S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Feb-1996
Day Change Summary
Previous Current
12-Feb-1996 13-Feb-1996 Change Change % Previous Week
Open 656.37 661.45 5.08 0.8% 635.84
High 662.95 664.23 1.28 0.2% 661.08
Low 656.34 657.92 1.58 0.2% 633.71
Close 661.45 660.51 -0.94 -0.1% 656.37
Range 6.61 6.31 -0.30 -4.5% 27.37
ATR 5.88 5.91 0.03 0.5% 0.00
Volume
Daily Pivots for day following 13-Feb-1996
Classic Woodie Camarilla DeMark
R4 679.82 676.47 663.98
R3 673.51 670.16 662.25
R2 667.20 667.20 661.67
R1 663.85 663.85 661.09 662.37
PP 660.89 660.89 660.89 660.15
S1 657.54 657.54 659.93 656.06
S2 654.58 654.58 659.35
S3 648.27 651.23 658.77
S4 641.96 644.92 657.04
Weekly Pivots for week ending 09-Feb-1996
Classic Woodie Camarilla DeMark
R4 732.50 721.80 671.42
R3 705.13 694.43 663.90
R2 677.76 677.76 661.39
R1 667.06 667.06 658.88 672.41
PP 650.39 650.39 650.39 653.06
S1 639.69 639.69 653.86 645.04
S2 623.02 623.02 651.35
S3 595.65 612.32 648.84
S4 568.28 584.95 641.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 664.23 645.59 18.64 2.8% 6.66 1.0% 80% True False
10 664.23 629.48 34.75 5.3% 6.36 1.0% 89% True False
20 664.23 604.12 60.11 9.1% 5.52 0.8% 94% True False
40 664.23 597.29 66.94 10.1% 5.85 0.9% 94% True False
60 664.23 595.42 68.81 10.4% 5.18 0.8% 95% True False
80 664.23 572.53 91.70 13.9% 4.96 0.8% 96% True False
100 664.23 571.55 92.68 14.0% 4.86 0.7% 96% True False
120 664.23 555.20 109.03 16.5% 4.63 0.7% 97% 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 1.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 691.05
2.618 680.75
1.618 674.44
1.000 670.54
0.618 668.13
HIGH 664.23
0.618 661.82
0.500 661.08
0.382 660.33
LOW 657.92
0.618 654.02
1.000 651.61
1.618 647.71
2.618 641.40
4.250 631.10
Fisher Pivots for day following 13-Feb-1996
Pivot 1 day 3 day
R1 661.08 659.99
PP 660.89 659.46
S1 660.70 658.94

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

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