S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-1992
Day Change Summary
Previous Current
30-Jun-1992 01-Jul-1992 Change Change % Previous Week
Open 408.94 408.14 -0.80 -0.2% 403.64
High 409.63 412.88 3.25 0.8% 405.53
Low 407.85 408.14 0.29 0.1% 399.92
Close 408.14 412.88 4.74 1.2% 403.45
Range 1.78 4.74 2.96 166.3% 5.61
ATR 3.13 3.25 0.11 3.7% 0.00
Volume
Daily Pivots for day following 01-Jul-1992
Classic Woodie Camarilla DeMark
R4 425.52 423.94 415.49
R3 420.78 419.20 414.18
R2 416.04 416.04 413.75
R1 414.46 414.46 413.31 415.25
PP 411.30 411.30 411.30 411.70
S1 409.72 409.72 412.45 410.51
S2 406.56 406.56 412.01
S3 401.82 404.98 411.58
S4 397.08 400.24 410.27
Weekly Pivots for week ending 26-Jun-1992
Classic Woodie Camarilla DeMark
R4 419.80 417.23 406.54
R3 414.19 411.62 404.99
R2 408.58 408.58 404.48
R1 406.01 406.01 403.96 404.49
PP 402.97 402.97 402.97 402.21
S1 400.40 400.40 402.94 398.88
S2 397.36 397.36 402.42
S3 391.75 394.79 401.91
S4 386.14 389.18 400.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 412.88 401.94 10.94 2.6% 3.42 0.8% 100% True False
10 412.88 399.92 12.96 3.1% 2.98 0.7% 100% True False
20 414.98 399.92 15.06 3.6% 3.14 0.8% 86% False False
40 418.75 399.92 18.83 4.6% 3.08 0.7% 69% False False
60 418.75 392.41 26.34 6.4% 3.51 0.9% 78% False False
80 418.75 392.41 26.34 6.4% 3.42 0.8% 78% False False
100 418.75 392.41 26.34 6.4% 3.46 0.8% 78% False False
120 421.18 392.41 28.77 7.0% 3.56 0.9% 71% 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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 433.03
2.618 425.29
1.618 420.55
1.000 417.62
0.618 415.81
HIGH 412.88
0.618 411.07
0.500 410.51
0.382 409.95
LOW 408.14
0.618 405.21
1.000 403.40
1.618 400.47
2.618 395.73
4.250 388.00
Fisher Pivots for day following 01-Jul-1992
Pivot 1 day 3 day
R1 412.09 411.31
PP 411.30 409.74
S1 410.51 408.18

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.