S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Dec-1996
Day Change Summary
Previous Current
16-Dec-1996 17-Dec-1996 Change Change % Previous Week
Open 729.01 720.75 -8.26 -1.1% 740.22
High 732.68 727.67 -5.01 -0.7% 753.43
Low 719.40 716.69 -2.71 -0.4% 718.98
Close 720.98 726.04 5.06 0.7% 728.64
Range 13.28 10.98 -2.30 -17.3% 34.45
ATR 9.46 9.57 0.11 1.2% 0.00
Volume
Daily Pivots for day following 17-Dec-1996
Classic Woodie Camarilla DeMark
R4 756.41 752.20 732.08
R3 745.43 741.22 729.06
R2 734.45 734.45 728.05
R1 730.24 730.24 727.05 732.35
PP 723.47 723.47 723.47 724.52
S1 719.26 719.26 725.03 721.37
S2 712.49 712.49 724.03
S3 701.51 708.28 723.02
S4 690.53 697.30 720.00
Weekly Pivots for week ending 13-Dec-1996
Classic Woodie Camarilla DeMark
R4 837.03 817.29 747.59
R3 802.58 782.84 738.11
R2 768.13 768.13 734.96
R1 748.39 748.39 731.80 741.04
PP 733.68 733.68 733.68 730.01
S1 713.94 713.94 725.48 706.59
S2 699.23 699.23 722.32
S3 664.78 679.49 719.17
S4 630.33 645.04 709.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 747.54 716.69 30.85 4.2% 14.37 2.0% 30% False True
10 753.43 716.69 36.74 5.1% 12.09 1.7% 25% False True
20 762.12 716.69 45.43 6.3% 9.42 1.3% 21% False True
40 762.12 696.22 65.90 9.1% 7.71 1.1% 45% False False
60 762.12 683.54 78.58 10.8% 6.94 1.0% 54% False False
80 762.12 643.97 118.15 16.3% 6.72 0.9% 69% False False
100 762.12 629.22 132.90 18.3% 6.48 0.9% 73% False False
120 762.12 605.88 156.24 21.5% 6.98 1.0% 77% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 2.66
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 774.34
2.618 756.42
1.618 745.44
1.000 738.65
0.618 734.46
HIGH 727.67
0.618 723.48
0.500 722.18
0.382 720.88
LOW 716.69
0.618 709.90
1.000 705.71
1.618 698.92
2.618 687.94
4.250 670.03
Fisher Pivots for day following 17-Dec-1996
Pivot 1 day 3 day
R1 724.75 726.46
PP 723.47 726.32
S1 722.18 726.18

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.