S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Oct-1991
Day Change Summary
Previous Current
25-Oct-1991 28-Oct-1991 Change Change % Previous Week
Open 385.07 384.20 -0.87 -0.2% 392.50
High 386.13 389.52 3.39 0.9% 392.50
Low 382.97 384.20 1.23 0.3% 382.97
Close 384.20 389.52 5.32 1.4% 384.20
Range 3.16 5.32 2.16 68.4% 9.53
ATR 3.36 3.50 0.14 4.2% 0.00
Volume
Daily Pivots for day following 28-Oct-1991
Classic Woodie Camarilla DeMark
R4 403.71 401.93 392.45
R3 398.39 396.61 390.98
R2 393.07 393.07 390.50
R1 391.29 391.29 390.01 392.18
PP 387.75 387.75 387.75 388.19
S1 385.97 385.97 389.03 386.86
S2 382.43 382.43 388.54
S3 377.11 380.65 388.06
S4 371.79 375.33 386.59
Weekly Pivots for week ending 25-Oct-1991
Classic Woodie Camarilla DeMark
R4 415.15 409.20 389.44
R3 405.62 399.67 386.82
R2 396.09 396.09 385.95
R1 390.14 390.14 385.07 388.35
PP 386.56 386.56 386.56 385.66
S1 380.61 380.61 383.33 378.82
S2 377.03 377.03 382.45
S3 367.50 371.08 381.58
S4 357.97 361.55 378.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391.20 382.97 8.23 2.1% 3.94 1.0% 80% False False
10 393.81 382.97 10.84 2.8% 3.65 0.9% 60% False False
20 393.81 376.11 17.70 4.5% 3.39 0.9% 76% False False
40 397.62 376.11 21.51 5.5% 3.30 0.8% 62% False False
60 397.62 374.09 23.53 6.0% 3.55 0.9% 66% False False
80 397.62 370.92 26.70 6.9% 3.47 0.9% 70% False False
100 397.62 367.98 29.64 7.6% 3.56 0.9% 73% False False
120 397.62 365.83 31.79 8.2% 3.65 0.9% 75% 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 False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 412.13
2.618 403.45
1.618 398.13
1.000 394.84
0.618 392.81
HIGH 389.52
0.618 387.49
0.500 386.86
0.382 386.23
LOW 384.20
0.618 380.91
1.000 378.88
1.618 375.59
2.618 370.27
4.250 361.59
Fisher Pivots for day following 28-Oct-1991
Pivot 1 day 3 day
R1 388.63 388.43
PP 387.75 387.34
S1 386.86 386.25

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.