S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Aug-1996
Day Change Summary
Previous Current
20-Aug-1996 21-Aug-1996 Change Change % Previous Week
Open 666.56 665.40 -1.16 -0.2% 661.98
High 666.99 665.69 -1.30 -0.2% 666.34
Low 665.15 662.16 -2.99 -0.4% 658.47
Close 665.69 665.07 -0.62 -0.1% 665.21
Range 1.84 3.53 1.69 91.8% 7.87
ATR 6.02 5.85 -0.18 -3.0% 0.00
Volume
Daily Pivots for day following 21-Aug-1996
Classic Woodie Camarilla DeMark
R4 674.90 673.51 667.01
R3 671.37 669.98 666.04
R2 667.84 667.84 665.72
R1 666.45 666.45 665.39 665.38
PP 664.31 664.31 664.31 663.77
S1 662.92 662.92 664.75 661.85
S2 660.78 660.78 664.42
S3 657.25 659.39 664.10
S4 653.72 655.86 663.13
Weekly Pivots for week ending 16-Aug-1996
Classic Woodie Camarilla DeMark
R4 686.95 683.95 669.54
R3 679.08 676.08 667.37
R2 671.21 671.21 666.65
R1 668.21 668.21 665.93 669.71
PP 663.34 663.34 663.34 664.09
S1 660.34 660.34 664.49 661.84
S2 655.47 655.47 663.77
S3 647.60 652.47 663.05
S4 639.73 644.60 660.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.12 660.64 6.48 1.0% 3.02 0.5% 68% False False
10 667.12 658.47 8.65 1.3% 4.05 0.6% 76% False False
20 667.12 626.65 40.47 6.1% 5.45 0.8% 95% False False
40 675.88 605.88 70.00 10.5% 7.45 1.1% 85% False False
60 680.32 605.88 74.44 11.2% 6.85 1.0% 80% False False
80 681.10 605.88 75.22 11.3% 6.82 1.0% 79% False False
100 681.10 605.88 75.22 11.3% 6.66 1.0% 79% False False
120 681.10 605.88 75.22 11.3% 6.79 1.0% 79% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 680.69
2.618 674.93
1.618 671.40
1.000 669.22
0.618 667.87
HIGH 665.69
0.618 664.34
0.500 663.93
0.382 663.51
LOW 662.16
0.618 659.98
1.000 658.63
1.618 656.45
2.618 652.92
4.250 647.16
Fisher Pivots for day following 21-Aug-1996
Pivot 1 day 3 day
R1 664.69 664.93
PP 664.31 664.78
S1 663.93 664.64

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.