S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Feb-1996
Day Change Summary
Previous Current
21-Feb-1996 22-Feb-1996 Change Change % Previous Week
Open 640.65 648.10 7.45 1.2% 656.37
High 648.11 659.75 11.64 1.8% 664.23
Low 640.65 648.10 7.45 1.2% 646.99
Close 648.10 658.86 10.76 1.7% 647.98
Range 7.46 11.65 4.19 56.2% 17.24
ATR 6.20 6.59 0.39 6.3% 0.00
Volume
Daily Pivots for day following 22-Feb-1996
Classic Woodie Camarilla DeMark
R4 690.52 686.34 665.27
R3 678.87 674.69 662.06
R2 667.22 667.22 661.00
R1 663.04 663.04 659.93 665.13
PP 655.57 655.57 655.57 656.62
S1 651.39 651.39 657.79 653.48
S2 643.92 643.92 656.72
S3 632.27 639.74 655.66
S4 620.62 628.09 652.45
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
5 659.75 638.79 20.96 3.2% 7.68 1.2% 96% True False
10 664.23 638.79 25.44 3.9% 7.46 1.1% 79% False False
20 664.23 615.26 48.97 7.4% 6.40 1.0% 89% False False
40 664.23 597.29 66.94 10.2% 6.10 0.9% 92% False False
60 664.23 597.29 66.94 10.2% 5.62 0.9% 92% False False
80 664.23 579.70 84.53 12.8% 5.13 0.8% 94% False False
100 664.23 571.55 92.68 14.1% 5.05 0.8% 94% False False
120 664.23 561.01 103.22 15.7% 4.85 0.7% 95% 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 0.96
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 709.26
2.618 690.25
1.618 678.60
1.000 671.40
0.618 666.95
HIGH 659.75
0.618 655.30
0.500 653.93
0.382 652.55
LOW 648.10
0.618 640.90
1.000 636.45
1.618 629.25
2.618 617.60
4.250 598.59
Fisher Pivots for day following 22-Feb-1996
Pivot 1 day 3 day
R1 657.22 655.66
PP 655.57 652.47
S1 653.93 649.27

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

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