S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Feb-1996
Day Change Summary
Previous Current
28-Feb-1996 29-Feb-1996 Change Change % Previous Week
Open 647.24 644.75 -2.49 -0.4% 647.98
High 654.39 646.95 -7.44 -1.1% 663.00
Low 643.99 639.01 -4.98 -0.8% 638.79
Close 644.75 640.43 -4.32 -0.7% 659.08
Range 10.40 7.94 -2.46 -23.7% 24.21
ATR 7.26 7.30 0.05 0.7% 0.00
Volume
Daily Pivots for day following 29-Feb-1996
Classic Woodie Camarilla DeMark
R4 665.95 661.13 644.80
R3 658.01 653.19 642.61
R2 650.07 650.07 641.89
R1 645.25 645.25 641.16 643.69
PP 642.13 642.13 642.13 641.35
S1 637.31 637.31 639.70 635.75
S2 634.19 634.19 638.97
S3 626.25 629.37 638.25
S4 618.31 621.43 636.06
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
5 663.00 639.01 23.99 3.7% 8.95 1.4% 6% False True
10 663.00 638.79 24.21 3.8% 8.32 1.3% 7% False False
20 664.23 633.71 30.52 4.8% 7.36 1.1% 22% False False
40 664.23 597.29 66.94 10.5% 6.72 1.0% 64% False False
60 664.23 597.29 66.94 10.5% 6.03 0.9% 64% False False
80 664.23 584.37 79.86 12.5% 5.44 0.8% 70% False False
100 664.23 571.55 92.68 14.5% 5.33 0.8% 74% False False
120 664.23 571.55 92.68 14.5% 5.09 0.8% 74% 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 1.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 680.70
2.618 667.74
1.618 659.80
1.000 654.89
0.618 651.86
HIGH 646.95
0.618 643.92
0.500 642.98
0.382 642.04
LOW 639.01
0.618 634.10
1.000 631.07
1.618 626.16
2.618 618.22
4.250 605.27
Fisher Pivots for day following 29-Feb-1996
Pivot 1 day 3 day
R1 642.98 646.70
PP 642.13 644.61
S1 641.28 642.52

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

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