S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Oct-1996
Day Change Summary
Previous Current
30-Oct-1996 31-Oct-1996 Change Change % Previous Week
Open 701.45 700.96 -0.49 -0.1% 710.78
High 703.44 706.61 3.17 0.5% 714.10
Low 700.05 700.35 0.30 0.0% 700.53
Close 700.90 705.27 4.37 0.6% 700.92
Range 3.39 6.26 2.87 84.7% 13.57
ATR 5.62 5.67 0.05 0.8% 0.00
Volume
Daily Pivots for day following 31-Oct-1996
Classic Woodie Camarilla DeMark
R4 722.86 720.32 708.71
R3 716.60 714.06 706.99
R2 710.34 710.34 706.42
R1 707.80 707.80 705.84 709.07
PP 704.08 704.08 704.08 704.71
S1 701.54 701.54 704.70 702.81
S2 697.82 697.82 704.12
S3 691.56 695.28 703.55
S4 685.30 689.02 701.83
Weekly Pivots for week ending 25-Oct-1996
Classic Woodie Camarilla DeMark
R4 745.89 736.98 708.38
R3 732.32 723.41 704.65
R2 718.75 718.75 703.41
R1 709.84 709.84 702.16 707.51
PP 705.18 705.18 705.18 704.02
S1 696.27 696.27 699.68 693.94
S2 691.61 691.61 698.43
S3 678.04 682.70 697.19
S4 664.47 669.13 693.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706.61 696.22 10.39 1.5% 5.68 0.8% 87% True False
10 714.10 696.22 17.88 2.5% 5.75 0.8% 51% False False
20 714.10 692.78 21.32 3.0% 5.77 0.8% 59% False False
40 714.10 649.44 64.66 9.2% 5.69 0.8% 86% False False
60 714.10 643.97 70.13 9.9% 5.49 0.8% 87% False False
80 714.10 605.88 108.22 15.3% 6.56 0.9% 92% False False
100 714.10 605.88 108.22 15.3% 6.33 0.9% 92% False False
120 714.10 605.88 108.22 15.3% 6.30 0.9% 92% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 733.22
2.618 723.00
1.618 716.74
1.000 712.87
0.618 710.48
HIGH 706.61
0.618 704.22
0.500 703.48
0.382 702.74
LOW 700.35
0.618 696.48
1.000 694.09
1.618 690.22
2.618 683.96
4.250 673.75
Fisher Pivots for day following 31-Oct-1996
Pivot 1 day 3 day
R1 704.67 703.99
PP 704.08 702.70
S1 703.48 701.42

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.