S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jan-1997
Day Change Summary
Previous Current
09-Jan-1997 10-Jan-1997 Change Change % Previous Week
Open 748.86 754.48 5.62 0.8% 748.18
High 757.68 759.65 1.97 0.3% 759.65
Low 748.41 746.92 -1.49 -0.2% 742.18
Close 754.85 759.50 4.65 0.6% 759.50
Range 9.27 12.73 3.46 37.3% 17.47
ATR 9.29 9.53 0.25 2.6% 0.00
Volume
Daily Pivots for day following 10-Jan-1997
Classic Woodie Camarilla DeMark
R4 793.55 789.25 766.50
R3 780.82 776.52 763.00
R2 768.09 768.09 761.83
R1 763.79 763.79 760.67 765.94
PP 755.36 755.36 755.36 756.43
S1 751.06 751.06 758.33 753.21
S2 742.63 742.63 757.17
S3 729.90 738.33 756.00
S4 717.17 725.60 752.50
Weekly Pivots for week ending 10-Jan-1997
Classic Woodie Camarilla DeMark
R4 806.19 800.31 769.11
R3 788.72 782.84 764.30
R2 771.25 771.25 762.70
R1 765.37 765.37 761.10 768.31
PP 753.78 753.78 753.78 755.25
S1 747.90 747.90 757.90 750.84
S2 736.31 736.31 756.30
S3 718.84 730.43 754.70
S4 701.37 712.96 749.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 759.65 742.18 17.47 2.3% 10.12 1.3% 99% True False
10 759.65 729.55 30.10 4.0% 9.87 1.3% 100% True False
20 759.65 716.69 42.96 5.7% 10.20 1.3% 100% True False
40 762.12 716.69 45.43 6.0% 8.94 1.2% 94% False False
60 762.12 696.22 65.90 8.7% 7.93 1.0% 96% False False
80 762.12 679.06 83.06 10.9% 7.28 1.0% 97% False False
100 762.12 643.97 118.15 15.6% 7.03 0.9% 98% False False
120 762.12 616.43 145.69 19.2% 6.93 0.9% 98% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 813.75
2.618 792.98
1.618 780.25
1.000 772.38
0.618 767.52
HIGH 759.65
0.618 754.79
0.500 753.29
0.382 751.78
LOW 746.92
0.618 739.05
1.000 734.19
1.618 726.32
2.618 713.59
4.250 692.82
Fisher Pivots for day following 10-Jan-1997
Pivot 1 day 3 day
R1 757.43 757.43
PP 755.36 755.36
S1 753.29 753.29

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.