S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Feb-1996
Day Change Summary
Previous Current
15-Feb-1996 16-Feb-1996 Change Change % Previous Week
Open 655.58 651.32 -4.26 -0.6% 656.37
High 656.84 651.42 -5.42 -0.8% 664.23
Low 651.15 646.99 -4.16 -0.6% 646.99
Close 651.32 647.98 -3.34 -0.5% 647.98
Range 5.69 4.43 -1.26 -22.1% 17.24
ATR 5.98 5.87 -0.11 -1.9% 0.00
Volume
Daily Pivots for day following 16-Feb-1996
Classic Woodie Camarilla DeMark
R4 662.09 659.46 650.42
R3 657.66 655.03 649.20
R2 653.23 653.23 648.79
R1 650.60 650.60 648.39 649.70
PP 648.80 648.80 648.80 648.35
S1 646.17 646.17 647.57 645.27
S2 644.37 644.37 647.17
S3 639.94 641.74 646.76
S4 635.51 637.31 645.54
Weekly Pivots for week ending 16-Feb-1996
Classic Woodie Camarilla DeMark
R4 704.79 693.62 657.46
R3 687.55 676.38 652.72
R2 670.31 670.31 651.14
R1 659.14 659.14 649.56 656.11
PP 653.07 653.07 653.07 651.55
S1 641.90 641.90 646.40 638.87
S2 635.83 635.83 644.82
S3 618.59 624.66 643.24
S4 601.35 607.42 638.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 664.23 646.99 17.24 2.7% 6.04 0.9% 6% False True
10 664.23 633.71 30.52 4.7% 6.53 1.0% 47% False False
20 664.23 610.65 53.58 8.3% 5.61 0.9% 70% False False
40 664.23 597.29 66.94 10.3% 5.65 0.9% 76% False False
60 664.23 597.29 66.94 10.3% 5.27 0.8% 76% False False
80 664.23 572.53 91.70 14.2% 5.05 0.8% 82% False False
100 664.23 571.55 92.68 14.3% 4.92 0.8% 82% False False
120 664.23 555.74 108.49 16.7% 4.68 0.7% 85% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.42
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 670.25
2.618 663.02
1.618 658.59
1.000 655.85
0.618 654.16
HIGH 651.42
0.618 649.73
0.500 649.21
0.382 648.68
LOW 646.99
0.618 644.25
1.000 642.56
1.618 639.82
2.618 635.39
4.250 628.16
Fisher Pivots for day following 16-Feb-1996
Pivot 1 day 3 day
R1 649.21 654.26
PP 648.80 652.17
S1 648.39 650.07

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

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