S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Feb-1996
Day Change Summary
Previous Current
26-Feb-1996 27-Feb-1996 Change Change % Previous Week
Open 659.08 650.46 -8.62 -1.3% 647.98
High 659.08 650.62 -8.46 -1.3% 663.00
Low 650.16 643.87 -6.29 -1.0% 638.79
Close 650.46 647.24 -3.22 -0.5% 659.08
Range 8.92 6.75 -2.17 -24.3% 24.21
ATR 7.03 7.01 -0.02 -0.3% 0.00
Volume
Daily Pivots for day following 27-Feb-1996
Classic Woodie Camarilla DeMark
R4 667.49 664.12 650.95
R3 660.74 657.37 649.10
R2 653.99 653.99 648.48
R1 650.62 650.62 647.86 648.93
PP 647.24 647.24 647.24 646.40
S1 643.87 643.87 646.62 642.18
S2 640.49 640.49 646.00
S3 633.74 637.12 645.38
S4 626.99 630.37 643.53
Weekly Pivots for week ending 23-Feb-1996
Classic Woodie Camarilla DeMark
R4 726.25 716.88 672.40
R3 702.04 692.67 665.74
R2 677.83 677.83 663.52
R1 668.46 668.46 661.30 673.15
PP 653.62 653.62 653.62 655.97
S1 644.25 644.25 656.86 648.94
S2 629.41 629.41 654.64
S3 605.20 620.04 652.42
S4 580.99 595.83 645.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 663.00 640.65 22.35 3.5% 9.11 1.4% 29% False False
10 664.23 638.79 25.44 3.9% 7.83 1.2% 33% False False
20 664.23 624.22 40.01 6.2% 7.08 1.1% 58% False False
40 664.23 597.29 66.94 10.3% 6.55 1.0% 75% False False
60 664.23 597.29 66.94 10.3% 5.89 0.9% 75% False False
80 664.23 584.22 80.01 12.4% 5.30 0.8% 79% False False
100 664.23 571.55 92.68 14.3% 5.20 0.8% 82% False False
120 664.23 569.23 95.00 14.7% 4.98 0.8% 82% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.95
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 679.31
2.618 668.29
1.618 661.54
1.000 657.37
0.618 654.79
HIGH 650.62
0.618 648.04
0.500 647.25
0.382 646.45
LOW 643.87
0.618 639.70
1.000 637.12
1.618 632.95
2.618 626.20
4.250 615.18
Fisher Pivots for day following 27-Feb-1996
Pivot 1 day 3 day
R1 647.25 653.44
PP 647.24 651.37
S1 647.24 649.31

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

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