S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Feb-1996
Day Change Summary
Previous Current
31-Jan-1996 01-Feb-1996 Change Change % Previous Week
Open 630.15 636.02 5.87 0.9% 611.83
High 636.18 638.46 2.28 0.4% 621.70
Low 629.48 634.54 5.06 0.8% 610.65
Close 636.02 638.46 2.44 0.4% 621.62
Range 6.70 3.92 -2.78 -41.5% 11.05
ATR 5.41 5.30 -0.11 -2.0% 0.00
Volume
Daily Pivots for day following 01-Feb-1996
Classic Woodie Camarilla DeMark
R4 648.91 647.61 640.62
R3 644.99 643.69 639.54
R2 641.07 641.07 639.18
R1 639.77 639.77 638.82 640.42
PP 637.15 637.15 637.15 637.48
S1 635.85 635.85 638.10 636.50
S2 633.23 633.23 637.74
S3 629.31 631.93 637.38
S4 625.39 628.01 636.30
Weekly Pivots for week ending 26-Jan-1996
Classic Woodie Camarilla DeMark
R4 651.14 647.43 627.70
R3 640.09 636.38 624.66
R2 629.04 629.04 623.65
R1 625.33 625.33 622.63 627.19
PP 617.99 617.99 617.99 618.92
S1 614.28 614.28 620.61 616.14
S2 606.94 606.94 619.59
S3 595.89 603.23 618.58
S4 584.84 592.18 615.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 638.46 615.26 23.20 3.6% 5.19 0.8% 100% True False
10 638.46 606.76 31.70 5.0% 4.80 0.8% 100% True False
20 638.46 597.29 41.17 6.4% 5.75 0.9% 100% True False
40 638.46 597.29 41.17 6.4% 5.33 0.8% 100% True False
60 638.46 584.37 54.09 8.5% 4.82 0.8% 100% True False
80 638.46 571.55 66.91 10.5% 4.80 0.8% 100% True False
100 638.46 571.55 66.91 10.5% 4.65 0.7% 100% True False
120 638.46 554.76 83.70 13.1% 4.43 0.7% 100% True 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 False
Stretch 0.67
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 655.12
2.618 648.72
1.618 644.80
1.000 642.38
0.618 640.88
HIGH 638.46
0.618 636.96
0.500 636.50
0.382 636.04
LOW 634.54
0.618 632.12
1.000 630.62
1.618 628.20
2.618 624.28
4.250 617.88
Fisher Pivots for day following 01-Feb-1996
Pivot 1 day 3 day
R1 637.81 636.09
PP 637.15 633.71
S1 636.50 631.34

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

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