S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Mar-1996
Day Change Summary
Previous Current
11-Mar-1996 12-Mar-1996 Change Change % Previous Week
Open 633.57 639.88 6.31 1.0% 644.38
High 640.41 640.02 -0.39 -0.1% 656.97
Low 629.95 628.82 -1.13 -0.2% 627.63
Close 640.02 637.09 -2.93 -0.5% 633.50
Range 10.46 11.20 0.74 7.1% 29.34
ATR 8.74 8.92 0.18 2.0% 0.00
Volume
Daily Pivots for day following 12-Mar-1996
Classic Woodie Camarilla DeMark
R4 668.91 664.20 643.25
R3 657.71 653.00 640.17
R2 646.51 646.51 639.14
R1 641.80 641.80 638.12 638.56
PP 635.31 635.31 635.31 633.69
S1 630.60 630.60 636.06 627.36
S2 624.11 624.11 635.04
S3 612.91 619.40 634.01
S4 601.71 608.20 630.93
Weekly Pivots for week ending 08-Mar-1996
Classic Woodie Camarilla DeMark
R4 727.39 709.78 649.64
R3 698.05 680.44 641.57
R2 668.71 668.71 638.88
R1 651.10 651.10 636.19 645.24
PP 639.37 639.37 639.37 636.43
S1 621.76 621.76 630.81 615.90
S2 610.03 610.03 628.12
S3 580.69 592.42 625.43
S4 551.35 563.08 617.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.97 627.63 29.34 4.6% 11.43 1.8% 32% False False
10 656.97 627.63 29.34 4.6% 9.86 1.5% 32% False False
20 664.23 627.63 36.60 5.7% 8.84 1.4% 26% False False
40 664.23 598.47 65.76 10.3% 7.22 1.1% 59% False False
60 664.23 597.29 66.94 10.5% 6.80 1.1% 59% False False
80 664.23 588.36 75.87 11.9% 6.06 1.0% 64% False False
100 664.23 572.53 91.70 14.4% 5.69 0.9% 70% False False
120 664.23 571.55 92.68 14.5% 5.48 0.9% 71% 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 1.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 687.62
2.618 669.34
1.618 658.14
1.000 651.22
0.618 646.94
HIGH 640.02
0.618 635.74
0.500 634.42
0.382 633.10
LOW 628.82
0.618 621.90
1.000 617.62
1.618 610.70
2.618 599.50
4.250 581.22
Fisher Pivots for day following 12-Mar-1996
Pivot 1 day 3 day
R1 636.20 640.64
PP 635.31 639.46
S1 634.42 638.27

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.