S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Feb-1996
Day Change Summary
Previous Current
22-Feb-1996 23-Feb-1996 Change Change % Previous Week
Open 648.10 658.86 10.76 1.7% 647.98
High 659.75 663.00 3.25 0.5% 663.00
Low 648.10 652.25 4.15 0.6% 638.79
Close 658.86 659.08 0.22 0.0% 659.08
Range 11.65 10.75 -0.90 -7.7% 24.21
ATR 6.59 6.89 0.30 4.5% 0.00
Volume
Daily Pivots for day following 23-Feb-1996
Classic Woodie Camarilla DeMark
R4 690.36 685.47 664.99
R3 679.61 674.72 662.04
R2 668.86 668.86 661.05
R1 663.97 663.97 660.07 666.42
PP 658.11 658.11 658.11 659.33
S1 653.22 653.22 658.09 655.67
S2 647.36 647.36 657.11
S3 636.61 642.47 656.12
S4 625.86 631.72 653.17
Weekly Pivots for week ending 23-Feb-1996
Classic Woodie Camarilla DeMark
R4 726.25 716.88 672.40
R3 702.04 692.67 665.74
R2 677.83 677.83 663.52
R1 668.46 668.46 661.30 673.15
PP 653.62 653.62 653.62 655.97
S1 644.25 644.25 656.86 648.94
S2 629.41 629.41 654.64
S3 605.20 620.04 652.42
S4 580.99 595.83 645.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 663.00 638.79 24.21 3.7% 8.70 1.3% 84% True False
10 664.23 638.79 25.44 3.9% 7.67 1.2% 80% False False
20 664.23 615.26 48.97 7.4% 6.76 1.0% 89% False False
40 664.23 597.29 66.94 10.2% 6.32 1.0% 92% False False
60 664.23 597.29 66.94 10.2% 5.72 0.9% 92% False False
80 664.23 581.04 83.19 12.6% 5.21 0.8% 94% False False
100 664.23 571.55 92.68 14.1% 5.11 0.8% 94% False False
120 664.23 563.84 100.39 15.2% 4.91 0.7% 95% False 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 1.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 708.69
2.618 691.14
1.618 680.39
1.000 673.75
0.618 669.64
HIGH 663.00
0.618 658.89
0.500 657.63
0.382 656.36
LOW 652.25
0.618 645.61
1.000 641.50
1.618 634.86
2.618 624.11
4.250 606.56
Fisher Pivots for day following 23-Feb-1996
Pivot 1 day 3 day
R1 658.60 656.66
PP 658.11 654.24
S1 657.63 651.83

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

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