S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-May-1997
Day Change Summary
Previous Current
28-May-1997 29-May-1997 Change Change % Previous Week
Open 849.48 847.25 -2.23 -0.3% 829.96
High 850.95 848.96 -1.99 -0.2% 848.49
Low 843.21 842.61 -0.60 -0.1% 826.42
Close 847.21 844.08 -3.13 -0.4% 847.03
Range 7.74 6.35 -1.39 -18.0% 22.07
ATR 11.09 10.75 -0.34 -3.1% 0.00
Volume
Daily Pivots for day following 29-May-1997
Classic Woodie Camarilla DeMark
R4 864.27 860.52 847.57
R3 857.92 854.17 845.83
R2 851.57 851.57 845.24
R1 847.82 847.82 844.66 846.52
PP 845.22 845.22 845.22 844.57
S1 841.47 841.47 843.50 840.17
S2 838.87 838.87 842.92
S3 832.52 835.12 842.33
S4 826.17 828.77 840.59
Weekly Pivots for week ending 23-May-1997
Classic Woodie Camarilla DeMark
R4 906.86 899.01 859.17
R3 884.79 876.94 853.10
R2 862.72 862.72 851.08
R1 854.87 854.87 849.05 858.80
PP 840.65 840.65 840.65 842.61
S1 832.80 832.80 845.01 836.73
S2 818.58 818.58 842.98
S3 796.51 810.73 840.96
S4 774.44 788.66 834.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 851.53 833.86 17.67 2.1% 9.11 1.1% 58% False False
10 851.53 826.42 25.11 3.0% 10.16 1.2% 70% False False
20 851.53 793.21 58.32 6.9% 11.27 1.3% 87% False False
40 851.53 733.54 117.99 14.0% 10.96 1.3% 94% False False
60 851.53 733.54 117.99 14.0% 10.92 1.3% 94% False False
80 851.53 733.54 117.99 14.0% 10.56 1.3% 94% False False
100 851.53 733.54 117.99 14.0% 10.31 1.2% 94% False False
120 851.53 716.69 134.84 16.0% 10.35 1.2% 94% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 2.62
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 875.95
2.618 865.58
1.618 859.23
1.000 855.31
0.618 852.88
HIGH 848.96
0.618 846.53
0.500 845.79
0.382 845.04
LOW 842.61
0.618 838.69
1.000 836.26
1.618 832.34
2.618 825.99
4.250 815.62
Fisher Pivots for day following 29-May-1997
Pivot 1 day 3 day
R1 845.79 846.25
PP 845.22 845.52
S1 844.65 844.80

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.