S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Aug-1997
Day Change Summary
Previous Current
26-Aug-1997 27-Aug-1997 Change Change % Previous Week
Open 919.64 913.01 -6.63 -0.7% 900.79
High 922.47 916.23 -6.24 -0.7% 939.47
Low 911.72 903.83 -7.89 -0.9% 893.34
Close 913.02 913.70 0.68 0.1% 923.55
Range 10.75 12.40 1.65 15.3% 46.13
ATR 14.64 14.48 -0.16 -1.1% 0.00
Volume
Daily Pivots for day following 27-Aug-1997
Classic Woodie Camarilla DeMark
R4 948.45 943.48 920.52
R3 936.05 931.08 917.11
R2 923.65 923.65 915.97
R1 918.68 918.68 914.84 921.17
PP 911.25 911.25 911.25 912.50
S1 906.28 906.28 912.56 908.77
S2 898.85 898.85 911.43
S3 886.45 893.88 910.29
S4 874.05 881.48 906.88
Weekly Pivots for week ending 22-Aug-1997
Classic Woodie Camarilla DeMark
R4 1,057.18 1,036.49 948.92
R3 1,011.05 990.36 936.24
R2 964.92 964.92 932.01
R1 944.23 944.23 927.78 954.58
PP 918.79 918.79 918.79 923.96
S1 898.10 898.10 919.32 908.45
S2 872.66 872.66 915.09
S3 826.53 851.97 910.86
S4 780.40 805.84 898.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.47 903.83 35.64 3.9% 14.91 1.6% 28% False True
10 939.47 893.34 46.13 5.0% 15.92 1.7% 44% False False
20 964.17 893.34 70.83 7.8% 15.03 1.6% 29% False False
40 964.17 891.03 73.14 8.0% 13.53 1.5% 31% False False
60 964.17 838.82 125.35 13.7% 12.71 1.4% 60% False False
80 964.17 811.84 152.33 16.7% 12.27 1.3% 67% False False
100 964.17 733.54 230.63 25.2% 12.10 1.3% 78% False False
120 964.17 733.54 230.63 25.2% 11.89 1.3% 78% 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 3.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 968.93
2.618 948.69
1.618 936.29
1.000 928.63
0.618 923.89
HIGH 916.23
0.618 911.49
0.500 910.03
0.382 908.57
LOW 903.83
0.618 896.17
1.000 891.43
1.618 883.77
2.618 871.37
4.250 851.13
Fisher Pivots for day following 27-Aug-1997
Pivot 1 day 3 day
R1 912.48 917.38
PP 911.25 916.15
S1 910.03 914.93

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.