S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Dec-1997
Day Change Summary
Previous Current
02-Dec-1997 03-Dec-1997 Change Change % Previous Week
Open 974.42 971.08 -3.34 -0.3% 961.96
High 976.20 980.81 4.61 0.5% 963.09
Low 969.81 966.16 -3.65 -0.4% 944.71
Close 971.68 976.77 5.09 0.5% 955.40
Range 6.39 14.65 8.26 129.3% 18.38
ATR 14.63 14.64 0.00 0.0% 0.00
Volume
Daily Pivots for day following 03-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,018.53 1,012.30 984.83
R3 1,003.88 997.65 980.80
R2 989.23 989.23 979.46
R1 983.00 983.00 978.11 986.12
PP 974.58 974.58 974.58 976.14
S1 968.35 968.35 975.43 971.47
S2 959.93 959.93 974.08
S3 945.28 953.70 972.74
S4 930.63 939.05 968.71
Weekly Pivots for week ending 28-Nov-1997
Classic Woodie Camarilla DeMark
R4 1,009.54 1,000.85 965.51
R3 991.16 982.47 960.45
R2 972.78 972.78 958.77
R1 964.09 964.09 957.08 959.25
PP 954.40 954.40 954.40 951.98
S1 945.71 945.71 953.72 940.87
S2 936.02 936.02 952.03
S3 917.64 927.33 950.35
S4 899.26 908.95 945.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 980.81 950.82 29.99 3.1% 10.71 1.1% 87% True False
10 980.81 934.83 45.98 4.7% 12.08 1.2% 91% True False
20 980.81 900.61 80.20 8.2% 13.41 1.4% 95% True False
40 983.12 855.27 127.85 13.1% 16.99 1.7% 95% False False
60 983.12 855.27 127.85 13.1% 15.47 1.6% 95% False False
80 983.12 855.27 127.85 13.1% 15.40 1.6% 95% False False
100 983.12 855.27 127.85 13.1% 14.81 1.5% 95% False False
120 983.12 855.27 127.85 13.1% 14.34 1.5% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.94
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,043.07
2.618 1,019.16
1.618 1,004.51
1.000 995.46
0.618 989.86
HIGH 980.81
0.618 975.21
0.500 973.49
0.382 971.76
LOW 966.16
0.618 957.11
1.000 951.51
1.618 942.46
2.618 927.81
4.250 903.90
Fisher Pivots for day following 03-Dec-1997
Pivot 1 day 3 day
R1 975.68 973.88
PP 974.58 970.99
S1 973.49 968.11

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.