S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Nov-1996
Day Change Summary
Previous Current
21-Nov-1996 22-Nov-1996 Change Change % Previous Week
Open 744.08 743.09 -0.99 -0.1% 737.64
High 745.20 748.73 3.53 0.5% 748.73
Low 741.08 742.75 1.67 0.2% 734.39
Close 742.75 748.73 5.98 0.8% 748.73
Range 4.12 5.98 1.86 45.1% 14.34
ATR 5.75 5.76 0.02 0.3% 0.00
Volume
Daily Pivots for day following 22-Nov-1996
Classic Woodie Camarilla DeMark
R4 764.68 762.68 752.02
R3 758.70 756.70 750.37
R2 752.72 752.72 749.83
R1 750.72 750.72 749.28 751.72
PP 746.74 746.74 746.74 747.24
S1 744.74 744.74 748.18 745.74
S2 740.76 740.76 747.63
S3 734.78 738.76 747.09
S4 728.80 732.78 745.44
Weekly Pivots for week ending 22-Nov-1996
Classic Woodie Camarilla DeMark
R4 786.97 782.19 756.62
R3 772.63 767.85 752.67
R2 758.29 758.29 751.36
R1 753.51 753.51 750.04 755.90
PP 743.95 743.95 743.95 745.15
S1 739.17 739.17 747.42 741.56
S2 729.61 729.61 746.10
S3 715.27 724.83 744.79
S4 700.93 710.49 740.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 748.73 734.39 14.34 1.9% 5.37 0.7% 100% True False
10 748.73 728.03 20.70 2.8% 5.20 0.7% 100% True False
20 748.73 696.22 52.51 7.0% 6.04 0.8% 100% True False
40 748.73 684.44 64.29 8.6% 5.73 0.8% 100% True False
60 748.73 643.97 104.76 14.0% 5.86 0.8% 100% True False
80 748.73 643.97 104.76 14.0% 5.66 0.8% 100% True False
100 748.73 605.88 142.85 19.1% 6.55 0.9% 100% True False
120 748.73 605.88 142.85 19.1% 6.31 0.8% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 774.15
2.618 764.39
1.618 758.41
1.000 754.71
0.618 752.43
HIGH 748.73
0.618 746.45
0.500 745.74
0.382 745.03
LOW 742.75
0.618 739.05
1.000 736.77
1.618 733.07
2.618 727.09
4.250 717.34
Fisher Pivots for day following 22-Nov-1996
Pivot 1 day 3 day
R1 747.73 747.34
PP 746.74 745.95
S1 745.74 744.57

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.