S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Aug-1997
Day Change Summary
Previous Current
31-Jul-1997 01-Aug-1997 Change Change % Previous Week
Open 952.48 954.29 1.81 0.2% 942.21
High 957.73 955.35 -2.38 -0.2% 957.73
Low 948.89 939.04 -9.85 -1.0% 932.56
Close 954.29 947.14 -7.15 -0.7% 947.14
Range 8.84 16.31 7.47 84.5% 25.17
ATR 11.55 11.89 0.34 2.9% 0.00
Volume
Daily Pivots for day following 01-Aug-1997
Classic Woodie Camarilla DeMark
R4 996.11 987.93 956.11
R3 979.80 971.62 951.63
R2 963.49 963.49 950.13
R1 955.31 955.31 948.64 951.25
PP 947.18 947.18 947.18 945.14
S1 939.00 939.00 945.64 934.94
S2 930.87 930.87 944.15
S3 914.56 922.69 942.65
S4 898.25 906.38 938.17
Weekly Pivots for week ending 01-Aug-1997
Classic Woodie Camarilla DeMark
R4 1,021.32 1,009.40 960.98
R3 996.15 984.23 954.06
R2 970.98 970.98 951.75
R1 959.06 959.06 949.45 965.02
PP 945.81 945.81 945.81 948.79
S1 933.89 933.89 944.83 939.85
S2 920.64 920.64 942.53
S3 895.47 908.72 940.22
S4 870.30 883.55 933.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 957.73 932.56 25.17 2.7% 11.08 1.2% 58% False False
10 957.73 907.12 50.61 5.3% 11.71 1.2% 79% False False
20 957.73 902.48 55.25 5.8% 11.95 1.3% 81% False False
40 957.73 843.36 114.37 12.1% 11.80 1.2% 91% False False
60 957.73 811.84 145.89 15.4% 11.42 1.2% 93% False False
80 957.73 733.54 224.19 23.7% 11.45 1.2% 95% False False
100 957.73 733.54 224.19 23.7% 11.37 1.2% 95% False False
120 957.73 733.54 224.19 23.7% 10.98 1.2% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.66
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,024.67
2.618 998.05
1.618 981.74
1.000 971.66
0.618 965.43
HIGH 955.35
0.618 949.12
0.500 947.20
0.382 945.27
LOW 939.04
0.618 928.96
1.000 922.73
1.618 912.65
2.618 896.34
4.250 869.72
Fisher Pivots for day following 01-Aug-1997
Pivot 1 day 3 day
R1 947.20 948.39
PP 947.18 947.97
S1 947.16 947.56

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.