S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-May-1997
Day Change Summary
Previous Current
29-May-1997 30-May-1997 Change Change % Previous Week
Open 847.25 841.07 -6.18 -0.7% 846.51
High 848.96 851.87 2.91 0.3% 851.87
Low 842.61 831.87 -10.74 -1.3% 831.87
Close 844.08 848.28 4.20 0.5% 848.28
Range 6.35 20.00 13.65 215.0% 20.00
ATR 10.75 11.41 0.66 6.1% 0.00
Volume
Daily Pivots for day following 30-May-1997
Classic Woodie Camarilla DeMark
R4 904.01 896.14 859.28
R3 884.01 876.14 853.78
R2 864.01 864.01 851.95
R1 856.14 856.14 850.11 860.08
PP 844.01 844.01 844.01 845.97
S1 836.14 836.14 846.45 840.08
S2 824.01 824.01 844.61
S3 804.01 816.14 842.78
S4 784.01 796.14 837.28
Weekly Pivots for week ending 30-May-1997
Classic Woodie Camarilla DeMark
R4 904.01 896.14 859.28
R3 884.01 876.14 853.78
R2 864.01 864.01 851.95
R1 856.14 856.14 850.11 860.08
PP 844.01 844.01 844.01 845.97
S1 836.14 836.14 846.45 840.08
S2 824.01 824.01 844.61
S3 804.01 816.14 842.78
S4 784.01 796.14 837.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 851.87 831.87 20.00 2.4% 11.50 1.4% 82% True True
10 851.87 826.42 25.45 3.0% 11.25 1.3% 86% True False
20 851.87 798.53 53.34 6.3% 11.78 1.4% 93% True False
40 851.87 733.54 118.33 13.9% 11.30 1.3% 97% True False
60 851.87 733.54 118.33 13.9% 11.07 1.3% 97% True False
80 851.87 733.54 118.33 13.9% 10.74 1.3% 97% True False
100 851.87 733.54 118.33 13.9% 10.40 1.2% 97% True False
120 851.87 716.69 135.18 15.9% 10.37 1.2% 97% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.31
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 936.87
2.618 904.23
1.618 884.23
1.000 871.87
0.618 864.23
HIGH 851.87
0.618 844.23
0.500 841.87
0.382 839.51
LOW 831.87
0.618 819.51
1.000 811.87
1.618 799.51
2.618 779.51
4.250 746.87
Fisher Pivots for day following 30-May-1997
Pivot 1 day 3 day
R1 846.14 846.14
PP 844.01 844.01
S1 841.87 841.87

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.