S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Aug-1996
Day Change Summary
Previous Current
23-Aug-1996 26-Aug-1996 Change Change % Previous Week
Open 670.44 666.95 -3.49 -0.5% 665.12
High 670.68 667.03 -3.65 -0.5% 672.50
Low 664.93 662.36 -2.57 -0.4% 662.16
Close 667.03 663.88 -3.15 -0.5% 667.03
Range 5.75 4.67 -1.08 -18.8% 10.34
ATR 5.96 5.86 -0.09 -1.5% 0.00
Volume
Daily Pivots for day following 26-Aug-1996
Classic Woodie Camarilla DeMark
R4 678.43 675.83 666.45
R3 673.76 671.16 665.16
R2 669.09 669.09 664.74
R1 666.49 666.49 664.31 665.46
PP 664.42 664.42 664.42 663.91
S1 661.82 661.82 663.45 660.79
S2 659.75 659.75 663.02
S3 655.08 657.15 662.60
S4 650.41 652.48 661.31
Weekly Pivots for week ending 23-Aug-1996
Classic Woodie Camarilla DeMark
R4 698.25 692.98 672.72
R3 687.91 682.64 669.87
R2 677.57 677.57 668.93
R1 672.30 672.30 667.98 674.94
PP 667.23 667.23 667.23 668.55
S1 661.96 661.96 666.08 664.60
S2 656.89 656.89 665.13
S3 646.55 651.62 664.19
S4 636.21 641.28 661.34
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 1.6% 4.68 0.7% 17% False False
10 672.50 658.47 14.03 2.1% 4.37 0.7% 39% False False
20 672.50 629.22 43.28 6.5% 5.51 0.8% 80% False False
40 675.88 605.88 70.00 10.5% 7.49 1.1% 83% False False
60 680.32 605.88 74.44 11.2% 6.76 1.0% 78% False False
80 681.10 605.88 75.22 11.3% 6.79 1.0% 77% False False
100 681.10 605.88 75.22 11.3% 6.69 1.0% 77% False False
120 681.10 605.88 75.22 11.3% 6.76 1.0% 77% False False
Crabel Price Patterns
NR True
NR4 False
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 0.62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 686.88
2.618 679.26
1.618 674.59
1.000 671.70
0.618 669.92
HIGH 667.03
0.618 665.25
0.500 664.70
0.382 664.14
LOW 662.36
0.618 659.47
1.000 657.69
1.618 654.80
2.618 650.13
4.250 642.51
Fisher Pivots for day following 26-Aug-1996
Pivot 1 day 3 day
R1 664.70 667.43
PP 664.42 666.25
S1 664.15 665.06

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.