S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Nov-1992
Day Change Summary
Previous Current
30-Oct-1992 02-Nov-1992 Change Change % Previous Week
Open 420.86 418.66 -2.20 -0.5% 414.09
High 421.13 422.75 1.62 0.4% 421.16
Low 418.54 418.12 -0.42 -0.1% 413.71
Close 418.68 422.75 4.07 1.0% 418.68
Range 2.59 4.63 2.04 78.8% 7.45
ATR 3.39 3.48 0.09 2.6% 0.00
Volume
Daily Pivots for day following 02-Nov-1992
Classic Woodie Camarilla DeMark
R4 435.10 433.55 425.30
R3 430.47 428.92 424.02
R2 425.84 425.84 423.60
R1 424.29 424.29 423.17 425.07
PP 421.21 421.21 421.21 421.59
S1 419.66 419.66 422.33 420.44
S2 416.58 416.58 421.90
S3 411.95 415.03 421.48
S4 407.32 410.40 420.20
Weekly Pivots for week ending 30-Oct-1992
Classic Woodie Camarilla DeMark
R4 440.20 436.89 422.78
R3 432.75 429.44 420.73
R2 425.30 425.30 420.05
R1 421.99 421.99 419.36 423.65
PP 417.85 417.85 417.85 418.68
S1 414.54 414.54 418.00 416.20
S2 410.40 410.40 417.31
S3 402.95 407.09 416.63
S4 395.50 399.64 414.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 422.75 416.97 5.78 1.4% 2.67 0.6% 100% True False
10 422.75 413.10 9.65 2.3% 2.92 0.7% 100% True False
20 422.75 402.42 20.33 4.8% 3.53 0.8% 100% True False
40 425.27 396.80 28.47 6.7% 3.71 0.9% 91% False False
60 425.27 396.80 28.47 6.7% 3.44 0.8% 91% False False
80 425.27 396.80 28.47 6.7% 3.34 0.8% 91% False False
100 425.27 396.80 28.47 6.7% 3.39 0.8% 91% False False
120 425.27 396.80 28.47 6.7% 3.37 0.8% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 442.43
2.618 434.87
1.618 430.24
1.000 427.38
0.618 425.61
HIGH 422.75
0.618 420.98
0.500 420.44
0.382 419.89
LOW 418.12
0.618 415.26
1.000 413.49
1.618 410.63
2.618 406.00
4.250 398.44
Fisher Pivots for day following 02-Nov-1992
Pivot 1 day 3 day
R1 421.98 421.98
PP 421.21 421.21
S1 420.44 420.44

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.