S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Feb-1996
Day Change Summary
Previous Current
05-Feb-1996 06-Feb-1996 Change Change % Previous Week
Open 635.84 641.43 5.59 0.9% 621.62
High 641.43 646.67 5.24 0.8% 639.26
Low 633.71 639.68 5.97 0.9% 621.42
Close 641.43 646.33 4.90 0.8% 635.84
Range 7.72 6.99 -0.73 -9.5% 17.84
ATR 5.45 5.56 0.11 2.0% 0.00
Volume
Daily Pivots for day following 06-Feb-1996
Classic Woodie Camarilla DeMark
R4 665.20 662.75 650.17
R3 658.21 655.76 648.25
R2 651.22 651.22 647.61
R1 648.77 648.77 646.97 650.00
PP 644.23 644.23 644.23 644.84
S1 641.78 641.78 645.69 643.01
S2 637.24 637.24 645.05
S3 630.25 634.79 644.41
S4 623.26 627.80 642.49
Weekly Pivots for week ending 02-Feb-1996
Classic Woodie Camarilla DeMark
R4 685.69 678.61 645.65
R3 667.85 660.77 640.75
R2 650.01 650.01 639.11
R1 642.93 642.93 637.48 646.47
PP 632.17 632.17 632.17 633.95
S1 625.09 625.09 634.20 628.63
S2 614.33 614.33 632.57
S3 596.49 607.25 630.93
S4 578.65 589.41 626.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 646.67 629.48 17.19 2.7% 6.06 0.9% 98% True False
10 646.67 612.79 33.88 5.2% 5.63 0.9% 99% True False
20 646.67 597.29 49.38 7.6% 5.81 0.9% 99% True False
40 646.67 597.29 49.38 7.6% 5.50 0.9% 99% True False
60 646.67 588.36 58.31 9.0% 4.94 0.8% 99% True False
80 646.67 572.53 74.14 11.5% 4.79 0.7% 100% True False
100 646.67 571.55 75.12 11.6% 4.72 0.7% 100% True False
120 646.67 555.20 91.47 14.2% 4.49 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 0.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 676.38
2.618 664.97
1.618 657.98
1.000 653.66
0.618 650.99
HIGH 646.67
0.618 644.00
0.500 643.18
0.382 642.35
LOW 639.68
0.618 635.36
1.000 632.69
1.618 628.37
2.618 621.38
4.250 609.97
Fisher Pivots for day following 06-Feb-1996
Pivot 1 day 3 day
R1 645.28 644.28
PP 644.23 642.24
S1 643.18 640.19

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

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