S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Feb-1996
Day Change Summary
Previous Current
23-Feb-1996 26-Feb-1996 Change Change % Previous Week
Open 658.86 659.08 0.22 0.0% 647.98
High 663.00 659.08 -3.92 -0.6% 663.00
Low 652.25 650.16 -2.09 -0.3% 638.79
Close 659.08 650.46 -8.62 -1.3% 659.08
Range 10.75 8.92 -1.83 -17.0% 24.21
ATR 6.89 7.03 0.15 2.1% 0.00
Volume
Daily Pivots for day following 26-Feb-1996
Classic Woodie Camarilla DeMark
R4 679.99 674.15 655.37
R3 671.07 665.23 652.91
R2 662.15 662.15 652.10
R1 656.31 656.31 651.28 654.77
PP 653.23 653.23 653.23 652.47
S1 647.39 647.39 649.64 645.85
S2 644.31 644.31 648.82
S3 635.39 638.47 648.01
S4 626.47 629.55 645.55
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% 9.59 1.5% 48% False False
10 664.23 638.79 25.44 3.9% 7.82 1.2% 46% False False
20 664.23 621.42 42.81 6.6% 6.89 1.1% 68% False False
40 664.23 597.29 66.94 10.3% 6.47 1.0% 79% False False
60 664.23 597.29 66.94 10.3% 5.83 0.9% 79% False False
80 664.23 581.04 83.19 12.8% 5.26 0.8% 83% False False
100 664.23 571.55 92.68 14.2% 5.16 0.8% 85% False False
120 664.23 569.00 95.23 14.6% 4.94 0.8% 86% 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 0.93
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 696.99
2.618 682.43
1.618 673.51
1.000 668.00
0.618 664.59
HIGH 659.08
0.618 655.67
0.500 654.62
0.382 653.57
LOW 650.16
0.618 644.65
1.000 641.24
1.618 635.73
2.618 626.81
4.250 612.25
Fisher Pivots for day following 26-Feb-1996
Pivot 1 day 3 day
R1 654.62 655.55
PP 653.23 653.85
S1 651.85 652.16

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

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