S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Mar-1996
Day Change Summary
Previous Current
05-Mar-1996 06-Mar-1996 Change Change % Previous Week
Open 650.72 655.52 4.80 0.7% 659.08
High 655.80 656.97 1.17 0.2% 659.08
Low 648.77 651.61 2.84 0.4% 639.01
Close 655.79 652.00 -3.79 -0.6% 640.43
Range 7.03 5.36 -1.67 -23.8% 20.07
ATR 7.68 7.51 -0.17 -2.2% 0.00
Volume
Daily Pivots for day following 06-Mar-1996
Classic Woodie Camarilla DeMark
R4 669.61 666.16 654.95
R3 664.25 660.80 653.47
R2 658.89 658.89 652.98
R1 655.44 655.44 652.49 654.49
PP 653.53 653.53 653.53 653.05
S1 650.08 650.08 651.51 649.13
S2 648.17 648.17 651.02
S3 642.81 644.72 650.53
S4 637.45 639.36 649.05
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
5 656.97 639.01 17.96 2.8% 8.01 1.2% 72% True False
10 663.00 639.01 23.99 3.7% 8.56 1.3% 54% False False
20 664.23 638.79 25.44 3.9% 7.62 1.2% 52% False False
40 664.23 597.29 66.94 10.3% 6.81 1.0% 82% False False
60 664.23 597.29 66.94 10.3% 6.15 0.9% 82% False False
80 664.23 588.36 75.87 11.6% 5.56 0.9% 84% False False
100 664.23 572.53 91.70 14.1% 5.32 0.8% 87% False False
120 664.23 571.55 92.68 14.2% 5.19 0.8% 87% 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 1.32
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 679.75
2.618 671.00
1.618 665.64
1.000 662.33
0.618 660.28
HIGH 656.97
0.618 654.92
0.500 654.29
0.382 653.66
LOW 651.61
0.618 648.30
1.000 646.25
1.618 642.94
2.618 637.58
4.250 628.83
Fisher Pivots for day following 06-Mar-1996
Pivot 1 day 3 day
R1 654.29 651.56
PP 653.53 651.12
S1 652.76 650.68

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.