S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jul-1993
Day Change Summary
Previous Current
14-Jul-1993 15-Jul-1993 Change Change % Previous Week
Open 448.08 450.09 2.01 0.4% 445.86
High 451.12 450.12 -1.00 -0.2% 448.94
Low 448.08 447.26 -0.82 -0.2% 441.40
Close 450.08 449.22 -0.86 -0.2% 448.13
Range 3.04 2.86 -0.18 -5.9% 7.54
ATR 3.07 3.05 -0.01 -0.5% 0.00
Volume
Daily Pivots for day following 15-Jul-1993
Classic Woodie Camarilla DeMark
R4 457.45 456.19 450.79
R3 454.59 453.33 450.01
R2 451.73 451.73 449.74
R1 450.47 450.47 449.48 449.67
PP 448.87 448.87 448.87 448.47
S1 447.61 447.61 448.96 446.81
S2 446.01 446.01 448.70
S3 443.15 444.75 448.43
S4 440.29 441.89 447.65
Weekly Pivots for week ending 09-Jul-1993
Classic Woodie Camarilla DeMark
R4 468.78 465.99 452.28
R3 461.24 458.45 450.20
R2 453.70 453.70 449.51
R1 450.91 450.91 448.82 452.31
PP 446.16 446.16 446.16 446.85
S1 443.37 443.37 447.44 444.77
S2 438.62 438.62 446.75
S3 431.08 435.83 446.06
S4 423.54 428.29 443.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.12 446.74 4.38 1.0% 2.43 0.5% 57% False False
10 451.15 441.40 9.75 2.2% 3.19 0.7% 80% False False
20 451.90 441.40 10.50 2.3% 3.00 0.7% 74% False False
40 455.63 436.86 18.77 4.2% 3.32 0.7% 66% False False
60 455.63 432.30 23.33 5.2% 3.32 0.7% 73% False False
80 455.63 432.30 23.33 5.2% 3.42 0.8% 73% False False
100 456.76 432.30 24.46 5.4% 3.51 0.8% 69% False False
120 456.76 428.25 28.51 6.3% 3.54 0.8% 74% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 462.28
2.618 457.61
1.618 454.75
1.000 452.98
0.618 451.89
HIGH 450.12
0.618 449.03
0.500 448.69
0.382 448.35
LOW 447.26
0.618 445.49
1.000 444.40
1.618 442.63
2.618 439.77
4.250 435.11
Fisher Pivots for day following 15-Jul-1993
Pivot 1 day 3 day
R1 449.04 449.21
PP 448.87 449.20
S1 448.69 449.19

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.