S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Feb-1997
Day Change Summary
Previous Current
03-Feb-1997 04-Feb-1997 Change Change % Previous Week
Open 786.48 786.68 0.20 0.0% 770.75
High 787.14 789.28 2.14 0.3% 791.86
Low 783.12 783.68 0.56 0.1% 761.75
Close 786.73 789.26 2.53 0.3% 786.16
Range 4.02 5.60 1.58 39.3% 30.11
ATR 9.19 8.93 -0.26 -2.8% 0.00
Volume
Daily Pivots for day following 04-Feb-1997
Classic Woodie Camarilla DeMark
R4 804.21 802.33 792.34
R3 798.61 796.73 790.80
R2 793.01 793.01 790.29
R1 791.13 791.13 789.77 792.07
PP 787.41 787.41 787.41 787.88
S1 785.53 785.53 788.75 786.47
S2 781.81 781.81 788.23
S3 776.21 779.93 787.72
S4 770.61 774.33 786.18
Weekly Pivots for week ending 31-Jan-1997
Classic Woodie Camarilla DeMark
R4 870.25 858.32 802.72
R3 840.14 828.21 794.44
R2 810.03 810.03 791.68
R1 798.10 798.10 788.92 804.07
PP 779.92 779.92 779.92 782.91
S1 767.99 767.99 783.40 773.96
S2 749.81 749.81 780.64
S3 719.70 737.88 777.88
S4 689.59 707.77 769.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 791.86 765.02 26.84 3.4% 7.33 0.9% 90% False False
10 794.67 761.75 32.92 4.2% 9.32 1.2% 84% False False
20 794.67 746.92 47.75 6.0% 9.01 1.1% 89% False False
40 794.67 716.69 77.98 9.9% 9.64 1.2% 93% False False
60 794.67 716.69 77.98 9.9% 8.68 1.1% 93% False False
80 794.67 694.61 100.06 12.7% 8.07 1.0% 95% False False
100 794.67 671.15 123.52 15.7% 7.54 1.0% 96% False False
120 794.67 643.97 150.70 19.1% 7.20 0.9% 96% False 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 813.08
2.618 803.94
1.618 798.34
1.000 794.88
0.618 792.74
HIGH 789.28
0.618 787.14
0.500 786.48
0.382 785.82
LOW 783.68
0.618 780.22
1.000 778.08
1.618 774.62
2.618 769.02
4.250 759.88
Fisher Pivots for day following 04-Feb-1997
Pivot 1 day 3 day
R1 788.33 788.67
PP 787.41 788.08
S1 786.48 787.49

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.