S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Oct-1996
Day Change Summary
Previous Current
15-Oct-1996 16-Oct-1996 Change Change % Previous Week
Open 704.66 702.52 -2.14 -0.3% 701.45
High 708.07 704.42 -3.65 -0.5% 705.76
Low 699.07 699.15 0.08 0.0% 693.34
Close 702.57 704.41 1.84 0.3% 700.66
Range 9.00 5.27 -3.73 -41.4% 12.42
ATR 5.72 5.69 -0.03 -0.6% 0.00
Volume
Daily Pivots for day following 16-Oct-1996
Classic Woodie Camarilla DeMark
R4 718.47 716.71 707.31
R3 713.20 711.44 705.86
R2 707.93 707.93 705.38
R1 706.17 706.17 704.89 707.05
PP 702.66 702.66 702.66 703.10
S1 700.90 700.90 703.93 701.78
S2 697.39 697.39 703.44
S3 692.12 695.63 702.96
S4 686.85 690.36 701.51
Weekly Pivots for week ending 11-Oct-1996
Classic Woodie Camarilla DeMark
R4 737.18 731.34 707.49
R3 724.76 718.92 704.08
R2 712.34 712.34 702.94
R1 706.50 706.50 701.80 703.21
PP 699.92 699.92 699.92 698.28
S1 694.08 694.08 699.52 690.79
S2 687.50 687.50 698.38
S3 675.08 681.66 697.24
S4 662.66 669.24 693.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 708.07 693.34 14.73 2.1% 5.66 0.8% 75% False False
10 708.07 691.78 16.29 2.3% 5.69 0.8% 78% False False
20 708.07 679.06 29.01 4.1% 5.37 0.8% 87% False False
40 708.07 643.97 64.10 9.1% 5.77 0.8% 94% False False
60 708.07 616.43 91.64 13.0% 5.82 0.8% 96% False False
80 708.07 605.88 102.19 14.5% 6.61 0.9% 96% False False
100 708.07 605.88 102.19 14.5% 6.47 0.9% 96% False False
120 708.07 605.88 102.19 14.5% 6.47 0.9% 96% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 726.82
2.618 718.22
1.618 712.95
1.000 709.69
0.618 707.68
HIGH 704.42
0.618 702.41
0.500 701.79
0.382 701.16
LOW 699.15
0.618 695.89
1.000 693.88
1.618 690.62
2.618 685.35
4.250 676.75
Fisher Pivots for day following 16-Oct-1996
Pivot 1 day 3 day
R1 703.54 704.13
PP 702.66 703.85
S1 701.79 703.57

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.