S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Feb-1996
Day Change Summary
Previous Current
13-Feb-1996 14-Feb-1996 Change Change % Previous Week
Open 661.45 660.51 -0.94 -0.1% 635.84
High 664.23 661.53 -2.70 -0.4% 661.08
Low 657.92 654.36 -3.56 -0.5% 633.71
Close 660.51 655.58 -4.93 -0.7% 656.37
Range 6.31 7.17 0.86 13.6% 27.37
ATR 5.91 6.00 0.09 1.5% 0.00
Volume
Daily Pivots for day following 14-Feb-1996
Classic Woodie Camarilla DeMark
R4 678.67 674.29 659.52
R3 671.50 667.12 657.55
R2 664.33 664.33 656.89
R1 659.95 659.95 656.24 658.56
PP 657.16 657.16 657.16 656.46
S1 652.78 652.78 654.92 651.39
S2 649.99 649.99 654.27
S3 642.82 645.61 653.61
S4 635.65 638.44 651.64
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
5 664.23 647.93 16.30 2.5% 7.23 1.1% 47% False False
10 664.23 633.71 30.52 4.7% 6.41 1.0% 72% False False
20 664.23 604.12 60.11 9.2% 5.62 0.9% 86% False False
40 664.23 597.29 66.94 10.2% 5.78 0.9% 87% False False
60 664.23 595.42 68.81 10.5% 5.25 0.8% 87% False False
80 664.23 572.53 91.70 14.0% 5.00 0.8% 91% False False
100 664.23 571.55 92.68 14.1% 4.88 0.7% 91% False False
120 664.23 555.74 108.49 16.5% 4.66 0.7% 92% 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 1.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 692.00
2.618 680.30
1.618 673.13
1.000 668.70
0.618 665.96
HIGH 661.53
0.618 658.79
0.500 657.95
0.382 657.10
LOW 654.36
0.618 649.93
1.000 647.19
1.618 642.76
2.618 635.59
4.250 623.89
Fisher Pivots for day following 14-Feb-1996
Pivot 1 day 3 day
R1 657.95 659.30
PP 657.16 658.06
S1 656.37 656.82

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

View Archives - Comment on this page... - Back to Index of Symbols