S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Mar-1996
Day Change Summary
Previous Current
07-Mar-1996 08-Mar-1996 Change Change % Previous Week
Open 652.06 653.04 0.98 0.2% 644.38
High 653.65 653.65 0.00 0.0% 656.97
Low 649.54 627.63 -21.91 -3.4% 627.63
Close 653.65 633.50 -20.15 -3.1% 633.50
Range 4.11 26.02 21.91 533.1% 29.34
ATR 7.27 8.61 1.34 18.4% 0.00
Volume
Daily Pivots for day following 08-Mar-1996
Classic Woodie Camarilla DeMark
R4 716.32 700.93 647.81
R3 690.30 674.91 640.66
R2 664.28 664.28 638.27
R1 648.89 648.89 635.89 643.58
PP 638.26 638.26 638.26 635.60
S1 622.87 622.87 631.11 617.56
S2 612.24 612.24 628.73
S3 586.22 596.85 626.34
S4 560.20 570.83 619.19
Weekly Pivots for week ending 08-Mar-1996
Classic Woodie Camarilla DeMark
R4 727.39 709.78 649.64
R3 698.05 680.44 641.57
R2 668.71 668.71 638.88
R1 651.10 651.10 636.19 645.24
PP 639.37 639.37 639.37 636.43
S1 621.76 621.76 630.81 615.90
S2 610.03 610.03 628.12
S3 580.69 592.42 625.43
S4 551.35 563.08 617.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.97 627.63 29.34 4.6% 10.37 1.6% 20% False True
10 663.00 627.63 35.37 5.6% 9.66 1.5% 17% False True
20 664.23 627.63 36.60 5.8% 8.56 1.4% 16% False True
40 664.23 597.46 66.77 10.5% 6.99 1.1% 54% False False
60 664.23 597.29 66.94 10.6% 6.53 1.0% 54% False False
80 664.23 588.36 75.87 12.0% 5.86 0.9% 59% False False
100 664.23 572.53 91.70 14.5% 5.54 0.9% 66% False False
120 664.23 571.55 92.68 14.6% 5.37 0.8% 67% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.54
Widest range in 2120 trading days
Fibonacci Retracements and Extensions
4.250 764.24
2.618 721.77
1.618 695.75
1.000 679.67
0.618 669.73
HIGH 653.65
0.618 643.71
0.500 640.64
0.382 637.57
LOW 627.63
0.618 611.55
1.000 601.61
1.618 585.53
2.618 559.51
4.250 517.05
Fisher Pivots for day following 08-Mar-1996
Pivot 1 day 3 day
R1 640.64 642.30
PP 638.26 639.37
S1 635.88 636.43

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

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