S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Nov-1996
Day Change Summary
Previous Current
07-Nov-1996 08-Nov-1996 Change Change % Previous Week
Open 724.55 727.54 2.99 0.4% 703.03
High 729.49 730.82 1.33 0.2% 730.82
Low 722.23 725.22 2.99 0.4% 702.84
Close 727.65 730.82 3.17 0.4% 730.82
Range 7.26 5.60 -1.66 -22.9% 27.98
ATR 6.32 6.27 -0.05 -0.8% 0.00
Volume
Daily Pivots for day following 08-Nov-1996
Classic Woodie Camarilla DeMark
R4 745.75 743.89 733.90
R3 740.15 738.29 732.36
R2 734.55 734.55 731.85
R1 732.69 732.69 731.33 733.62
PP 728.95 728.95 728.95 729.42
S1 727.09 727.09 730.31 728.02
S2 723.35 723.35 729.79
S3 717.75 721.49 729.28
S4 712.15 715.89 727.74
Weekly Pivots for week ending 08-Nov-1996
Classic Woodie Camarilla DeMark
R4 805.43 796.11 746.21
R3 777.45 768.13 738.51
R2 749.47 749.47 735.95
R1 740.15 740.15 733.38 744.81
PP 721.49 721.49 721.49 723.83
S1 712.17 712.17 728.26 716.83
S2 693.51 693.51 725.69
S3 665.53 684.19 723.13
S4 637.55 656.21 715.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 730.82 702.84 27.98 3.8% 7.33 1.0% 100% True False
10 730.82 696.22 34.60 4.7% 6.88 0.9% 100% True False
20 730.82 696.22 34.60 4.7% 6.22 0.9% 100% True False
40 730.82 679.06 51.76 7.1% 5.72 0.8% 100% True False
60 730.82 643.97 86.85 11.9% 5.74 0.8% 100% True False
80 730.82 616.43 114.39 15.7% 6.04 0.8% 100% True False
100 730.82 605.88 124.94 17.1% 6.49 0.9% 100% True False
120 730.82 605.88 124.94 17.1% 6.42 0.9% 100% True 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 1.67
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 754.62
2.618 745.48
1.618 739.88
1.000 736.42
0.618 734.28
HIGH 730.82
0.618 728.68
0.500 728.02
0.382 727.36
LOW 725.22
0.618 721.76
1.000 719.62
1.618 716.16
2.618 710.56
4.250 701.42
Fisher Pivots for day following 08-Nov-1996
Pivot 1 day 3 day
R1 729.89 727.82
PP 728.95 724.82
S1 728.02 721.83

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.