S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Dec-1996
Day Change Summary
Previous Current
24-Dec-1996 26-Dec-1996 Change Change % Previous Week
Open 747.06 751.21 4.15 0.6% 729.01
High 751.03 757.07 6.04 0.8% 755.41
Low 746.92 751.03 4.11 0.6% 716.69
Close 751.03 755.82 4.79 0.6% 748.87
Range 4.11 6.04 1.93 47.0% 38.72
ATR 9.15 8.93 -0.22 -2.4% 0.00
Volume
Daily Pivots for day following 26-Dec-1996
Classic Woodie Camarilla DeMark
R4 772.76 770.33 759.14
R3 766.72 764.29 757.48
R2 760.68 760.68 756.93
R1 758.25 758.25 756.37 759.47
PP 754.64 754.64 754.64 755.25
S1 752.21 752.21 755.27 753.43
S2 748.60 748.60 754.71
S3 742.56 746.17 754.16
S4 736.52 740.13 752.50
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
5 757.07 731.54 25.53 3.4% 8.29 1.1% 95% True False
10 757.07 716.69 40.38 5.3% 10.52 1.4% 97% True False
20 761.75 716.69 45.06 6.0% 9.81 1.3% 87% False False
40 762.12 700.05 62.07 8.2% 8.00 1.1% 90% False False
60 762.12 689.08 73.04 9.7% 7.24 1.0% 91% False False
80 762.12 648.89 113.23 15.0% 6.85 0.9% 94% False False
100 762.12 643.97 118.15 15.6% 6.50 0.9% 95% False False
120 762.12 605.88 156.24 20.7% 7.06 0.9% 96% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 782.74
2.618 772.88
1.618 766.84
1.000 763.11
0.618 760.80
HIGH 757.07
0.618 754.76
0.500 754.05
0.382 753.34
LOW 751.03
0.618 747.30
1.000 744.99
1.618 741.26
2.618 735.22
4.250 725.36
Fisher Pivots for day following 26-Dec-1996
Pivot 1 day 3 day
R1 755.23 753.94
PP 754.64 752.06
S1 754.05 750.18

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

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