S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-May-1997
Day Change Summary
Previous Current
12-May-1997 13-May-1997 Change Change % Previous Week
Open 825.01 837.41 12.40 1.5% 813.18
High 838.56 838.49 -0.07 0.0% 832.29
Low 824.78 829.12 4.34 0.5% 811.80
Close 837.66 833.13 -4.53 -0.5% 824.78
Range 13.78 9.37 -4.41 -32.0% 20.49
ATR 12.11 11.92 -0.20 -1.6% 0.00
Volume
Daily Pivots for day following 13-May-1997
Classic Woodie Camarilla DeMark
R4 861.69 856.78 838.28
R3 852.32 847.41 835.71
R2 842.95 842.95 834.85
R1 838.04 838.04 833.99 835.81
PP 833.58 833.58 833.58 832.47
S1 828.67 828.67 832.27 826.44
S2 824.21 824.21 831.41
S3 814.84 819.30 830.55
S4 805.47 809.93 827.98
Weekly Pivots for week ending 09-May-1997
Classic Woodie Camarilla DeMark
R4 884.43 875.09 836.05
R3 863.94 854.60 830.41
R2 843.45 843.45 828.54
R1 834.11 834.11 826.66 838.78
PP 822.96 822.96 822.96 825.29
S1 813.62 813.62 822.90 818.29
S2 802.47 802.47 821.02
S3 781.98 793.13 819.15
S4 761.49 772.64 813.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 838.56 811.84 26.72 3.2% 13.07 1.6% 80% False False
10 838.56 791.21 47.35 5.7% 12.86 1.5% 89% False False
20 838.56 751.99 86.57 10.4% 11.76 1.4% 94% False False
40 838.56 733.54 105.02 12.6% 11.46 1.4% 95% False False
60 838.56 733.54 105.02 12.6% 10.80 1.3% 95% False False
80 838.56 733.54 105.02 12.6% 10.51 1.3% 95% False False
100 838.56 729.55 109.01 13.1% 10.20 1.2% 95% False False
120 838.56 716.69 121.87 14.6% 10.08 1.2% 96% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.84
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 878.31
2.618 863.02
1.618 853.65
1.000 847.86
0.618 844.28
HIGH 838.49
0.618 834.91
0.500 833.81
0.382 832.70
LOW 829.12
0.618 823.33
1.000 819.75
1.618 813.96
2.618 804.59
4.250 789.30
Fisher Pivots for day following 13-May-1997
Pivot 1 day 3 day
R1 833.81 831.14
PP 833.58 829.16
S1 833.36 827.17

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.