S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Mar-1996
Day Change Summary
Previous Current
04-Mar-1996 05-Mar-1996 Change Change % Previous Week
Open 644.38 650.72 6.34 1.0% 659.08
High 653.70 655.80 2.10 0.3% 659.08
Low 644.38 648.77 4.39 0.7% 639.01
Close 650.81 655.79 4.98 0.8% 640.43
Range 9.32 7.03 -2.29 -24.6% 20.07
ATR 7.73 7.68 -0.05 -0.6% 0.00
Volume
Daily Pivots for day following 05-Mar-1996
Classic Woodie Camarilla DeMark
R4 674.54 672.20 659.66
R3 667.51 665.17 657.72
R2 660.48 660.48 657.08
R1 658.14 658.14 656.43 659.31
PP 653.45 653.45 653.45 654.04
S1 651.11 651.11 655.15 652.28
S2 646.42 646.42 654.50
S3 639.39 644.08 653.86
S4 632.36 637.05 651.92
Weekly Pivots for week ending 01-Mar-1996
Classic Woodie Camarilla DeMark
R4 706.38 693.48 651.47
R3 686.31 673.41 645.95
R2 666.24 666.24 644.11
R1 653.34 653.34 642.27 649.76
PP 646.17 646.17 646.17 644.38
S1 633.27 633.27 638.59 629.69
S2 626.10 626.10 636.75
S3 606.03 613.20 634.91
S4 585.96 593.13 629.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 655.80 639.01 16.79 2.6% 8.29 1.3% 100% True False
10 663.00 638.79 24.21 3.7% 8.94 1.4% 70% False False
20 664.23 633.71 30.52 4.7% 7.74 1.2% 72% False False
40 664.23 597.29 66.94 10.2% 6.73 1.0% 87% False False
60 664.23 597.29 66.94 10.2% 6.14 0.9% 87% False False
80 664.23 586.32 77.91 11.9% 5.56 0.8% 89% False False
100 664.23 572.53 91.70 14.0% 5.29 0.8% 91% False False
120 664.23 571.55 92.68 14.1% 5.18 0.8% 91% False False
Crabel Price Patterns
NR True
NR4 True
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 1.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 685.68
2.618 674.20
1.618 667.17
1.000 662.83
0.618 660.14
HIGH 655.80
0.618 653.11
0.500 652.29
0.382 651.46
LOW 648.77
0.618 644.43
1.000 641.74
1.618 637.40
2.618 630.37
4.250 618.89
Fisher Pivots for day following 05-Mar-1996
Pivot 1 day 3 day
R1 654.62 653.00
PP 653.45 650.20
S1 652.29 647.41

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

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