S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Mar-1996
Day Change Summary
Previous Current
06-Mar-1996 07-Mar-1996 Change Change % Previous Week
Open 655.52 652.06 -3.46 -0.5% 659.08
High 656.97 653.65 -3.32 -0.5% 659.08
Low 651.61 649.54 -2.07 -0.3% 639.01
Close 652.00 653.65 1.65 0.3% 640.43
Range 5.36 4.11 -1.25 -23.3% 20.07
ATR 7.51 7.27 -0.24 -3.2% 0.00
Volume
Daily Pivots for day following 07-Mar-1996
Classic Woodie Camarilla DeMark
R4 664.61 663.24 655.91
R3 660.50 659.13 654.78
R2 656.39 656.39 654.40
R1 655.02 655.02 654.03 655.71
PP 652.28 652.28 652.28 652.62
S1 650.91 650.91 653.27 651.60
S2 648.17 648.17 652.90
S3 644.06 646.80 652.52
S4 639.95 642.69 651.39
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
5 656.97 639.01 17.96 2.7% 6.75 1.0% 82% False False
10 663.00 639.01 23.99 3.7% 8.22 1.3% 61% False False
20 664.23 638.79 25.44 3.9% 7.47 1.1% 58% False False
40 664.23 597.29 66.94 10.2% 6.64 1.0% 84% False False
60 664.23 597.29 66.94 10.2% 6.16 0.9% 84% False False
80 664.23 588.36 75.87 11.6% 5.58 0.9% 86% False False
100 664.23 572.53 91.70 14.0% 5.32 0.8% 88% False False
120 664.23 571.55 92.68 14.2% 5.18 0.8% 89% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.47
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 671.12
2.618 664.41
1.618 660.30
1.000 657.76
0.618 656.19
HIGH 653.65
0.618 652.08
0.500 651.60
0.382 651.11
LOW 649.54
0.618 647.00
1.000 645.43
1.618 642.89
2.618 638.78
4.250 632.07
Fisher Pivots for day following 07-Mar-1996
Pivot 1 day 3 day
R1 652.97 653.39
PP 652.28 653.13
S1 651.60 652.87

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

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