S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Feb-1996
Day Change Summary
Previous Current
20-Feb-1996 21-Feb-1996 Change Change % Previous Week
Open 647.98 640.65 -7.33 -1.1% 656.37
High 647.98 648.11 0.13 0.0% 664.23
Low 638.79 640.65 1.86 0.3% 646.99
Close 640.65 648.10 7.45 1.2% 647.98
Range 9.19 7.46 -1.73 -18.8% 17.24
ATR 6.11 6.20 0.10 1.6% 0.00
Volume
Daily Pivots for day following 21-Feb-1996
Classic Woodie Camarilla DeMark
R4 668.00 665.51 652.20
R3 660.54 658.05 650.15
R2 653.08 653.08 649.47
R1 650.59 650.59 648.78 651.84
PP 645.62 645.62 645.62 646.24
S1 643.13 643.13 647.42 644.38
S2 638.16 638.16 646.73
S3 630.70 635.67 646.05
S4 623.24 628.21 644.00
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
5 661.53 638.79 22.74 3.5% 6.79 1.0% 41% False False
10 664.23 638.79 25.44 3.9% 6.73 1.0% 37% False False
20 664.23 612.79 51.44 7.9% 6.18 1.0% 69% False False
40 664.23 597.29 66.94 10.3% 5.87 0.9% 76% False False
60 664.23 597.29 66.94 10.3% 5.48 0.8% 76% False False
80 664.23 573.21 91.02 14.0% 5.06 0.8% 82% False False
100 664.23 571.55 92.68 14.3% 4.97 0.8% 83% False False
120 664.23 560.49 103.74 16.0% 4.77 0.7% 84% False False
Crabel Price Patterns
NR True
NR4 False
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 1.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 679.82
2.618 667.64
1.618 660.18
1.000 655.57
0.618 652.72
HIGH 648.11
0.618 645.26
0.500 644.38
0.382 643.50
LOW 640.65
0.618 636.04
1.000 633.19
1.618 628.58
2.618 621.12
4.250 608.95
Fisher Pivots for day following 21-Feb-1996
Pivot 1 day 3 day
R1 646.86 647.10
PP 645.62 646.10
S1 644.38 645.11

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

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