S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jan-1998
Day Change Summary
Previous Current
26-Jan-1998 27-Jan-1998 Change Change % Previous Week
Open 957.72 957.00 -0.72 -0.1% 962.05
High 963.04 973.23 10.19 1.1% 978.60
Low 954.24 956.26 2.02 0.2% 950.86
Close 956.95 969.02 12.07 1.3% 957.59
Range 8.80 16.97 8.17 92.8% 27.74
ATR 14.12 14.32 0.20 1.4% 0.00
Volume
Daily Pivots for day following 27-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,017.08 1,010.02 978.35
R3 1,000.11 993.05 973.69
R2 983.14 983.14 972.13
R1 976.08 976.08 970.58 979.61
PP 966.17 966.17 966.17 967.94
S1 959.11 959.11 967.46 962.64
S2 949.20 949.20 965.91
S3 932.23 942.14 964.35
S4 915.26 925.17 959.69
Weekly Pivots for week ending 23-Jan-1998
Classic Woodie Camarilla DeMark
R4 1,045.57 1,029.32 972.85
R3 1,017.83 1,001.58 965.22
R2 990.09 990.09 962.68
R1 973.84 973.84 960.13 968.10
PP 962.35 962.35 962.35 959.48
S1 946.10 946.10 955.05 940.36
S2 934.61 934.61 952.50
S3 906.87 918.36 949.96
S4 879.13 890.62 942.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 978.60 950.86 27.74 2.9% 13.60 1.4% 65% False False
10 978.60 939.94 38.66 4.0% 12.75 1.3% 75% False False
20 982.64 912.83 69.81 7.2% 14.53 1.5% 80% False False
40 986.25 912.83 73.42 7.6% 13.72 1.4% 77% False False
60 986.25 900.61 85.64 8.8% 13.97 1.4% 80% False False
80 986.25 855.27 130.98 13.5% 15.36 1.6% 87% False False
100 986.25 855.27 130.98 13.5% 14.72 1.5% 87% False False
120 986.25 855.27 130.98 13.5% 14.98 1.5% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.33
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,045.35
2.618 1,017.66
1.618 1,000.69
1.000 990.20
0.618 983.72
HIGH 973.23
0.618 966.75
0.500 964.75
0.382 962.74
LOW 956.26
0.618 945.77
1.000 939.29
1.618 928.80
2.618 911.83
4.250 884.14
Fisher Pivots for day following 27-Jan-1998
Pivot 1 day 3 day
R1 967.60 966.70
PP 966.17 964.37
S1 964.75 962.05

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.