S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Aug-1996
Day Change Summary
Previous Current
21-Aug-1996 22-Aug-1996 Change Change % Previous Week
Open 665.40 665.19 -0.21 0.0% 661.98
High 665.69 672.50 6.81 1.0% 666.34
Low 662.16 664.88 2.72 0.4% 658.47
Close 665.07 670.68 5.61 0.8% 665.21
Range 3.53 7.62 4.09 115.9% 7.87
ATR 5.85 5.97 0.13 2.2% 0.00
Volume
Daily Pivots for day following 22-Aug-1996
Classic Woodie Camarilla DeMark
R4 692.21 689.07 674.87
R3 684.59 681.45 672.78
R2 676.97 676.97 672.08
R1 673.83 673.83 671.38 675.40
PP 669.35 669.35 669.35 670.14
S1 666.21 666.21 669.98 667.78
S2 661.73 661.73 669.28
S3 654.11 658.59 668.58
S4 646.49 650.97 666.49
Weekly Pivots for week ending 16-Aug-1996
Classic Woodie Camarilla DeMark
R4 686.95 683.95 669.54
R3 679.08 676.08 667.37
R2 671.21 671.21 666.65
R1 668.21 668.21 665.93 669.71
PP 663.34 663.34 663.34 664.09
S1 660.34 660.34 664.49 661.84
S2 655.47 655.47 663.77
S3 647.60 652.47 663.05
S4 639.73 644.60 660.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 672.50 662.16 10.34 1.5% 3.84 0.6% 82% True False
10 672.50 658.47 14.03 2.1% 4.52 0.7% 87% True False
20 672.50 629.22 43.28 6.5% 5.49 0.8% 96% True False
40 675.88 605.88 70.00 10.4% 7.52 1.1% 93% False False
60 680.32 605.88 74.44 11.1% 6.84 1.0% 87% False False
80 681.10 605.88 75.22 11.2% 6.87 1.0% 86% False False
100 681.10 605.88 75.22 11.2% 6.66 1.0% 86% False False
120 681.10 605.88 75.22 11.2% 6.78 1.0% 86% 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 1.08
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 704.89
2.618 692.45
1.618 684.83
1.000 680.12
0.618 677.21
HIGH 672.50
0.618 669.59
0.500 668.69
0.382 667.79
LOW 664.88
0.618 660.17
1.000 657.26
1.618 652.55
2.618 644.93
4.250 632.50
Fisher Pivots for day following 22-Aug-1996
Pivot 1 day 3 day
R1 670.02 669.56
PP 669.35 668.45
S1 668.69 667.33

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.