S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Feb-1996
Day Change Summary
Previous Current
16-Feb-1996 20-Feb-1996 Change Change % Previous Week
Open 651.32 647.98 -3.34 -0.5% 656.37
High 651.42 647.98 -3.44 -0.5% 664.23
Low 646.99 638.79 -8.20 -1.3% 646.99
Close 647.98 640.65 -7.33 -1.1% 647.98
Range 4.43 9.19 4.76 107.4% 17.24
ATR 5.87 6.11 0.24 4.0% 0.00
Volume
Daily Pivots for day following 20-Feb-1996
Classic Woodie Camarilla DeMark
R4 670.04 664.54 645.70
R3 660.85 655.35 643.18
R2 651.66 651.66 642.33
R1 646.16 646.16 641.49 644.32
PP 642.47 642.47 642.47 641.55
S1 636.97 636.97 639.81 635.13
S2 633.28 633.28 638.97
S3 624.09 627.78 638.12
S4 614.90 618.59 635.60
Weekly Pivots for week ending 16-Feb-1996
Classic Woodie Camarilla DeMark
R4 704.79 693.62 657.46
R3 687.55 676.38 652.72
R2 670.31 670.31 651.14
R1 659.14 659.14 649.56 656.11
PP 653.07 653.07 653.07 651.55
S1 641.90 641.90 646.40 638.87
S2 635.83 635.83 644.82
S3 618.59 624.66 643.24
S4 601.35 607.42 638.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 664.23 638.79 25.44 4.0% 6.56 1.0% 7% False True
10 664.23 638.79 25.44 4.0% 6.68 1.0% 7% False True
20 664.23 610.65 53.58 8.4% 5.94 0.9% 56% False False
40 664.23 597.29 66.94 10.4% 5.76 0.9% 65% False False
60 664.23 597.29 66.94 10.4% 5.39 0.8% 65% False False
80 664.23 572.53 91.70 14.3% 5.10 0.8% 74% False False
100 664.23 571.55 92.68 14.5% 4.94 0.8% 75% False False
120 664.23 559.49 104.74 16.3% 4.72 0.7% 77% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.21
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 687.04
2.618 672.04
1.618 662.85
1.000 657.17
0.618 653.66
HIGH 647.98
0.618 644.47
0.500 643.39
0.382 642.30
LOW 638.79
0.618 633.11
1.000 629.60
1.618 623.92
2.618 614.73
4.250 599.73
Fisher Pivots for day following 20-Feb-1996
Pivot 1 day 3 day
R1 643.39 647.82
PP 642.47 645.43
S1 641.56 643.04

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

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