S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-May-1992
Day Change Summary
Previous Current
11-May-1992 12-May-1992 Change Change % Previous Week
Open 416.05 418.49 2.44 0.6% 412.54
High 418.75 418.68 -0.07 0.0% 418.53
Low 416.05 414.69 -1.36 -0.3% 412.54
Close 418.49 416.29 -2.20 -0.5% 416.05
Range 2.70 3.99 1.29 47.8% 5.99
ATR 3.36 3.41 0.04 1.3% 0.00
Volume
Daily Pivots for day following 12-May-1992
Classic Woodie Camarilla DeMark
R4 428.52 426.40 418.48
R3 424.53 422.41 417.39
R2 420.54 420.54 417.02
R1 418.42 418.42 416.66 417.49
PP 416.55 416.55 416.55 416.09
S1 414.43 414.43 415.92 413.50
S2 412.56 412.56 415.56
S3 408.57 410.44 415.19
S4 404.58 406.45 414.10
Weekly Pivots for week ending 08-May-1992
Classic Woodie Camarilla DeMark
R4 433.68 430.85 419.34
R3 427.69 424.86 417.70
R2 421.70 421.70 417.15
R1 418.87 418.87 416.60 420.29
PP 415.71 415.71 415.71 416.41
S1 412.88 412.88 415.50 414.30
S2 409.72 409.72 414.95
S3 403.73 406.89 414.40
S4 397.74 400.90 412.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418.75 414.41 4.34 1.0% 2.12 0.5% 43% False False
10 418.75 409.11 9.64 2.3% 3.01 0.7% 74% False False
20 418.75 406.08 12.67 3.0% 3.58 0.9% 81% False False
40 418.75 392.41 26.34 6.3% 3.64 0.9% 91% False False
60 418.75 392.41 26.34 6.3% 3.59 0.9% 91% False False
80 419.78 392.41 27.37 6.6% 3.69 0.9% 87% False False
100 421.18 380.64 40.54 9.7% 3.90 0.9% 88% False False
120 421.18 371.36 49.82 12.0% 3.89 0.9% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 435.64
2.618 429.13
1.618 425.14
1.000 422.67
0.618 421.15
HIGH 418.68
0.618 417.16
0.500 416.69
0.382 416.21
LOW 414.69
0.618 412.22
1.000 410.70
1.618 408.23
2.618 404.24
4.250 397.73
Fisher Pivots for day following 12-May-1992
Pivot 1 day 3 day
R1 416.69 416.58
PP 416.55 416.48
S1 416.42 416.39

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.