S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Apr-1996
Day Change Summary
Previous Current
12-Apr-1996 15-Apr-1996 Change Change % Previous Week
Open 631.20 636.71 5.51 0.9% 655.53
High 637.14 642.49 5.35 0.8% 655.86
Low 631.18 636.71 5.53 0.9% 624.14
Close 636.71 642.49 5.78 0.9% 636.71
Range 5.96 5.78 -0.18 -3.0% 31.72
ATR 7.36 7.25 -0.11 -1.5% 0.00
Volume
Daily Pivots for day following 15-Apr-1996
Classic Woodie Camarilla DeMark
R4 657.90 655.98 645.67
R3 652.12 650.20 644.08
R2 646.34 646.34 643.55
R1 644.42 644.42 643.02 645.38
PP 640.56 640.56 640.56 641.05
S1 638.64 638.64 641.96 639.60
S2 634.78 634.78 641.43
S3 629.00 632.86 640.90
S4 623.22 627.08 639.31
Weekly Pivots for week ending 12-Apr-1996
Classic Woodie Camarilla DeMark
R4 734.06 717.11 654.16
R3 702.34 685.39 645.43
R2 670.62 670.62 642.53
R1 653.67 653.67 639.62 646.29
PP 638.90 638.90 638.90 635.21
S1 621.95 621.95 633.80 614.57
S2 607.18 607.18 630.89
S3 575.46 590.23 627.99
S4 543.74 558.51 619.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 646.33 624.14 22.19 3.5% 7.87 1.2% 83% False False
10 656.68 624.14 32.54 5.1% 7.39 1.2% 56% False False
20 656.68 624.14 32.54 5.1% 6.69 1.0% 56% False False
40 663.00 624.14 38.86 6.0% 7.65 1.2% 47% False False
60 664.23 604.12 60.11 9.4% 6.97 1.1% 64% False False
80 664.23 597.29 66.94 10.4% 6.71 1.0% 68% False False
100 664.23 595.42 68.81 10.7% 6.21 1.0% 68% False False
120 664.23 572.53 91.70 14.3% 5.89 0.9% 76% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.76
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 667.06
2.618 657.62
1.618 651.84
1.000 648.27
0.618 646.06
HIGH 642.49
0.618 640.28
0.500 639.60
0.382 638.92
LOW 636.71
0.618 633.14
1.000 630.93
1.618 627.36
2.618 621.58
4.250 612.15
Fisher Pivots for day following 15-Apr-1996
Pivot 1 day 3 day
R1 641.53 639.43
PP 640.56 636.37
S1 639.60 633.32

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.