S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jan-1997
Day Change Summary
Previous Current
02-Jan-1997 03-Jan-1997 Change Change % Previous Week
Open 740.98 737.55 -3.43 -0.5% 757.10
High 742.81 748.24 5.43 0.7% 759.20
Low 729.55 737.01 7.46 1.0% 729.55
Close 737.01 748.03 11.02 1.5% 748.03
Range 13.26 11.23 -2.03 -15.3% 29.65
ATR 9.08 9.24 0.15 1.7% 0.00
Volume
Daily Pivots for day following 03-Jan-1997
Classic Woodie Camarilla DeMark
R4 778.12 774.30 754.21
R3 766.89 763.07 751.12
R2 755.66 755.66 750.09
R1 751.84 751.84 749.06 753.75
PP 744.43 744.43 744.43 745.38
S1 740.61 740.61 747.00 742.52
S2 733.20 733.20 745.97
S3 721.97 729.38 744.94
S4 710.74 718.15 741.85
Weekly Pivots for week ending 03-Jan-1997
Classic Woodie Camarilla DeMark
R4 834.54 820.94 764.34
R3 804.89 791.29 756.18
R2 775.24 775.24 753.47
R1 761.64 761.64 750.75 753.62
PP 745.59 745.59 745.59 741.58
S1 731.99 731.99 745.31 723.97
S2 715.94 715.94 742.59
S3 686.29 702.34 739.88
S4 656.64 672.69 731.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 759.20 729.55 29.65 4.0% 9.62 1.3% 62% False False
10 759.20 729.55 29.65 4.0% 8.95 1.2% 62% False False
20 759.20 716.69 42.51 5.7% 10.36 1.4% 74% False False
40 762.12 712.83 49.29 6.6% 8.48 1.1% 71% False False
60 762.12 693.34 68.78 9.2% 7.61 1.0% 80% False False
80 762.12 661.79 100.33 13.4% 7.07 0.9% 86% False False
100 762.12 643.97 118.15 15.8% 6.73 0.9% 88% False False
120 762.12 605.88 156.24 20.9% 7.03 0.9% 91% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.82
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 795.97
2.618 777.64
1.618 766.41
1.000 759.47
0.618 755.18
HIGH 748.24
0.618 743.95
0.500 742.63
0.382 741.30
LOW 737.01
0.618 730.07
1.000 725.78
1.618 718.84
2.618 707.61
4.250 689.28
Fisher Pivots for day following 03-Jan-1997
Pivot 1 day 3 day
R1 746.23 745.94
PP 744.43 743.84
S1 742.63 741.75

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.