S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Feb-1996
Day Change Summary
Previous Current
01-Feb-1996 02-Feb-1996 Change Change % Previous Week
Open 636.02 638.46 2.44 0.4% 621.62
High 638.46 639.26 0.80 0.1% 639.26
Low 634.54 634.29 -0.25 0.0% 621.42
Close 638.46 635.84 -2.62 -0.4% 635.84
Range 3.92 4.97 1.05 26.8% 17.84
ATR 5.30 5.28 -0.02 -0.4% 0.00
Volume
Daily Pivots for day following 02-Feb-1996
Classic Woodie Camarilla DeMark
R4 651.37 648.58 638.57
R3 646.40 643.61 637.21
R2 641.43 641.43 636.75
R1 638.64 638.64 636.30 637.55
PP 636.46 636.46 636.46 635.92
S1 633.67 633.67 635.38 632.58
S2 631.49 631.49 634.93
S3 626.52 628.70 634.47
S4 621.55 623.73 633.11
Weekly Pivots for week ending 02-Feb-1996
Classic Woodie Camarilla DeMark
R4 685.69 678.61 645.65
R3 667.85 660.77 640.75
R2 650.01 650.01 639.11
R1 642.93 642.93 637.48 646.47
PP 632.17 632.17 632.17 633.95
S1 625.09 625.09 634.20 628.63
S2 614.33 614.33 632.57
S3 596.49 607.25 630.93
S4 578.65 589.41 626.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 639.26 621.42 17.84 2.8% 4.89 0.8% 81% True False
10 639.26 610.65 28.61 4.5% 4.69 0.7% 88% True False
20 639.26 597.29 41.97 6.6% 5.72 0.9% 92% True False
40 639.26 597.29 41.97 6.6% 5.35 0.8% 92% True False
60 639.26 586.32 52.94 8.3% 4.84 0.8% 94% True False
80 639.26 572.53 66.73 10.5% 4.68 0.7% 95% True False
100 639.26 571.55 67.71 10.6% 4.66 0.7% 95% True False
120 639.26 555.20 84.06 13.2% 4.43 0.7% 96% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 660.38
2.618 652.27
1.618 647.30
1.000 644.23
0.618 642.33
HIGH 639.26
0.618 637.36
0.500 636.78
0.382 636.19
LOW 634.29
0.618 631.22
1.000 629.32
1.618 626.25
2.618 621.28
4.250 613.17
Fisher Pivots for day following 02-Feb-1996
Pivot 1 day 3 day
R1 636.78 635.35
PP 636.46 634.86
S1 636.15 634.37

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

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