S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Sep-1996
Day Change Summary
Previous Current
30-Aug-1996 03-Sep-1996 Change Change % Previous Week
Open 657.68 651.64 -6.04 -0.9% 666.95
High 657.71 655.13 -2.58 -0.4% 667.41
Low 650.52 643.97 -6.55 -1.0% 650.52
Close 651.99 654.72 2.73 0.4% 651.99
Range 7.19 11.16 3.97 55.2% 16.89
ATR 5.85 6.23 0.38 6.5% 0.00
Volume
Daily Pivots for day following 03-Sep-1996
Classic Woodie Camarilla DeMark
R4 684.75 680.90 660.86
R3 673.59 669.74 657.79
R2 662.43 662.43 656.77
R1 658.58 658.58 655.74 660.51
PP 651.27 651.27 651.27 652.24
S1 647.42 647.42 653.70 649.35
S2 640.11 640.11 652.67
S3 628.95 636.26 651.65
S4 617.79 625.10 648.58
Weekly Pivots for week ending 30-Aug-1996
Classic Woodie Camarilla DeMark
R4 707.31 696.54 661.28
R3 690.42 679.65 656.63
R2 673.53 673.53 655.09
R1 662.76 662.76 653.54 659.70
PP 656.64 656.64 656.64 655.11
S1 645.87 645.87 650.44 642.81
S2 639.75 639.75 648.89
S3 622.86 628.98 647.35
S4 605.97 612.09 642.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 667.41 643.97 23.44 3.6% 6.75 1.0% 46% False True
10 672.50 643.97 28.53 4.4% 5.71 0.9% 38% False True
20 672.50 643.97 28.53 4.4% 5.14 0.8% 38% False True
40 672.50 605.88 66.62 10.2% 7.50 1.1% 73% False False
60 676.72 605.88 70.84 10.8% 6.77 1.0% 69% False False
80 681.10 605.88 75.22 11.5% 6.71 1.0% 65% False False
100 681.10 605.88 75.22 11.5% 6.56 1.0% 65% False False
120 681.10 605.88 75.22 11.5% 6.57 1.0% 65% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 702.56
2.618 684.35
1.618 673.19
1.000 666.29
0.618 662.03
HIGH 655.13
0.618 650.87
0.500 649.55
0.382 648.23
LOW 643.97
0.618 637.07
1.000 632.81
1.618 625.91
2.618 614.75
4.250 596.54
Fisher Pivots for day following 03-Sep-1996
Pivot 1 day 3 day
R1 653.00 654.61
PP 651.27 654.50
S1 649.55 654.39

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.