S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Nov-1992
Day Change Summary
Previous Current
20-Nov-1992 23-Nov-1992 Change Change % Previous Week
Open 423.61 426.65 3.04 0.7% 422.44
High 426.98 426.65 -0.33 -0.1% 426.98
Low 423.61 424.95 1.34 0.3% 418.31
Close 426.65 425.12 -1.53 -0.4% 426.65
Range 3.37 1.70 -1.67 -49.6% 8.67
ATR 2.97 2.88 -0.09 -3.1% 0.00
Volume
Daily Pivots for day following 23-Nov-1992
Classic Woodie Camarilla DeMark
R4 430.67 429.60 426.06
R3 428.97 427.90 425.59
R2 427.27 427.27 425.43
R1 426.20 426.20 425.28 425.89
PP 425.57 425.57 425.57 425.42
S1 424.50 424.50 424.96 424.19
S2 423.87 423.87 424.81
S3 422.17 422.80 424.65
S4 420.47 421.10 424.19
Weekly Pivots for week ending 20-Nov-1992
Classic Woodie Camarilla DeMark
R4 449.99 446.99 431.42
R3 441.32 438.32 429.03
R2 432.65 432.65 428.24
R1 429.65 429.65 427.44 431.15
PP 423.98 423.98 423.98 424.73
S1 420.98 420.98 425.86 422.48
S2 415.31 415.31 425.06
S3 406.64 412.31 424.27
S4 397.97 403.64 421.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 426.98 418.31 8.67 2.0% 2.62 0.6% 79% False False
10 426.98 417.98 9.00 2.1% 2.41 0.6% 79% False False
20 426.98 415.58 11.40 2.7% 2.68 0.6% 84% False False
40 426.98 396.80 30.18 7.1% 3.44 0.8% 94% False False
60 426.98 396.80 30.18 7.1% 3.34 0.8% 94% False False
80 426.98 396.80 30.18 7.1% 3.26 0.8% 94% False False
100 426.98 396.80 30.18 7.1% 3.28 0.8% 94% False False
120 426.98 396.80 30.18 7.1% 3.29 0.8% 94% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 433.88
2.618 431.10
1.618 429.40
1.000 428.35
0.618 427.70
HIGH 426.65
0.618 426.00
0.500 425.80
0.382 425.60
LOW 424.95
0.618 423.90
1.000 423.25
1.618 422.20
2.618 420.50
4.250 417.73
Fisher Pivots for day following 23-Nov-1992
Pivot 1 day 3 day
R1 425.80 424.99
PP 425.57 424.87
S1 425.35 424.74

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.