S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jun-1997
Day Change Summary
Previous Current
11-Jun-1997 12-Jun-1997 Change Change % Previous Week
Open 865.27 869.57 4.30 0.5% 849.27
High 870.66 884.34 13.68 1.6% 859.24
Low 865.15 869.01 3.86 0.4% 838.82
Close 869.57 883.48 13.91 1.6% 858.01
Range 5.51 15.33 9.82 178.2% 20.42
ATR 10.07 10.45 0.38 3.7% 0.00
Volume
Daily Pivots for day following 12-Jun-1997
Classic Woodie Camarilla DeMark
R4 924.93 919.54 891.91
R3 909.60 904.21 887.70
R2 894.27 894.27 886.29
R1 888.88 888.88 884.89 891.58
PP 878.94 878.94 878.94 880.29
S1 873.55 873.55 882.07 876.25
S2 863.61 863.61 880.67
S3 848.28 858.22 879.26
S4 832.95 842.89 875.05
Weekly Pivots for week ending 06-Jun-1997
Classic Woodie Camarilla DeMark
R4 913.28 906.07 869.24
R3 892.86 885.65 863.63
R2 872.44 872.44 861.75
R1 865.23 865.23 859.88 868.84
PP 852.02 852.02 852.02 853.83
S1 844.81 844.81 856.14 848.42
S2 831.60 831.60 854.27
S3 811.18 824.39 852.39
S4 790.76 803.97 846.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 884.34 843.36 40.98 4.6% 10.34 1.2% 98% True False
10 884.34 831.87 52.47 5.9% 10.30 1.2% 98% True False
20 884.34 826.42 57.92 6.6% 10.23 1.2% 99% True False
40 884.34 756.38 127.96 14.5% 10.91 1.2% 99% True False
60 884.34 733.54 150.80 17.1% 10.98 1.2% 99% True False
80 884.34 733.54 150.80 17.1% 10.64 1.2% 99% True False
100 884.34 733.54 150.80 17.1% 10.47 1.2% 99% True False
120 884.34 729.55 154.79 17.5% 10.15 1.1% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.84
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 949.49
2.618 924.47
1.618 909.14
1.000 899.67
0.618 893.81
HIGH 884.34
0.618 878.48
0.500 876.68
0.382 874.87
LOW 869.01
0.618 859.54
1.000 853.68
1.618 844.21
2.618 828.88
4.250 803.86
Fisher Pivots for day following 12-Jun-1997
Pivot 1 day 3 day
R1 881.21 880.07
PP 878.94 876.67
S1 876.68 873.26

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.