S&P500 Cash Index

Trading Metrics calculated at close of trading on 22-Feb-1980

Day Change Summary
	Previous	Current
	21-Feb-1980	22-Feb-1980	Change	Change %	Previous Week
Open	115.87	115.28	-0.59	-0.5%	114.54
High	117.90	116.46	-1.44	-1.2%	117.90
Low	114.44	113.43	-1.01	-0.9%	113.35
Close	115.28	115.04	-0.24	-0.2%	115.04
Range	3.46	3.03	-0.43	-12.4%	4.55
ATR	2.70	2.72	0.02	0.9%	0.00
Volume

Daily Pivots for day following 22-Feb-1980
	Classic	Woodie	Camarilla	DeMark
R4	124.07	122.58	116.71
R3	121.04	119.55	115.87
R2	118.01	118.01	115.60
R1	116.52	116.52	115.32	115.75
PP	114.98	114.98	114.98	114.59
S1	113.49	113.49	114.76	112.72
S2	111.95	111.95	114.48
S3	108.92	110.46	114.21
S4	105.89	107.43	113.37

Weekly Pivots for week ending 22-Feb-1980
	Classic	Woodie	Camarilla	DeMark
R4	129.08	126.61	117.54
R3	124.53	122.06	116.29
R2	119.98	119.98	115.87
R1	117.51	117.51	115.46	118.75
PP	115.43	115.43	115.43	116.05
S1	112.96	112.96	114.62	114.20
S2	110.88	110.88	114.21
S3	106.33	108.41	113.79
S4	101.78	103.86	112.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117.90	113.35	4.55	4.0%	2.90	2.5%	37%	False	False
10	120.22	113.35	6.87	6.0%	2.88	2.5%	25%	False	False
20	120.22	112.15	8.07	7.0%	2.73	2.4%	36%	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	1.23
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129.34
2.618	124.39
1.618	121.36
1.000	119.49
0.618	118.33
HIGH	116.46
0.618	115.30
0.500	114.95
0.382	114.59
LOW	113.43
0.618	111.56
1.000	110.40
1.618	108.53
2.618	105.50
4.250	100.55

Fisher Pivots for day following 22-Feb-1980
Pivot	1 day	3 day
R1	115.01	115.67
PP	114.98	115.46
S1	114.95	115.25

Download as Excel Spreadsheet

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

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