S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Dec-1991
Day Change Summary
Previous Current
27-Dec-1991 30-Dec-1991 Change Change % Previous Week
Open 404.84 406.46 1.62 0.4% 387.05
High 406.58 415.14 8.56 2.1% 406.58
Low 404.59 406.46 1.87 0.5% 386.96
Close 406.46 415.14 8.68 2.1% 406.46
Range 1.99 8.68 6.69 336.2% 19.62
ATR 4.34 4.65 0.31 7.1% 0.00
Volume
Daily Pivots for day following 30-Dec-1991
Classic Woodie Camarilla DeMark
R4 438.29 435.39 419.91
R3 429.61 426.71 417.53
R2 420.93 420.93 416.73
R1 418.03 418.03 415.94 419.48
PP 412.25 412.25 412.25 412.97
S1 409.35 409.35 414.34 410.80
S2 403.57 403.57 413.55
S3 394.89 400.67 412.75
S4 386.21 391.99 410.37
Weekly Pivots for week ending 27-Dec-1991
Classic Woodie Camarilla DeMark
R4 458.86 452.28 417.25
R3 439.24 432.66 411.86
R2 419.62 419.62 410.06
R1 413.04 413.04 408.26 416.33
PP 400.00 400.00 400.00 401.65
S1 393.42 393.42 404.66 396.71
S2 380.38 380.38 402.86
S3 360.76 373.80 401.06
S4 341.14 354.18 395.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 415.14 386.96 28.18 6.8% 6.35 1.5% 100% True False
10 415.14 380.64 34.50 8.3% 4.68 1.1% 100% True False
20 415.14 371.36 43.78 10.5% 4.55 1.1% 100% True False
40 415.14 371.36 43.78 10.5% 4.55 1.1% 100% True False
60 415.14 371.36 43.78 10.5% 4.18 1.0% 100% True False
80 415.14 371.36 43.78 10.5% 3.88 0.9% 100% True False
100 415.14 371.36 43.78 10.5% 3.93 0.9% 100% True False
120 415.14 371.36 43.78 10.5% 3.77 0.9% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 452.03
2.618 437.86
1.618 429.18
1.000 423.82
0.618 420.50
HIGH 415.14
0.618 411.82
0.500 410.80
0.382 409.78
LOW 406.46
0.618 401.10
1.000 397.78
1.618 392.42
2.618 383.74
4.250 369.57
Fisher Pivots for day following 30-Dec-1991
Pivot 1 day 3 day
R1 413.69 412.50
PP 412.25 409.86
S1 410.80 407.23

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.