S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-May-1996
Day Change Summary
Previous Current
14-May-1996 15-May-1996 Change Change % Previous Week
Open 661.53 665.43 3.90 0.6% 641.72
High 666.96 669.82 2.86 0.4% 653.00
Low 661.53 664.46 2.93 0.4% 630.07
Close 665.60 665.42 -0.18 0.0% 652.09
Range 5.43 5.36 -0.07 -1.3% 22.93
ATR 6.91 6.80 -0.11 -1.6% 0.00
Volume
Daily Pivots for day following 15-May-1996
Classic Woodie Camarilla DeMark
R4 682.65 679.39 668.37
R3 677.29 674.03 666.89
R2 671.93 671.93 666.40
R1 668.67 668.67 665.91 667.62
PP 666.57 666.57 666.57 666.04
S1 663.31 663.31 664.93 662.26
S2 661.21 661.21 664.44
S3 655.85 657.95 663.95
S4 650.49 652.59 662.47
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
5 669.82 643.18 26.64 4.0% 6.64 1.0% 83% True False
10 669.82 630.07 39.75 6.0% 8.15 1.2% 89% True False
20 669.82 630.07 39.75 6.0% 6.32 0.9% 89% True False
40 669.82 624.14 45.68 6.9% 6.31 0.9% 90% True False
60 669.82 624.14 45.68 6.9% 7.20 1.1% 90% True False
80 669.82 610.65 59.17 8.9% 6.80 1.0% 93% True False
100 669.82 597.29 72.53 10.9% 6.58 1.0% 94% True False
120 669.82 597.29 72.53 10.9% 6.24 0.9% 94% True False
Crabel Price Patterns
NR True
NR4 True
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 1.66
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 692.60
2.618 683.85
1.618 678.49
1.000 675.18
0.618 673.13
HIGH 669.82
0.618 667.77
0.500 667.14
0.382 666.51
LOW 664.46
0.618 661.15
1.000 659.10
1.618 655.79
2.618 650.43
4.250 641.68
Fisher Pivots for day following 15-May-1996
Pivot 1 day 3 day
R1 667.14 663.93
PP 666.57 662.44
S1 665.99 660.96

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.