S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Feb-1996
Day Change Summary
Previous Current
09-Feb-1996 12-Feb-1996 Change Change % Previous Week
Open 656.07 656.37 0.30 0.0% 635.84
High 661.08 662.95 1.87 0.3% 661.08
Low 653.64 656.34 2.70 0.4% 633.71
Close 656.37 661.45 5.08 0.8% 656.37
Range 7.44 6.61 -0.83 -11.2% 27.37
ATR 5.82 5.88 0.06 1.0% 0.00
Volume
Daily Pivots for day following 12-Feb-1996
Classic Woodie Camarilla DeMark
R4 680.08 677.37 665.09
R3 673.47 670.76 663.27
R2 666.86 666.86 662.66
R1 664.15 664.15 662.06 665.51
PP 660.25 660.25 660.25 660.92
S1 657.54 657.54 660.84 658.90
S2 653.64 653.64 660.24
S3 647.03 650.93 659.63
S4 640.42 644.32 657.81
Weekly Pivots for week ending 09-Feb-1996
Classic Woodie Camarilla DeMark
R4 732.50 721.80 671.42
R3 705.13 694.43 663.90
R2 677.76 677.76 661.39
R1 667.06 667.06 658.88 672.41
PP 650.39 650.39 650.39 653.06
S1 639.69 639.69 653.86 645.04
S2 623.02 623.02 651.35
S3 595.65 612.32 648.84
S4 568.28 584.95 641.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662.95 639.68 23.27 3.5% 6.80 1.0% 94% True False
10 662.95 624.22 38.73 5.9% 6.34 1.0% 96% True False
20 662.95 599.05 63.90 9.7% 5.67 0.9% 98% True False
40 662.95 597.29 65.66 9.9% 5.78 0.9% 98% True False
60 662.95 593.52 69.43 10.5% 5.15 0.8% 98% True False
80 662.95 572.53 90.42 13.7% 4.94 0.7% 98% True False
100 662.95 571.55 91.40 13.8% 4.85 0.7% 98% True False
120 662.95 555.20 107.75 16.3% 4.60 0.7% 99% 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 1.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 691.04
2.618 680.25
1.618 673.64
1.000 669.56
0.618 667.03
HIGH 662.95
0.618 660.42
0.500 659.65
0.382 658.87
LOW 656.34
0.618 652.26
1.000 649.73
1.618 645.65
2.618 639.04
4.250 628.25
Fisher Pivots for day following 12-Feb-1996
Pivot 1 day 3 day
R1 660.85 659.45
PP 660.25 657.44
S1 659.65 655.44

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

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