S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Dec-1996
Day Change Summary
Previous Current
23-Dec-1996 24-Dec-1996 Change Change % Previous Week
Open 749.04 747.06 -1.98 -0.3% 729.01
High 750.40 751.03 0.63 0.1% 755.41
Low 743.28 746.92 3.64 0.5% 716.69
Close 746.92 751.03 4.11 0.6% 748.87
Range 7.12 4.11 -3.01 -42.3% 38.72
ATR 9.54 9.15 -0.39 -4.1% 0.00
Volume
Daily Pivots for day following 24-Dec-1996
Classic Woodie Camarilla DeMark
R4 761.99 760.62 753.29
R3 757.88 756.51 752.16
R2 753.77 753.77 751.78
R1 752.40 752.40 751.41 753.09
PP 749.66 749.66 749.66 750.00
S1 748.29 748.29 750.65 748.98
S2 745.55 745.55 750.28
S3 741.44 744.18 749.90
S4 737.33 740.07 748.77
Weekly Pivots for week ending 20-Dec-1996
Classic Woodie Camarilla DeMark
R4 856.48 841.40 770.17
R3 817.76 802.68 759.52
R2 779.04 779.04 755.97
R1 763.96 763.96 752.42 771.50
PP 740.32 740.32 740.32 744.10
S1 725.24 725.24 745.32 732.78
S2 701.60 701.60 741.77
S3 662.88 686.52 738.22
S4 624.16 647.80 727.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 755.41 726.04 29.37 3.9% 8.42 1.1% 85% False False
10 755.41 716.69 38.72 5.2% 11.40 1.5% 89% False False
20 762.12 716.69 45.43 6.0% 9.97 1.3% 76% False False
40 762.12 696.22 65.90 8.8% 8.03 1.1% 83% False False
60 762.12 684.44 77.68 10.3% 7.23 1.0% 86% False False
80 762.12 643.97 118.15 15.7% 6.91 0.9% 91% False False
100 762.12 643.97 118.15 15.7% 6.49 0.9% 91% False False
120 762.12 605.88 156.24 20.8% 7.07 0.9% 93% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 2.25
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 768.50
2.618 761.79
1.618 757.68
1.000 755.14
0.618 753.57
HIGH 751.03
0.618 749.46
0.500 748.98
0.382 748.49
LOW 746.92
0.618 744.38
1.000 742.81
1.618 740.27
2.618 736.16
4.250 729.45
Fisher Pivots for day following 24-Dec-1996
Pivot 1 day 3 day
R1 750.35 750.47
PP 749.66 749.91
S1 748.98 749.35

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

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