S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Dec-1997
Day Change Summary
Previous Current
26-Dec-1997 29-Dec-1997 Change Change % Previous Week
Open 932.84 937.01 4.17 0.4% 947.48
High 939.99 953.95 13.96 1.5% 956.73
Low 932.70 936.46 3.76 0.4% 932.70
Close 936.46 953.35 16.89 1.8% 936.46
Range 7.29 17.49 10.20 139.9% 24.03
ATR 13.63 13.91 0.28 2.0% 0.00
Volume
Daily Pivots for day following 29-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,000.39 994.36 962.97
R3 982.90 976.87 958.16
R2 965.41 965.41 956.56
R1 959.38 959.38 954.95 962.40
PP 947.92 947.92 947.92 949.43
S1 941.89 941.89 951.75 944.91
S2 930.43 930.43 950.14
S3 912.94 924.40 948.54
S4 895.45 906.91 943.73
Weekly Pivots for week ending 26-Dec-1997
Classic Woodie Camarilla DeMark
R4 1,014.05 999.29 949.68
R3 990.02 975.26 943.07
R2 965.99 965.99 940.87
R1 951.23 951.23 938.66 946.60
PP 941.96 941.96 941.96 939.65
S1 927.20 927.20 934.26 922.57
S2 917.93 917.93 932.05
S3 893.90 903.17 929.85
S4 869.87 879.14 923.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 956.73 932.70 24.03 2.5% 12.22 1.3% 86% False False
10 974.30 924.92 49.38 5.2% 13.87 1.5% 58% False False
20 986.25 924.92 61.33 6.4% 13.41 1.4% 46% False False
40 986.25 900.61 85.64 9.0% 13.63 1.4% 62% False False
60 986.25 855.27 130.98 13.7% 15.80 1.7% 75% False False
80 986.25 855.27 130.98 13.7% 14.89 1.6% 75% False False
100 986.25 855.27 130.98 13.7% 15.11 1.6% 75% False False
120 986.25 855.27 130.98 13.7% 14.48 1.5% 75% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,028.28
2.618 999.74
1.618 982.25
1.000 971.44
0.618 964.76
HIGH 953.95
0.618 947.27
0.500 945.21
0.382 943.14
LOW 936.46
0.618 925.65
1.000 918.97
1.618 908.16
2.618 890.67
4.250 862.13
Fisher Pivots for day following 29-Dec-1997
Pivot 1 day 3 day
R1 950.64 950.01
PP 947.92 946.67
S1 945.21 943.33

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.