S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jan-1992
Day Change Summary
Previous Current
31-Dec-1991 02-Jan-1992 Change Change % Previous Week
Open 415.14 417.03 1.89 0.5% 387.05
High 418.32 417.27 -1.05 -0.3% 406.58
Low 412.73 411.04 -1.69 -0.4% 386.96
Close 417.09 417.26 0.17 0.0% 406.46
Range 5.59 6.23 0.64 11.4% 19.62
ATR 4.72 4.83 0.11 2.3% 0.00
Volume
Daily Pivots for day following 02-Jan-1992
Classic Woodie Camarilla DeMark
R4 433.88 431.80 420.69
R3 427.65 425.57 418.97
R2 421.42 421.42 418.40
R1 419.34 419.34 417.83 420.38
PP 415.19 415.19 415.19 415.71
S1 413.11 413.11 416.69 414.15
S2 408.96 408.96 416.12
S3 402.73 406.88 415.55
S4 396.50 400.65 413.83
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
5 418.32 399.31 19.01 4.6% 5.62 1.3% 94% False False
10 418.32 380.64 37.68 9.0% 5.47 1.3% 97% False False
20 418.32 374.78 43.54 10.4% 4.56 1.1% 98% False False
40 418.32 371.36 46.96 11.3% 4.63 1.1% 98% False False
60 418.32 371.36 46.96 11.3% 4.27 1.0% 98% False False
80 418.32 371.36 46.96 11.3% 3.97 1.0% 98% False False
100 418.32 371.36 46.96 11.3% 3.98 1.0% 98% False False
120 418.32 371.36 46.96 11.3% 3.81 0.9% 98% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 443.75
2.618 433.58
1.618 427.35
1.000 423.50
0.618 421.12
HIGH 417.27
0.618 414.89
0.500 414.16
0.382 413.42
LOW 411.04
0.618 407.19
1.000 404.81
1.618 400.96
2.618 394.73
4.250 384.56
Fisher Pivots for day following 02-Jan-1992
Pivot 1 day 3 day
R1 416.23 415.64
PP 415.19 414.01
S1 414.16 412.39

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.