S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-May-1996
Day Change Summary
Previous Current
21-May-1996 22-May-1996 Change Change % Previous Week
Open 673.10 672.54 -0.56 -0.1% 652.10
High 675.56 678.42 2.86 0.4% 669.84
Low 672.26 671.23 -1.03 -0.2% 652.09
Close 672.76 678.42 5.66 0.8% 668.91
Range 3.30 7.19 3.89 117.9% 17.75
ATR 6.25 6.31 0.07 1.1% 0.00
Volume
Daily Pivots for day following 22-May-1996
Classic Woodie Camarilla DeMark
R4 697.59 695.20 682.37
R3 690.40 688.01 680.40
R2 683.21 683.21 679.74
R1 680.82 680.82 679.08 682.02
PP 676.02 676.02 676.02 676.62
S1 673.63 673.63 677.76 674.83
S2 668.83 668.83 677.10
S3 661.64 666.44 676.44
S4 654.45 659.25 674.47
Weekly Pivots for week ending 17-May-1996
Classic Woodie Camarilla DeMark
R4 716.86 710.64 678.67
R3 699.11 692.89 673.79
R2 681.36 681.36 672.16
R1 675.14 675.14 670.54 678.25
PP 663.61 663.61 663.61 665.17
S1 657.39 657.39 667.28 660.50
S2 645.86 645.86 665.66
S3 628.11 639.64 664.03
S4 610.36 621.89 659.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 678.42 662.79 15.63 2.3% 5.16 0.8% 100% True False
10 678.42 643.18 35.24 5.2% 5.90 0.9% 100% True False
20 678.42 630.07 48.35 7.1% 6.49 1.0% 100% True False
40 678.42 624.14 54.28 8.0% 6.28 0.9% 100% True False
60 678.42 624.14 54.28 8.0% 6.83 1.0% 100% True False
80 678.42 621.42 57.00 8.4% 6.84 1.0% 100% True False
100 678.42 597.29 81.13 12.0% 6.68 1.0% 100% True False
120 678.42 597.29 81.13 12.0% 6.33 0.9% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 708.98
2.618 697.24
1.618 690.05
1.000 685.61
0.618 682.86
HIGH 678.42
0.618 675.67
0.500 674.83
0.382 673.98
LOW 671.23
0.618 666.79
1.000 664.04
1.618 659.60
2.618 652.41
4.250 640.67
Fisher Pivots for day following 22-May-1996
Pivot 1 day 3 day
R1 677.22 676.62
PP 676.02 674.83
S1 674.83 673.03

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.