
1.000 706.12
1.618 697.91
2.618 684.63
4.250 662.96
Fisher Pivots for day following 16-Dec-1996
Pivot 1 day 3 day
R1 726.04 731.92
PP 724.35 728.27
S1 722.67 724.63

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

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