S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-May-1996
Day Change Summary
Previous Current
08-May-1996 09-May-1996 Change Change % Previous Week
Open 637.88 644.64 6.76 1.1% 653.33
High 644.79 647.95 3.16 0.5% 656.44
Low 630.07 643.18 13.11 2.1% 640.23
Close 644.77 645.44 0.67 0.1% 641.63
Range 14.72 4.77 -9.95 -67.6% 16.21
ATR 6.88 6.73 -0.15 -2.2% 0.00
Volume
Daily Pivots for day following 09-May-1996
Classic Woodie Camarilla DeMark
R4 659.83 657.41 648.06
R3 655.06 652.64 646.75
R2 650.29 650.29 646.31
R1 647.87 647.87 645.88 649.08
PP 645.52 645.52 645.52 646.13
S1 643.10 643.10 645.00 644.31
S2 640.75 640.75 644.57
S3 635.98 638.33 644.13
S4 631.21 633.56 642.82
Weekly Pivots for week ending 03-May-1996
Classic Woodie Camarilla DeMark
R4 694.73 684.39 650.55
R3 678.52 668.18 646.09
R2 662.31 662.31 644.60
R1 651.97 651.97 643.12 649.04
PP 646.10 646.10 646.10 644.63
S1 635.76 635.76 640.14 632.83
S2 629.89 629.89 638.66
S3 613.68 619.55 637.17
S4 597.47 603.34 632.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 648.45 630.07 18.38 2.8% 8.12 1.3% 84% False False
10 656.44 630.07 26.37 4.1% 6.83 1.1% 58% False False
20 656.44 630.07 26.37 4.1% 5.97 0.9% 58% False False
40 656.68 624.14 32.54 5.0% 6.29 1.0% 65% False False
60 664.23 624.14 40.09 6.2% 7.12 1.1% 53% False False
80 664.23 599.05 65.18 10.1% 6.76 1.0% 71% False False
100 664.23 597.29 66.94 10.4% 6.58 1.0% 72% False False
120 664.23 593.52 70.71 11.0% 6.13 1.0% 73% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1.96
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 668.22
2.618 660.44
1.618 655.67
1.000 652.72
0.618 650.90
HIGH 647.95
0.618 646.13
0.500 645.57
0.382 645.00
LOW 643.18
0.618 640.23
1.000 638.41
1.618 635.46
2.618 630.69
4.250 622.91
Fisher Pivots for day following 09-May-1996
Pivot 1 day 3 day
R1 645.57 643.30
PP 645.52 641.15
S1 645.48 639.01

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.