S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Oct-1996
Day Change Summary
Previous Current
30-Sep-1996 01-Oct-1996 Change Change % Previous Week
Open 686.19 687.22 1.03 0.2% 686.47
High 690.11 689.54 -0.57 -0.1% 690.88
Low 686.03 684.44 -1.59 -0.2% 681.01
Close 687.31 689.08 1.77 0.3% 686.19
Range 4.08 5.10 1.02 25.0% 9.87
ATR 5.61 5.58 -0.04 -0.7% 0.00
Volume
Daily Pivots for day following 01-Oct-1996
Classic Woodie Camarilla DeMark
R4 702.99 701.13 691.89
R3 697.89 696.03 690.48
R2 692.79 692.79 690.02
R1 690.93 690.93 689.55 691.86
PP 687.69 687.69 687.69 688.15
S1 685.83 685.83 688.61 686.76
S2 682.59 682.59 688.15
S3 677.49 680.73 687.68
S4 672.39 675.63 686.28
Weekly Pivots for week ending 27-Sep-1996
Classic Woodie Camarilla DeMark
R4 715.64 710.78 691.62
R3 705.77 700.91 688.90
R2 695.90 695.90 688.00
R1 691.04 691.04 687.09 688.54
PP 686.03 686.03 686.03 684.77
S1 681.17 681.17 685.29 678.67
S2 676.16 676.16 684.38
S3 666.29 671.30 683.48
S4 656.42 661.43 680.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 690.15 683.73 6.42 0.9% 4.46 0.6% 83% False False
10 690.88 679.06 11.82 1.7% 4.87 0.7% 85% False False
20 690.88 648.89 41.99 6.1% 5.65 0.8% 96% False False
40 690.88 643.97 46.91 6.8% 5.39 0.8% 96% False False
60 690.88 605.88 85.00 12.3% 6.88 1.0% 98% False False
80 690.88 605.88 85.00 12.3% 6.49 0.9% 98% False False
100 690.88 605.88 85.00 12.3% 6.50 0.9% 98% False False
120 690.88 605.88 85.00 12.3% 6.41 0.9% 98% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 711.22
2.618 702.89
1.618 697.79
1.000 694.64
0.618 692.69
HIGH 689.54
0.618 687.59
0.500 686.99
0.382 686.39
LOW 684.44
0.618 681.29
1.000 679.34
1.618 676.19
2.618 671.09
4.250 662.77
Fisher Pivots for day following 01-Oct-1996
Pivot 1 day 3 day
R1 688.38 688.36
PP 687.69 687.64
S1 686.99 686.92

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.