S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jun-1997
Day Change Summary
Previous Current
06-Jun-1997 09-Jun-1997 Change Change % Previous Week
Open 843.48 858.98 15.50 1.8% 849.27
High 859.24 865.14 5.90 0.7% 859.24
Low 843.36 858.01 14.65 1.7% 838.82
Close 858.01 862.91 4.90 0.6% 858.01
Range 15.88 7.13 -8.75 -55.1% 20.42
ATR 10.89 10.62 -0.27 -2.5% 0.00
Volume
Daily Pivots for day following 09-Jun-1997
Classic Woodie Camarilla DeMark
R4 883.41 880.29 866.83
R3 876.28 873.16 864.87
R2 869.15 869.15 864.22
R1 866.03 866.03 863.56 867.59
PP 862.02 862.02 862.02 862.80
S1 858.90 858.90 862.26 860.46
S2 854.89 854.89 861.60
S3 847.76 851.77 860.95
S4 840.63 844.64 858.99
Weekly Pivots for week ending 06-Jun-1997
Classic Woodie Camarilla DeMark
R4 913.28 906.07 869.24
R3 892.86 885.65 863.63
R2 872.44 872.44 861.75
R1 865.23 865.23 859.88 868.84
PP 852.02 852.02 852.02 853.83
S1 844.81 844.81 856.14 848.42
S2 831.60 831.60 854.27
S3 811.18 824.39 852.39
S4 790.76 803.97 846.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 865.14 838.82 26.32 3.1% 9.51 1.1% 92% True False
10 865.14 831.87 33.27 3.9% 9.90 1.1% 93% True False
20 865.14 824.78 40.36 4.7% 10.36 1.2% 94% True False
40 865.14 733.54 131.60 15.3% 11.01 1.3% 98% True False
60 865.14 733.54 131.60 15.3% 11.05 1.3% 98% True False
80 865.14 733.54 131.60 15.3% 10.58 1.2% 98% True False
100 865.14 733.54 131.60 15.3% 10.38 1.2% 98% True False
120 865.14 716.69 148.45 17.2% 10.18 1.2% 98% True False
Crabel Price Patterns
NR True
NR4 False
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 2.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 895.44
2.618 883.81
1.618 876.68
1.000 872.27
0.618 869.55
HIGH 865.14
0.618 862.42
0.500 861.58
0.382 860.73
LOW 858.01
0.618 853.60
1.000 850.88
1.618 846.47
2.618 839.34
4.250 827.71
Fisher Pivots for day following 09-Jun-1997
Pivot 1 day 3 day
R1 862.47 859.48
PP 862.02 856.05
S1 861.58 852.63

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.