S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Feb-1996
Day Change Summary
Previous Current
07-Feb-1996 08-Feb-1996 Change Change % Previous Week
Open 646.33 649.93 3.60 0.6% 621.62
High 649.93 656.54 6.61 1.0% 639.26
Low 645.59 647.93 2.34 0.4% 621.42
Close 649.93 656.07 6.14 0.9% 635.84
Range 4.34 8.61 4.27 98.4% 17.84
ATR 5.48 5.70 0.22 4.1% 0.00
Volume
Daily Pivots for day following 08-Feb-1996
Classic Woodie Camarilla DeMark
R4 679.34 676.32 660.81
R3 670.73 667.71 658.44
R2 662.12 662.12 657.65
R1 659.10 659.10 656.86 660.61
PP 653.51 653.51 653.51 654.27
S1 650.49 650.49 655.28 652.00
S2 644.90 644.90 654.49
S3 636.29 641.88 653.70
S4 627.68 633.27 651.33
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
5 656.54 633.71 22.83 3.5% 6.53 1.0% 98% True False
10 656.54 615.26 41.28 6.3% 5.86 0.9% 99% True False
20 656.54 597.46 59.08 9.0% 5.59 0.9% 99% True False
40 656.54 597.29 59.25 9.0% 5.69 0.9% 99% True False
60 656.54 588.36 68.18 10.4% 5.06 0.8% 99% True False
80 656.54 572.53 84.01 12.8% 4.87 0.7% 99% True False
100 656.54 571.55 84.99 13.0% 4.77 0.7% 99% True False
120 656.54 555.20 101.34 15.4% 4.56 0.7% 100% True 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 1.15
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 693.13
2.618 679.08
1.618 670.47
1.000 665.15
0.618 661.86
HIGH 656.54
0.618 653.25
0.500 652.24
0.382 651.22
LOW 647.93
0.618 642.61
1.000 639.32
1.618 634.00
2.618 625.39
4.250 611.34
Fisher Pivots for day following 08-Feb-1996
Pivot 1 day 3 day
R1 654.79 653.42
PP 653.51 650.76
S1 652.24 648.11

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

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