S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Oct-1981
Day Change Summary
Previous Current
20-Oct-1981 21-Oct-1981 Change Change % Previous Week
Open 120.11 120.46 0.35 0.3% 121.25
High 121.29 121.94 0.65 0.5% 122.37
Low 118.78 119.35 0.57 0.5% 118.01
Close 120.28 120.10 -0.18 -0.1% 119.19
Range 2.51 2.59 0.08 3.2% 4.36
ATR 2.70 2.69 -0.01 -0.3% 0.00
Volume
Daily Pivots for day following 21-Oct-1981
Classic Woodie Camarilla DeMark
R4 128.23 126.76 121.52
R3 125.64 124.17 120.81
R2 123.05 123.05 120.57
R1 121.58 121.58 120.34 121.02
PP 120.46 120.46 120.46 120.19
S1 118.99 118.99 119.86 118.43
S2 117.87 117.87 119.63
S3 115.28 116.40 119.39
S4 112.69 113.81 118.68
Weekly Pivots for week ending 16-Oct-1981
Classic Woodie Camarilla DeMark
R4 132.94 130.42 121.59
R3 128.58 126.06 120.39
R2 124.22 124.22 119.99
R1 121.70 121.70 119.59 120.78
PP 119.86 119.86 119.86 119.40
S1 117.34 117.34 118.79 116.42
S2 115.50 115.50 118.39
S3 111.14 112.98 117.99
S4 106.78 108.62 116.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.94 117.58 4.36 3.6% 2.40 2.0% 58% True False
10 123.28 117.58 5.70 4.7% 2.47 2.1% 44% False False
20 123.28 110.19 13.09 10.9% 2.84 2.4% 76% False False
40 126.17 110.19 15.98 13.3% 2.76 2.3% 62% False False
60 135.49 110.19 25.30 21.1% 2.65 2.2% 39% False False
80 135.49 110.19 25.30 21.1% 2.60 2.2% 39% False False
100 135.67 110.19 25.48 21.2% 2.61 2.2% 39% False False
120 135.67 110.19 25.48 21.2% 2.59 2.2% 39% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132.95
2.618 128.72
1.618 126.13
1.000 124.53
0.618 123.54
HIGH 121.94
0.618 120.95
0.500 120.65
0.382 120.34
LOW 119.35
0.618 117.75
1.000 116.76
1.618 115.16
2.618 112.57
4.250 108.34
Fisher Pivots for day following 21-Oct-1981
Pivot 1 day 3 day
R1 120.65 119.99
PP 120.46 119.87
S1 120.28 119.76

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.