S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Feb-1996
Day Change Summary
Previous Current
06-Feb-1996 07-Feb-1996 Change Change % Previous Week
Open 641.43 646.33 4.90 0.8% 621.62
High 646.67 649.93 3.26 0.5% 639.26
Low 639.68 645.59 5.91 0.9% 621.42
Close 646.33 649.93 3.60 0.6% 635.84
Range 6.99 4.34 -2.65 -37.9% 17.84
ATR 5.56 5.48 -0.09 -1.6% 0.00
Volume
Daily Pivots for day following 07-Feb-1996
Classic Woodie Camarilla DeMark
R4 661.50 660.06 652.32
R3 657.16 655.72 651.12
R2 652.82 652.82 650.73
R1 651.38 651.38 650.33 652.10
PP 648.48 648.48 648.48 648.85
S1 647.04 647.04 649.53 647.76
S2 644.14 644.14 649.13
S3 639.80 642.70 648.74
S4 635.46 638.36 647.54
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
5 649.93 633.71 16.22 2.5% 5.59 0.9% 100% True False
10 649.93 615.26 34.67 5.3% 5.35 0.8% 100% True False
20 649.93 597.46 52.47 8.1% 5.42 0.8% 100% True False
40 649.93 597.29 52.64 8.1% 5.52 0.8% 100% True False
60 649.93 588.36 61.57 9.5% 4.97 0.8% 100% True False
80 649.93 572.53 77.40 11.9% 4.79 0.7% 100% True False
100 649.93 571.55 78.38 12.1% 4.73 0.7% 100% True False
120 649.93 555.20 94.73 14.6% 4.51 0.7% 100% True 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 0.97
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 668.38
2.618 661.29
1.618 656.95
1.000 654.27
0.618 652.61
HIGH 649.93
0.618 648.27
0.500 647.76
0.382 647.25
LOW 645.59
0.618 642.91
1.000 641.25
1.618 638.57
2.618 634.23
4.250 627.15
Fisher Pivots for day following 07-Feb-1996
Pivot 1 day 3 day
R1 649.21 647.23
PP 648.48 644.52
S1 647.76 641.82

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

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