S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Apr-1997
Day Change Summary
Previous Current
01-Apr-1997 02-Apr-1997 Change Change % Previous Week
Open 756.19 759.64 3.45 0.5% 783.85
High 761.49 759.65 -1.84 -0.2% 798.11
Low 751.26 747.59 -3.67 -0.5% 767.32
Close 759.64 750.11 -9.53 -1.3% 773.88
Range 10.23 12.06 1.83 17.9% 30.79
ATR 10.97 11.05 0.08 0.7% 0.00
Volume
Daily Pivots for day following 02-Apr-1997
Classic Woodie Camarilla DeMark
R4 788.63 781.43 756.74
R3 776.57 769.37 753.43
R2 764.51 764.51 752.32
R1 757.31 757.31 751.22 754.88
PP 752.45 752.45 752.45 751.24
S1 745.25 745.25 749.00 742.82
S2 740.39 740.39 747.90
S3 728.33 733.19 746.79
S4 716.27 721.13 743.48
Weekly Pivots for week ending 28-Mar-1997
Classic Woodie Camarilla DeMark
R4 872.14 853.80 790.81
R3 841.35 823.01 782.35
R2 810.56 810.56 779.52
R1 792.22 792.22 776.70 786.00
PP 779.77 779.77 779.77 776.66
S1 761.43 761.43 771.06 755.21
S2 748.98 748.98 768.24
S3 718.19 730.64 765.41
S4 687.40 699.85 756.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.89 747.59 47.30 6.3% 14.68 2.0% 5% False True
10 798.11 747.59 50.52 6.7% 11.70 1.6% 5% False True
20 814.90 747.59 67.31 9.0% 10.84 1.4% 4% False True
40 817.68 747.59 70.09 9.3% 10.16 1.4% 4% False True
60 817.68 742.18 75.50 10.1% 9.87 1.3% 11% False False
80 817.68 716.69 100.99 13.5% 10.05 1.3% 33% False False
100 817.68 716.69 100.99 13.5% 9.29 1.2% 33% False False
120 817.68 693.34 124.34 16.6% 8.75 1.2% 46% 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 1.86
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 810.91
2.618 791.22
1.618 779.16
1.000 771.71
0.618 767.10
HIGH 759.65
0.618 755.04
0.500 753.62
0.382 752.20
LOW 747.59
0.618 740.14
1.000 735.53
1.618 728.08
2.618 716.02
4.250 696.34
Fisher Pivots for day following 02-Apr-1997
Pivot 1 day 3 day
R1 753.62 760.74
PP 752.45 757.19
S1 751.28 753.65

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.