S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Sep-1991
Day Change Summary
Previous Current
04-Sep-1991 05-Sep-1991 Change Change % Previous Week
Open 392.15 389.97 -2.18 -0.6% 394.17
High 392.62 390.97 -1.65 -0.4% 396.82
Low 388.68 388.49 -0.19 0.0% 391.77
Close 389.97 389.14 -0.83 -0.2% 395.43
Range 3.94 2.48 -1.46 -37.1% 5.05
ATR 3.89 3.79 -0.10 -2.6% 0.00
Volume
Daily Pivots for day following 05-Sep-1991
Classic Woodie Camarilla DeMark
R4 396.97 395.54 390.50
R3 394.49 393.06 389.82
R2 392.01 392.01 389.59
R1 390.58 390.58 389.37 390.06
PP 389.53 389.53 389.53 389.27
S1 388.10 388.10 388.91 387.58
S2 387.05 387.05 388.69
S3 384.57 385.62 388.46
S4 382.09 383.14 387.78
Weekly Pivots for week ending 30-Aug-1991
Classic Woodie Camarilla DeMark
R4 409.82 407.68 398.21
R3 404.77 402.63 396.82
R2 399.72 399.72 396.36
R1 397.58 397.58 395.89 398.65
PP 394.67 394.67 394.67 395.21
S1 392.53 392.53 394.97 393.60
S2 389.62 389.62 394.50
S3 384.57 387.48 394.04
S4 379.52 382.43 392.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 397.62 388.49 9.13 2.3% 3.30 0.8% 7% False True
10 397.62 388.49 9.13 2.3% 3.02 0.8% 7% False True
20 397.62 374.09 23.53 6.0% 4.11 1.1% 64% False False
40 397.62 374.09 23.53 6.0% 3.55 0.9% 64% False False
60 397.62 367.98 29.64 7.6% 3.77 1.0% 71% False False
80 397.62 365.83 31.79 8.2% 3.78 1.0% 73% False False
100 397.62 365.83 31.79 8.2% 3.88 1.0% 73% False False
120 397.62 365.58 32.04 8.2% 4.00 1.0% 74% False False
Crabel Price Patterns
NR True
NR4 True
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 0.51
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 401.51
2.618 397.46
1.618 394.98
1.000 393.45
0.618 392.50
HIGH 390.97
0.618 390.02
0.500 389.73
0.382 389.44
LOW 388.49
0.618 386.96
1.000 386.01
1.618 384.48
2.618 382.00
4.250 377.95
Fisher Pivots for day following 05-Sep-1991
Pivot 1 day 3 day
R1 389.73 393.06
PP 389.53 391.75
S1 389.34 390.45

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.