S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Mar-1997
Day Change Summary
Previous Current
11-Mar-1997 12-Mar-1997 Change Change % Previous Week
Open 813.74 810.84 -2.90 -0.4% 790.48
High 814.90 811.34 -3.56 -0.4% 808.19
Low 810.77 801.07 -9.70 -1.2% 785.66
Close 811.34 804.26 -7.08 -0.9% 804.97
Range 4.13 10.27 6.14 148.7% 22.53
ATR 8.97 9.06 0.09 1.0% 0.00
Volume
Daily Pivots for day following 12-Mar-1997
Classic Woodie Camarilla DeMark
R4 836.37 830.58 809.91
R3 826.10 820.31 807.08
R2 815.83 815.83 806.14
R1 810.04 810.04 805.20 807.80
PP 805.56 805.56 805.56 804.44
S1 799.77 799.77 803.32 797.53
S2 795.29 795.29 802.38
S3 785.02 789.50 801.44
S4 774.75 779.23 798.61
Weekly Pivots for week ending 07-Mar-1997
Classic Woodie Camarilla DeMark
R4 867.20 858.61 817.36
R3 844.67 836.08 811.17
R2 822.14 822.14 809.10
R1 813.55 813.55 807.04 817.85
PP 799.61 799.61 799.61 801.75
S1 791.02 791.02 802.90 795.32
S2 777.08 777.08 800.84
S3 754.55 768.49 798.77
S4 732.02 745.96 792.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 814.90 797.50 17.40 2.2% 8.13 1.0% 39% False False
10 814.90 785.66 29.24 3.6% 8.81 1.1% 64% False False
20 817.68 785.66 32.02 4.0% 9.08 1.1% 58% False False
40 817.68 761.75 55.93 7.0% 9.18 1.1% 76% False False
60 817.68 716.69 100.99 12.6% 9.28 1.2% 87% False False
80 817.68 716.69 100.99 12.6% 9.16 1.1% 87% False False
100 817.68 696.22 121.46 15.1% 8.53 1.1% 89% False False
120 817.68 681.01 136.67 17.0% 7.99 1.0% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.51
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 854.99
2.618 838.23
1.618 827.96
1.000 821.61
0.618 817.69
HIGH 811.34
0.618 807.42
0.500 806.21
0.382 804.99
LOW 801.07
0.618 794.72
1.000 790.80
1.618 784.45
2.618 774.18
4.250 757.42
Fisher Pivots for day following 12-Mar-1997
Pivot 1 day 3 day
R1 806.21 807.99
PP 805.56 806.74
S1 804.91 805.50

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.