S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Mar-1996
Day Change Summary
Previous Current
19-Mar-1996 20-Mar-1996 Change Change % Previous Week
Open 652.89 651.55 -1.34 -0.2% 633.57
High 656.18 653.13 -3.05 -0.5% 644.17
Low 649.80 645.57 -4.23 -0.7% 628.82
Close 651.69 649.98 -1.71 -0.3% 641.43
Range 6.38 7.56 1.18 18.5% 15.35
ATR 8.24 8.19 -0.05 -0.6% 0.00
Volume
Daily Pivots for day following 20-Mar-1996
Classic Woodie Camarilla DeMark
R4 672.24 668.67 654.14
R3 664.68 661.11 652.06
R2 657.12 657.12 651.37
R1 653.55 653.55 650.67 651.56
PP 649.56 649.56 649.56 648.56
S1 645.99 645.99 649.29 644.00
S2 642.00 642.00 648.59
S3 634.44 638.43 647.90
S4 626.88 630.87 645.82
Weekly Pivots for week ending 15-Mar-1996
Classic Woodie Camarilla DeMark
R4 684.19 678.16 649.87
R3 668.84 662.81 645.65
R2 653.49 653.49 644.24
R1 647.46 647.46 642.84 650.48
PP 638.14 638.14 638.14 639.65
S1 632.11 632.11 640.02 635.13
S2 622.79 622.79 638.62
S3 607.44 616.76 637.21
S4 592.09 601.41 632.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656.18 638.35 17.83 2.7% 7.06 1.1% 65% False False
10 656.18 627.63 28.55 4.4% 9.24 1.4% 78% False False
20 663.00 627.63 35.37 5.4% 8.90 1.4% 63% False False
40 664.23 610.65 53.58 8.2% 7.42 1.1% 73% False False
60 664.23 597.29 66.94 10.3% 6.81 1.0% 79% False False
80 664.23 597.29 66.94 10.3% 6.27 1.0% 79% False False
100 664.23 572.53 91.70 14.1% 5.86 0.9% 84% False False
120 664.23 571.55 92.68 14.3% 5.60 0.9% 85% 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 1.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 685.26
2.618 672.92
1.618 665.36
1.000 660.69
0.618 657.80
HIGH 653.13
0.618 650.24
0.500 649.35
0.382 648.46
LOW 645.57
0.618 640.90
1.000 638.01
1.618 633.34
2.618 625.78
4.250 613.44
Fisher Pivots for day following 20-Mar-1996
Pivot 1 day 3 day
R1 649.77 649.59
PP 649.56 649.20
S1 649.35 648.81

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.