S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Sep-1992
Day Change Summary
Previous Current
23-Sep-1992 24-Sep-1992 Change Change % Previous Week
Open 417.14 417.46 0.32 0.1% 419.65
High 417.88 419.01 1.13 0.3% 425.27
Low 416.00 417.46 1.46 0.4% 417.77
Close 417.44 418.47 1.03 0.2% 422.93
Range 1.88 1.55 -0.33 -17.6% 7.50
ATR 3.13 3.02 -0.11 -3.6% 0.00
Volume
Daily Pivots for day following 24-Sep-1992
Classic Woodie Camarilla DeMark
R4 422.96 422.27 419.32
R3 421.41 420.72 418.90
R2 419.86 419.86 418.75
R1 419.17 419.17 418.61 419.52
PP 418.31 418.31 418.31 418.49
S1 417.62 417.62 418.33 417.97
S2 416.76 416.76 418.19
S3 415.21 416.07 418.04
S4 413.66 414.52 417.62
Weekly Pivots for week ending 18-Sep-1992
Classic Woodie Camarilla DeMark
R4 444.49 441.21 427.06
R3 436.99 433.71 424.99
R2 429.49 429.49 424.31
R1 426.21 426.21 423.62 427.85
PP 421.99 421.99 421.99 422.81
S1 418.71 418.71 422.24 420.35
S2 414.49 414.49 421.56
S3 406.99 411.21 420.87
S4 399.49 403.71 418.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 422.93 416.00 6.93 1.7% 2.63 0.6% 36% False False
10 425.27 416.00 9.27 2.2% 3.24 0.8% 27% False False
20 425.27 413.35 11.92 2.8% 2.86 0.7% 43% False False
40 425.27 408.30 16.97 4.1% 2.95 0.7% 60% False False
60 425.27 407.20 18.07 4.3% 3.18 0.8% 62% False False
80 425.27 399.92 25.35 6.1% 3.16 0.8% 73% False False
100 425.27 399.92 25.35 6.1% 3.12 0.7% 73% False False
120 425.27 392.41 32.86 7.9% 3.34 0.8% 79% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.36
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 425.60
2.618 423.07
1.618 421.52
1.000 420.56
0.618 419.97
HIGH 419.01
0.618 418.42
0.500 418.24
0.382 418.05
LOW 417.46
0.618 416.50
1.000 415.91
1.618 414.95
2.618 413.40
4.250 410.87
Fisher Pivots for day following 24-Sep-1992
Pivot 1 day 3 day
R1 418.39 419.07
PP 418.31 418.87
S1 418.24 418.67

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.