S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jan-1997
Day Change Summary
Previous Current
29-Jan-1997 30-Jan-1997 Change Change % Previous Week
Open 765.45 772.86 7.41 1.0% 776.30
High 772.70 784.17 11.47 1.5% 794.67
Low 765.02 772.50 7.48 1.0% 768.17
Close 772.50 784.17 11.67 1.5% 770.52
Range 7.68 11.67 3.99 52.0% 26.50
ATR 9.58 9.73 0.15 1.6% 0.00
Volume
Daily Pivots for day following 30-Jan-1997
Classic Woodie Camarilla DeMark
R4 815.29 811.40 790.59
R3 803.62 799.73 787.38
R2 791.95 791.95 786.31
R1 788.06 788.06 785.24 790.01
PP 780.28 780.28 780.28 781.25
S1 776.39 776.39 783.10 778.34
S2 768.61 768.61 782.03
S3 756.94 764.72 780.96
S4 745.27 753.05 777.75
Weekly Pivots for week ending 24-Jan-1997
Classic Woodie Camarilla DeMark
R4 857.29 840.40 785.10
R3 830.79 813.90 777.81
R2 804.29 804.29 775.38
R1 787.40 787.40 772.95 782.60
PP 777.79 777.79 777.79 775.38
S1 760.90 760.90 768.09 756.10
S2 751.29 751.29 765.66
S3 724.79 734.40 763.23
S4 698.29 707.90 755.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 784.17 761.75 22.42 2.9% 10.24 1.3% 100% True False
10 794.67 761.75 32.92 4.2% 10.02 1.3% 68% False False
20 794.67 737.01 57.66 7.4% 9.74 1.2% 82% False False
40 794.67 716.69 77.98 9.9% 10.02 1.3% 87% False False
60 794.67 706.73 87.94 11.2% 8.84 1.1% 88% False False
80 794.67 693.34 101.33 12.9% 8.07 1.0% 90% False False
100 794.67 661.55 133.12 17.0% 7.53 1.0% 92% False False
120 794.67 643.97 150.70 19.2% 7.20 0.9% 93% 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 2.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 833.77
2.618 814.72
1.618 803.05
1.000 795.84
0.618 791.38
HIGH 784.17
0.618 779.71
0.500 778.34
0.382 776.96
LOW 772.50
0.618 765.29
1.000 760.83
1.618 753.62
2.618 741.95
4.250 722.90
Fisher Pivots for day following 30-Jan-1997
Pivot 1 day 3 day
R1 782.23 780.43
PP 780.28 776.70
S1 778.34 772.96

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.