S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Mar-1996
Day Change Summary
Previous Current
29-Feb-1996 04-Mar-1996 Change Change % Previous Week
Open 644.75 644.38 -0.37 -0.1% 659.08
High 646.95 653.70 6.75 1.0% 659.08
Low 639.01 644.38 5.37 0.8% 639.01
Close 640.43 650.81 10.38 1.6% 640.43
Range 7.94 9.32 1.38 17.4% 20.07
ATR 7.30 7.73 0.43 5.8% 0.00
Volume
Daily Pivots for day following 04-Mar-1996
Classic Woodie Camarilla DeMark
R4 677.59 673.52 655.94
R3 668.27 664.20 653.37
R2 658.95 658.95 652.52
R1 654.88 654.88 651.66 656.92
PP 649.63 649.63 649.63 650.65
S1 645.56 645.56 649.96 647.60
S2 640.31 640.31 649.10
S3 630.99 636.24 648.25
S4 621.67 626.92 645.68
Weekly Pivots for week ending 01-Mar-1996
Classic Woodie Camarilla DeMark
R4 706.38 693.48 651.47
R3 686.31 673.41 645.95
R2 666.24 666.24 644.11
R1 653.34 653.34 642.27 649.76
PP 646.17 646.17 646.17 644.38
S1 633.27 633.27 638.59 629.69
S2 626.10 626.10 636.75
S3 606.03 613.20 634.91
S4 585.96 593.13 629.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 659.08 639.01 20.07 3.1% 8.67 1.3% 59% False False
10 663.00 638.79 24.21 3.7% 8.68 1.3% 50% False False
20 664.23 633.71 30.52 4.7% 7.63 1.2% 56% False False
40 664.23 597.29 66.94 10.3% 6.69 1.0% 80% False False
60 664.23 597.29 66.94 10.3% 6.10 0.9% 80% False False
80 664.23 584.37 79.86 12.3% 5.52 0.8% 83% False False
100 664.23 571.55 92.68 14.2% 5.36 0.8% 86% False False
120 664.23 571.55 92.68 14.2% 5.15 0.8% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.99
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 693.31
2.618 678.10
1.618 668.78
1.000 663.02
0.618 659.46
HIGH 653.70
0.618 650.14
0.500 649.04
0.382 647.94
LOW 644.38
0.618 638.62
1.000 635.06
1.618 629.30
2.618 619.98
4.250 604.77
Fisher Pivots for day following 04-Mar-1996
Pivot 1 day 3 day
R1 650.22 649.44
PP 649.63 648.07
S1 649.04 646.70

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

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