S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Nov-1996
Day Change Summary
Previous Current
01-Nov-1996 04-Nov-1996 Change Change % Previous Week
Open 705.24 703.03 -2.21 -0.3% 701.12
High 708.60 707.02 -1.58 -0.2% 708.60
Low 701.30 702.84 1.54 0.2% 696.22
Close 703.77 706.73 2.96 0.4% 703.77
Range 7.30 4.18 -3.12 -42.7% 12.38
ATR 5.79 5.67 -0.11 -2.0% 0.00
Volume
Daily Pivots for day following 04-Nov-1996
Classic Woodie Camarilla DeMark
R4 718.07 716.58 709.03
R3 713.89 712.40 707.88
R2 709.71 709.71 707.50
R1 708.22 708.22 707.11 708.97
PP 705.53 705.53 705.53 705.90
S1 704.04 704.04 706.35 704.79
S2 701.35 701.35 705.96
S3 697.17 699.86 705.58
S4 692.99 695.68 704.43
Weekly Pivots for week ending 01-Nov-1996
Classic Woodie Camarilla DeMark
R4 740.00 734.27 710.58
R3 727.62 721.89 707.17
R2 715.24 715.24 706.04
R1 709.51 709.51 704.90 712.38
PP 702.86 702.86 702.86 704.30
S1 697.13 697.13 702.64 700.00
S2 690.48 690.48 701.50
S3 678.10 684.75 700.37
S4 665.72 672.37 696.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 708.60 696.22 12.38 1.8% 5.63 0.8% 85% False False
10 709.85 696.22 13.63 1.9% 5.77 0.8% 77% False False
20 714.10 693.34 20.76 2.9% 5.76 0.8% 64% False False
40 714.10 661.55 52.55 7.4% 5.56 0.8% 86% False False
60 714.10 643.97 70.13 9.9% 5.55 0.8% 89% False False
80 714.10 605.88 108.22 15.3% 6.41 0.9% 93% False False
100 714.10 605.88 108.22 15.3% 6.35 0.9% 93% False False
120 714.10 605.88 108.22 15.3% 6.31 0.9% 93% 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 1.49
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 724.79
2.618 717.96
1.618 713.78
1.000 711.20
0.618 709.60
HIGH 707.02
0.618 705.42
0.500 704.93
0.382 704.44
LOW 702.84
0.618 700.26
1.000 698.66
1.618 696.08
2.618 691.90
4.250 685.08
Fisher Pivots for day following 04-Nov-1996
Pivot 1 day 3 day
R1 706.13 705.98
PP 705.53 705.23
S1 704.93 704.48

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.