S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-May-1996
Day Change Summary
Previous Current
13-May-1996 14-May-1996 Change Change % Previous Week
Open 652.10 661.53 9.43 1.4% 641.72
High 662.16 666.96 4.80 0.7% 653.00
Low 652.09 661.53 9.44 1.4% 630.07
Close 661.51 665.60 4.09 0.6% 652.09
Range 10.07 5.43 -4.64 -46.1% 22.93
ATR 7.03 6.91 -0.11 -1.6% 0.00
Volume
Daily Pivots for day following 14-May-1996
Classic Woodie Camarilla DeMark
R4 680.99 678.72 668.59
R3 675.56 673.29 667.09
R2 670.13 670.13 666.60
R1 667.86 667.86 666.10 669.00
PP 664.70 664.70 664.70 665.26
S1 662.43 662.43 665.10 663.57
S2 659.27 659.27 664.60
S3 653.84 657.00 664.11
S4 648.41 651.57 662.61
Weekly Pivots for week ending 10-May-1996
Classic Woodie Camarilla DeMark
R4 713.84 705.90 664.70
R3 690.91 682.97 658.40
R2 667.98 667.98 656.29
R1 660.04 660.04 654.19 664.01
PP 645.05 645.05 645.05 647.04
S1 637.11 637.11 649.99 641.08
S2 622.12 622.12 647.89
S3 599.19 614.18 645.78
S4 576.26 591.25 639.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 666.96 630.07 36.89 5.5% 8.51 1.3% 96% True False
10 666.96 630.07 36.89 5.5% 8.03 1.2% 96% True False
20 666.96 630.07 36.89 5.5% 6.36 1.0% 96% True False
40 666.96 624.14 42.82 6.4% 6.33 1.0% 97% True False
60 666.96 624.14 42.82 6.4% 7.18 1.1% 97% True False
80 666.96 606.76 60.20 9.0% 6.81 1.0% 98% True False
100 666.96 597.29 69.67 10.5% 6.61 1.0% 98% True False
120 666.96 595.42 71.54 10.7% 6.23 0.9% 98% True 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 1.73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 690.04
2.618 681.18
1.618 675.75
1.000 672.39
0.618 670.32
HIGH 666.96
0.618 664.89
0.500 664.25
0.382 663.60
LOW 661.53
0.618 658.17
1.000 656.10
1.618 652.74
2.618 647.31
4.250 638.45
Fisher Pivots for day following 14-May-1996
Pivot 1 day 3 day
R1 665.15 662.47
PP 664.70 659.33
S1 664.25 656.20

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.