S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-May-1991
Day Change Summary
Previous Current
17-May-1991 20-May-1991 Change Change % Previous Week
Open 372.19 372.39 0.20 0.1% 375.74
High 373.01 373.65 0.64 0.2% 377.02
Low 369.44 371.26 1.82 0.5% 365.83
Close 372.39 372.28 -0.11 0.0% 372.39
Range 3.57 2.39 -1.18 -33.1% 11.19
ATR 4.48 4.33 -0.15 -3.3% 0.00
Volume
Daily Pivots for day following 20-May-1991
Classic Woodie Camarilla DeMark
R4 379.57 378.31 373.59
R3 377.18 375.92 372.94
R2 374.79 374.79 372.72
R1 373.53 373.53 372.50 372.97
PP 372.40 372.40 372.40 372.11
S1 371.14 371.14 372.06 370.58
S2 370.01 370.01 371.84
S3 367.62 368.75 371.62
S4 365.23 366.36 370.97
Weekly Pivots for week ending 17-May-1991
Classic Woodie Camarilla DeMark
R4 405.32 400.04 378.54
R3 394.13 388.85 375.47
R2 382.94 382.94 374.44
R1 377.66 377.66 373.42 374.71
PP 371.75 371.75 371.75 370.27
S1 366.47 366.47 371.36 363.52
S2 360.56 360.56 370.34
S3 349.37 355.28 369.31
S4 338.18 344.09 366.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 376.76 365.83 10.93 2.9% 4.50 1.2% 59% False False
10 383.91 365.83 18.08 4.9% 4.49 1.2% 36% False False
20 383.91 365.83 18.08 4.9% 4.22 1.1% 36% False False
40 391.26 365.83 25.43 6.8% 4.48 1.2% 25% False False
60 391.26 362.19 29.07 7.8% 4.52 1.2% 35% False False
80 391.26 334.20 57.06 15.3% 4.62 1.2% 67% False False
100 391.26 309.35 81.91 22.0% 4.57 1.2% 77% False False
120 391.26 309.35 81.91 22.0% 4.37 1.2% 77% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 383.81
2.618 379.91
1.618 377.52
1.000 376.04
0.618 375.13
HIGH 373.65
0.618 372.74
0.500 372.46
0.382 372.17
LOW 371.26
0.618 369.78
1.000 368.87
1.618 367.39
2.618 365.00
4.250 361.10
Fisher Pivots for day following 20-May-1991
Pivot 1 day 3 day
R1 372.46 371.89
PP 372.40 371.50
S1 372.34 371.11

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.