S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jun-1993
Day Change Summary
Previous Current
28-May-1993 01-Jun-1993 Change Change % Previous Week
Open 452.41 450.23 -2.18 -0.5% 445.84
High 452.41 455.63 3.22 0.7% 454.55
Low 447.67 450.23 2.56 0.6% 445.26
Close 450.19 453.83 3.64 0.8% 450.19
Range 4.74 5.40 0.66 13.9% 9.29
ATR 3.81 3.93 0.12 3.1% 0.00
Volume
Daily Pivots for day following 01-Jun-1993
Classic Woodie Camarilla DeMark
R4 469.43 467.03 456.80
R3 464.03 461.63 455.32
R2 458.63 458.63 454.82
R1 456.23 456.23 454.33 457.43
PP 453.23 453.23 453.23 453.83
S1 450.83 450.83 453.34 452.03
S2 447.83 447.83 452.84
S3 442.43 445.43 452.35
S4 437.03 440.03 450.86
Weekly Pivots for week ending 28-May-1993
Classic Woodie Camarilla DeMark
R4 477.87 473.32 455.30
R3 468.58 464.03 452.74
R2 459.29 459.29 451.89
R1 454.74 454.74 451.04 457.02
PP 450.00 450.00 450.00 451.14
S1 445.45 445.45 449.34 447.73
S2 440.71 440.71 448.49
S3 431.42 436.16 447.64
S4 422.13 426.87 445.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 455.63 447.67 7.96 1.8% 3.92 0.9% 77% True False
10 455.63 436.86 18.77 4.1% 4.60 1.0% 90% True False
20 455.63 436.86 18.77 4.1% 3.67 0.8% 90% True False
40 455.63 432.30 23.33 5.1% 3.64 0.8% 92% True False
60 456.76 432.30 24.46 5.4% 3.76 0.8% 88% False False
80 456.76 428.25 28.51 6.3% 3.83 0.8% 90% False False
100 456.76 426.88 29.88 6.6% 3.66 0.8% 90% False False
120 456.76 426.88 29.88 6.6% 3.55 0.8% 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 0.66
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 478.58
2.618 469.77
1.618 464.37
1.000 461.03
0.618 458.97
HIGH 455.63
0.618 453.57
0.500 452.93
0.382 452.29
LOW 450.23
0.618 446.89
1.000 444.83
1.618 441.49
2.618 436.09
4.250 427.28
Fisher Pivots for day following 01-Jun-1993
Pivot 1 day 3 day
R1 453.53 453.10
PP 453.23 452.38
S1 452.93 451.65

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.